The cointegration analysis of the Lithuania's macroeconomic indicators
Articles
Viktorija Firkovič
Institute of Mathematics and Informatics
Published 2002-12-20
https://doi.org/10.15388/LMR.2002.32984
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How to Cite

Firkovič, V. (2002) “The cointegration analysis of the Lithuania’s macroeconomic indicators”, Lietuvos matematikos rinkinys, 42(spec.), pp. 501–507. doi:10.15388/LMR.2002.32984.

Abstract

Most of the existing technigues of the macroeconomic indicators analysis can not be succefully applied to the common situation of a limited data set. The goal of the work is to estimate the evolution of Lithuania's macroeconomic indicators using the vector cointegrated anlysis combined with the recursive metod proposed by R. Rudzkis and G. Vilutis (2001).

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