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Savings and gross domestic product in Ukraine: cointegration and causal relationships analysis

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Plaskon, Svitlana, Shevelova, Svitlana, Martyniuk, Olesya, Ruska, Ruslana, Lesyk, Oksana and Korendii, Svitlana (2024) Savings and gross domestic product in Ukraine: cointegration and causal relationships analysis. In: 2024 14th International Conference on Advanced Computer Information Technologies (ACIT), 19-21 September 2024, Ceske Budejovice, Czech Republic.

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Abstract

The aim of this issue is investigation of causality relationships between gross domestic product (GDP) and domestic savings (SAV) in Ukraine. VEC and VAR models, causal relationships analysis were applied for study the time series of gross domestic product and savings. It was determined and analyzed causal bidirectional relationship between gross domestic product and savings in Ukraine.

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Title:

Savings and gross domestic product in Ukraine: cointegration and causal relationships analysis

Creators:

Plaskon, Svitlana, Shevelova, Svitlana, Martyniuk, Olesya, Ruska, Ruslana, Lesyk, Oksana and Korendii, Svitlana

Identification Number:

10.1109/acit62333.2024.10712576

Official URL:

https://doi.org/10.1109/acit62333.2024.10712576

Date:

19 September 2024

Subjects:

300 Social sciences > 330 Economics

Department:

Guildhall School of Business and Law

Publisher:

IEEE

Uncontrolled Keywords:

analytical models; economic indicators; biological system modeling; computational modeling; time series analysis; cause effect analysis; vectors; mathematical models; error correction; investment; gross domestic product; savings; causality relationship; Granger causality test; Vector Error Correction Model; Vector Autoregressive Model

Record

URI:

https://repository.londonmet.ac.uk/id/eprint/9765

Item Type:

Conference or Workshop Item

Presentation Type:

Paper

Depositing User:

Pub Router

SWORD Depositor:

Pub Router

Date Deposited: