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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Bibliographic Details
Main Author: Viktorija Firkovič
Format: Article
Language:English
Published: Vilnius University Press 2002-12-01
Series:Lietuvos Matematikos Rinkinys
Online Access:https://www.zurnalai.vu.lt/LMR/article/view/32984
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