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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.…mehr

Produktbeschreibung
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 ¿ Doctor of Sciences (Economics), Professor,Head of the Department of FinanceNational University of "Kyiv-Mohyla Academy", Kiev, Ukraine; Marianna Oliskevych ¿ Doctor of Sciences (Economics),Professor at the Department ofMathematical Economics and Econometrics,Ivan Franko National University of Lviv, Lviv, Ukraine