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Methodological problems of modeling the financial and monetary transmission

Methodological problems of modeling the financial and monetary transmission

Journal of Economic Regulation, , Vol. 5 (no. 2),
p. 124-132

The author proposes a calculating method of monthly values of the GDP of Ukraine. They are necessary for the analysis of financial-monetary transmission, but have not been provided by official statistics in recent years. Getting GDP values on a monthly basis allows to increase the number of statistical observations of macroeconomic indicators.

Keywords: financial and monetary transmission; vector autoregression models (VAR); retail sales; volume of industrial output

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Publisher: Ltd. "Humanitarian perspectives"
Founder: Southern Federal University
ISSN: 2078-5429