Application of error correction models for Lithuanian inflation
Ana Čuvak
Vilniaus Gedimino technikos universitetas
Žilvinas Kalinauskas
Vilniaus Gedimino technikos universitetas
Published 2008-12-21


consumer price inflation
vector error correction model

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.


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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