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Применение методов векторной авторегрессии для исследования влияния малого розничного предпринимательства на динамику торговли
Вопросы статистики. 2018. № 11. С. 3-12.
Lola I. S., Gluzdovsky S.
In this paper the influence of branch tendencies of development of small retail business on dynamics of one of the leading quantitative indices of economic development of Russia - the index of physical volume (IPV) of the retail trade turnover is investigated.
The response of the macro aggregate to the artificial shocks entered into dynamics of the not quantitative composite indicators (CI) characterizing business tendencies of small trade business is simulated. For carrying out such analysis there was involved, based on modern VAR approaches, the impulse response function constructed on the VECM model.
Research target:
Economics and Management
Language:
Russian
Keywords: коинтеграциямодель векторной авторегрессииделовая конъюнктурамалые розничные организациистационарностьмодель векторной коррекции ошибокфункция импульсного отклика
Publication based on the results of:
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