PRICE DYNAMICS IN UKRAINE: AN ECONOMETRIC ANALYSIS OF CO-INTEGRATION AND ERROR-CORRECTION MODEL

Journal: Journal Association 1901 SEPIKE (Vol.1, No. 04)

Publication Date: 2014-03-31

Authors : Мarianna Oliskevych;

Page : 179-183

Keywords : econometric analysis; price level; deflator; co-integration; error-correction model;

Source : Download Find it from : Google Scholar

Abstract

The article deals with empiric analysis of time series behavior of price levels, constructed on the basis of private consumption deflator, investment deflator, government consumption deflator, export deflator and import deflator in Ukraine. Co-integrating relationships have been found and vector error-correction model has been evaluated.

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PRICE DYNAMICS IN UKRAINE: AN ECONOMETRIC ANALYSIS OF CO-INTEGRATION AND ERROR-CORRECTION MODEL

Abstract

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