Multivariate time-series model of GDPs of the Czech Republic and its major economic partners

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F12%3A%230001866" target="_blank" >RIV/47813059:19520/12:#0001866 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Multivariate time-series model of GDPs of the Czech Republic and its major economic partners
Original language description
This article applies time series theory to analyses of mutual relationships among gross domestic products of the Czech Republic and the countries serving as its major European trading partners. The article uses for this purpose multivariate time series models and data from the period of 1995-2011, as well as standard procedures to determine whether the model is stationary or not, and in the case of nonstationarity the nature of such instability. After finding the model, the time series model is tested for individual coefficient restrictions, and impulse-response dynamics are considered for each state as well.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of 30th International Conference Mathematical Methods in Economics
ISBN
978-80-7248-779-0
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
921-925
Publisher name
Slezská univerzita v Opavě, Obchodně podnikatelská fakulta v Karviné
Place of publication
Karviná
Event location
Karviná
Event date
Jan 1, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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