Application of error correction models for Lithuanian inflation
Articles
Ana Čuvak
Vilniaus Gedimino technikos universitetas
Žilvinas Kalinauskas
Vilniaus Gedimino technikos universitetas
Published 2008-12-21
https://doi.org/10.15388/LMR.2008.32
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Keywords

consumer price inflation
vector error correction model
cointegration

How to Cite

Čuvak A. and Kalinauskas Žilvinas (2008) “Application of error correction models for Lithuanian inflation”, Lietuvos matematikos rinkinys, 48(proc. LMS), pp. 181–185. doi: 10.15388/LMR.2008.32.

Abstract

This paper is devoted to the Lithuanian inflation modelling. The main goal of this work is to apply Vector Error Correction Model for Lithaunian inflation. All inflation indicators are integrated of order one, consequently VECM model of Lithuanian inflation processes is investigated and proposed for modelling.

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