VILNIUS TECH University Research Management System (CRIS)
Use this url to cite publication: https://hdl.handle.net/20.500.14911/148753

Lithuanian macroeconomic SVAR model

Publication Type (CRIS)
Straipsnis konferencijos medžiagoje kitoje duomenų bazėje / Article in conference proceedings in other databases (P1c)
Publication Type (eLABa)
Straipsnis konferencijos darbų leidinyje kitoje DB / Article in conference proceedings in other DB (P1c)
Author(s)
AuthorAffiliation
Rudzkis, Rimantas
Matematikos ir informatikos institutas
Vilutis, Giedrius  
Matematinės statistikos katedra / Department of Mathematical Statistics (1022)  
Title
Lithuanian macroeconomic SVAR model
[en]
R. Rudzkis, G. Vilutis
Is part of
Computer data analysis and modeling : robustness and computer intensive methods : proceedings of the sixth international conference, Minsk, September 10-14, 2001. Vol. 2
Published In
YearStart PageEnd Page
2001
193
201
Publisher
Minsk : Publishing center BSU
Referenced in Database(s)(DBs)
Zentralblatt MATH (zbMATH)  
Extent
P. 193-201
URI
URI
https://hdl.handle.net/20.500.14911/148753
Cited references
3
Science / Art Area
Socialiniai mokslai / Social sciences (S)
Field of Science / Art
Ekonomika / Economics (S004)
Abstract (en)

The main Lithuanian macroeconomic variables (GDP, its expenditure components, CPI, narrow money aggregate, average wage) are analysed in this paper. Theirs behaviour is modelled by structural vector autoregressive (SVAR) model. Applying this model the consistent forecasts of variables are obtained.

Resource Type (COAR)
TextConference outputConference proceedingsConference paper
Language
Anglų / English (en)
Country
Baltarusija / Belarus (BY)
eLABa ID
5130148