Dynamic Analysis of Macroeconomic Fluctuation Sources in Ukraine

dc.contributor.authorLukianenko, Iryna
dc.contributor.authorOliskevych, M.
dc.date.accessioned2017-04-24T10:42:31Z
dc.date.available2017-04-24T10:42:31Z
dc.date.issued2016
dc.description.abstractThe article presents an empirical research of the macroeconomic fluctuation dynamics in Ukraine. The investigation of behaviour of real gross domestic product and unemployment rate as well as the correlation relationship between them are conducted. We interpret fluctuations in real GDP and unemployment as due to two types of disturbances: disturbances that have a permanent effect on output and disturbances that do not. On the basis of developed structural autoregressive vector error correction model the impact of demand and supply shocks are investigated. Short-run and long-run reactions of variables on macroeconomic disturbances are obtained by impulse response analysis. Forecast error variance decomposition is analyzed. The investigation have showed that positive supply disturbances have a permanent impact on output and lead to increase its growth rate in the long term, besides this these disturbances statistically significantly reduce a cyclical unemployment.en
dc.identifier.citationLukianenko Iryna Grigorievna. Dynamic Analysis of Macroeconomic Fluctuation Sources in Ukraine / Lukianenko I. G., Oliskevych M. O. // Innovations in the development of socio-economic systems : microeconomic, macroeconomic and mesoeconomic levels. - Kaunas (Lithuania), 2016. - Vol. 1. - P. 247-261.en
dc.identifier.urihttps://ekmair.ukma.edu.ua/handle/123456789/11258
dc.language.isoenuk
dc.relation.sourceInnovations in the development of socio-economic systems: microeconomic, macroeconomic and mesoeconomic levels. - Kaunas (Lithuania), 2016en
dc.statuspublished earlieruk
dc.subjectGDPen
dc.subjectunemploymenten
dc.subjectarticleen_US
dc.titleDynamic Analysis of Macroeconomic Fluctuation Sources in Ukraineen
dc.typeBook chapteruk
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