BUSINESS INFORM №10-2015

The title and content

ABSTRACTS AND INFORMATION ABOUT AUTHORS

24

Section: Economic and Mathematical Modeling
UDC 330.4 /C51, C52, C53
Lyashenko O. I., Krytsun K. I.
Econometric Studies of the Influence of Macroeconomic Factors on the Rate Quotes Dynamics for the US-Dollar at the Currency Market of Ukraine (p. 142 - 148)
The influence of macro factors on the exchange rate quotes at the currency market of Ukraine in conditions of currency corridor has been examined. Three models with three ways revaluation of data towards stationarity has been built, the quantitative characters of these models has been analyzed as well. Regressions were tested for presence of autocorrelation, heteroscedasticity and multicollinearity. On the basis of the three models, the forecasted values for three periods have been built, from the 4th quarter of 2014 till the 2nd quarter of 2015, as well as their absolute average error in percentage has been estimated. The difference between the exchange rate at the interbank market and the exchange rate for absolute purchasing parity has been explored. Previous research in the field of exchange rate prognosing and econometric forecasting at the currency market for different modes of currency regulation has been considered. The perspectives of prognosing the exchange rate at the currency market of Ukraine have been examined and analyzed.
Keywords: simulation, prognosting the exchange rate, regression, stationarity of series
Fig.: 1. Tabl.: 3. Formulae: 5. Bibl.: 14.

Lyashenko Olena I. – Doctor of Sciences (Economics), Professor, Department of Economic Cybernetics, Taras Shevchenko National University of Kyiv (60 Volodymyrska Str., Kyiv, 01033, Ukraine)
Email: [email protected]
Krytsun Kateryna I. – Postgraduate Student, Department of Economic Cybernetics, Taras Shevchenko National University of Kyiv (60 Volodymyrska Str., Kyiv, 01033, Ukraine)
Email: [email protected]

Article is written in Ukrainian
Downloads/views: 141

Download article (pdf) -

Reference to this article:
Lyashenko, Olena I., and Krytsun, Kateryna I. (2015) “Econometric Studies of the Influence of Macroeconomic Factors on the Rate Quotes Dynamics for the US-Dollar at the Currency Market of Ukraine.” Business Inform 10:142–148.

1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 |

FOR AUTHORS

License Contract

Conditions of Publication

Article Requirements

Regulations on Peer-Reviewing

Publication Contract

Current Issue

Frequently asked questions

INFORMATION

The Plan of Scientific Conferences

OUR PARTNERS

Journal «The Problems of Economy»

The site and its metadata are licensed under CC BY-SA.

Write to webmaster