Inflation Modeling and Cointegration

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60162694%3AG42__%2F12%3A00482219" target="_blank" >RIV/60162694:G42__/12:00482219 - isvavai.cz</a>
Result on the web
<a href="http://vavtest.unob.cz/registr" target="_blank" >http://vavtest.unob.cz/registr</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Inflation Modeling and Cointegration
Original language description
The article deals with the question of modeling multidimensional nonstationary cointegrated processes. It is a modern method especially used for description of economic time series. Multidimensional non-stationary process is called cointegrated if thereis a linear combination of its one-dimensional components, which is stationary or trend-stationary. For instance this property can be found in some series of economic indices which are predominantly non-stationary. Nevertheless, there are linear links which keep that whole system in so-called long-term equilibrium. The article is focused on a cointegration analysis of selected time series of the Czech Republic macro-economic indices.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Project
<a href="/en/project/GPP402%2F10%2FP209" target="_blank" >GPP402/10/P209: Models of time series and methods of change point detection</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

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

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