Application of error correction models for Lithuanian inflation
This paper is devoted to the Lithuanian inflation modelling. The main goal of this work is to apply Vector Error Correction Model for Lithaunian inflation. All inflation indicators are integrated of order one, consequently VECM model of Lithuanian inflation processes is investigated and proposed fo...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2008-12-01
|
| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/18088 |