Macroeconomic Variables Analysis in Ukraine: An Empirical Approach with Cointegration Method | Science Publications

American Journal of Applied Sciences

Nikolaos Dritsakis¹  Katerina Gialetaki¹ 

关键词: Macroeconomic Variables;    Cointegration;    Ukraine;   

DOI  :  10.3844/ajassp.2005.836.842

学科分类：自然科学（综合）

来源: Science Publications

【 摘 要 】

?his study investigates the relationship among exports, economic growth, investments and employment in a former country of the Soviet Union such as Ukraine. The purpose of this study was to examine the long-run relationship between these variables using quarterly data for the period 1991:I-2000:IV and applying the cointegration analysis as suggested by Johansen and Juselious. Then a multivariate autoregressive vector model (VAR) is used to estimate the short-run and the long-run relationships of variations of this model. The results suggested that export growth in combination with the increase of investments and employment have a positive effect on Ukraine’s economic growth.

【 授权许可】

Unknown