The cointegration analysis of the Lithuania's macroeconomic indicators
Most of the existing technigues of the macroeconomic indicators analysis can not be succefully applied to the common situation of a limited data set. The goal of the work is to estimate the evolution of Lithuania's macroeconomic indicators using the vector cointegrated anlysis combined with th...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2002-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/32984 |
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| _version_ | 1825197264109305856 |
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| author | Viktorija Firkovič |
| author_facet | Viktorija Firkovič |
| author_sort | Viktorija Firkovič |
| collection | DOAJ |
| description |
Most of the existing technigues of the macroeconomic indicators analysis can not be succefully applied to the common situation of a limited data set. The goal of the work is to estimate the evolution of Lithuania's macroeconomic indicators using the vector cointegrated anlysis combined with the recursive metod proposed by R. Rudzkis and G. Vilutis (2001).
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| format | Article |
| id | doaj-art-ab986b3b0ad0452d8d74c30df8c1753c |
| institution | Kabale University |
| issn | 0132-2818 2335-898X |
| language | English |
| publishDate | 2002-12-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj-art-ab986b3b0ad0452d8d74c30df8c1753c2025-02-11T18:13:20ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2002-12-0142spec.10.15388/LMR.2002.32984The cointegration analysis of the Lithuania's macroeconomic indicatorsViktorija Firkovič0Institute of Mathematics and Informatics Most of the existing technigues of the macroeconomic indicators analysis can not be succefully applied to the common situation of a limited data set. The goal of the work is to estimate the evolution of Lithuania's macroeconomic indicators using the vector cointegrated anlysis combined with the recursive metod proposed by R. Rudzkis and G. Vilutis (2001). https://www.zurnalai.vu.lt/LMR/article/view/32984 |
| spellingShingle | Viktorija Firkovič The cointegration analysis of the Lithuania's macroeconomic indicators Lietuvos Matematikos Rinkinys |
| title | The cointegration analysis of the Lithuania's macroeconomic indicators |
| title_full | The cointegration analysis of the Lithuania's macroeconomic indicators |
| title_fullStr | The cointegration analysis of the Lithuania's macroeconomic indicators |
| title_full_unstemmed | The cointegration analysis of the Lithuania's macroeconomic indicators |
| title_short | The cointegration analysis of the Lithuania's macroeconomic indicators |
| title_sort | cointegration analysis of the lithuania s macroeconomic indicators |
| url | https://www.zurnalai.vu.lt/LMR/article/view/32984 |
| work_keys_str_mv | AT viktorijafirkovic thecointegrationanalysisofthelithuaniasmacroeconomicindicators AT viktorijafirkovic cointegrationanalysisofthelithuaniasmacroeconomicindicators |