Analysis of the Slovak economy using VAR models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F18%3A00011155" target="_blank" >RIV/47813059:19520/18:00011155 - isvavai.cz</a>
Result on the web
<a href="https://mme2018.fm.vse.cz/" target="_blank" >https://mme2018.fm.vse.cz/</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Analysis of the Slovak economy using VAR models
Original language description
The paper aims to analyse and model chose macroeconomic variables of the Slovak economy and their dynamics using VAR models. This article shows the application of selected model on real-time series of chosen macroeconomic indica-tors using four variables (R - interest rate, M - money supply (M2), P - price level (CPI), Y - GDP). We identify and test four long-run relationships. There are de-scribed Granger causality, impulse response function, cointegration and error correc-tion models. The estimation outputs are interpreted. The quality econometric model for modelling macroeconomic time series in Slovak economy is discussed. The cal-culations used EViews software version 9. The structural model is estimated for the Slovak economy. The data used have the character of a quarterly time series in the period from Q1/2005 to Q4/2017. The data source was the National Bank of Slova-kia and the Eurostat database.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
36th International Conference on Mathematical Methods in Economics
ISBN
978-80-7378-371-6
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
264-269
Publisher name
MatfyzPress
Place of publication
Jindřichův Hradec
Event location
Jindřichův Hradec
Event date
Jan 1, 2018
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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