Asymmetries and Nonlinearities in Socio-Economic Sphere
The book suggests an investigation of asymmetric properties and nonlinear structure of behavior for number of macroeconomic indicators that represent the socio-economic sphere. The empirical study includes the econometric modeling of processes on Ukrainian labor market. The research is based on threshold-disturbance moving average and threshold - disturbance autoregressive models that reveal a significant asymmetric reactions of labor force participant rate, unemployment rate and productivity to positive and negative macroeconomic shocks. To describe nonlinear dynamics, the logistic smooth transition autoregressive models are developed.
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Produktdetails
Weitere Autoren: Lukianenko, Iryna
- ISBN: 978-613-9-87658-7
- EAN: 9786139876587
- Produktnummer: 37373957
- Verlag: LAP Lambert Academic Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2018
- Seitenangabe: 84 S.
- Masse: H22.0 cm x B15.0 cm x D0.5 cm 143 g
- Abbildungen: Paperback
- Gewicht: 143
Über den Autor
Iryna Lukianenko is a Head of Department of Finance, Professor at National University of Kyiv-Mohyla Academy, Kyiv, Ukraine. Marianna Oliskevych is a Professor at Department of Mathematical Economics and Econometrics, Ivan Franko National University of Lviv, Ukraine.
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