Exploring the relationship between exchange rate dynamics and trade competitiveness of Ukraine

dc.contributor.authorMordas, Olena
dc.contributor.authorSlaviuk, Nataliia
dc.date.accessioned2024-10-17T07:41:58Z
dc.date.available2024-10-17T07:41:58Z
dc.date.issued2023
dc.description.abstractThe main relationship between exchange rate dynamics and trade competitiveness of Ukraine is represented by Vector Autoregressive model (VAR). This model is based on the reproduction of the dynamics of the time series based on its historical values, and long-term memory of series. Thus, a feature of these models is a high empirical level. Since it was important to investigate the short-term forecast and analyze the relationships between the variables, therefore, the VAR model was chosen. Let's move on to the first stage of building the model - data selection and preparation.en_US
dc.identifier.citationMordas O. S. Exploring the relationship between exchange rate dynamics and trade competitiveness of Ukraine / [Mordas Olena, Slaviuk Nataliia] // Financial Policy of Ukraine for the Maintenance of Macroeconomic Stability : the collective monograph / [Lukianenko I., Galytska E., Primierova O. et al. ; general editor Lukianenko I.] ; National University of Kyiv-Mohyla Academy. - Kyiv : Kyiv-Mohyla Academy Publishing House, 2023. - Chapter 3.3. - P. 122-133.en_US
dc.identifier.isbn978-966-518-849-0
dc.identifier.urihttps://ekmair.ukma.edu.ua/handle/123456789/31879
dc.language.isoenen_US
dc.publisherKyiv-Mohyla Academy Publishing Houseen_US
dc.relation.sourceFinancial Policy of Ukraine for the Maintenance of Macroeconomic Stability : the collective monographen_US
dc.statusfirst publisheden_US
dc.subjectexchange rateen_US
dc.subjectcompetitivenessen_US
dc.subjectcointegration relationshipen_US
dc.subjectProb Jointen_US
dc.subjectshock in inflation (CPI)en_US
dc.subjectmonograph sectionen_US
dc.titleExploring the relationship between exchange rate dynamics and trade competitiveness of Ukraineen_US
dc.typeBook chapteren_US
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