Beschreibung
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.
Autorenporträt
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.
Herstellerkennzeichnung:
OmniScriptum SRL
Str. Armeneasca 28/1, office 1
2012 Chisinau
MD
E-Mail: info@omniscriptum.com
