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Statements

Subject Item
n2:RIV%2F61989100%3A27510%2F14%3A86090513%21RIV15-MSM-27510___
rdf:type
n9:Vysledek skos:Concept
dcterms:description
Slovakia as well as other countries was the witness of global financial and economic crisis which has broken out in September 2008 and affected all economies of the world whether in greater or lesser extent. We can observe this phenomenon in time series of macroeconomic indicators when the level of economic time series decreased significantly. Having this type of time series we face the problem how to model them, whilst using of traditional approaches might not be adequate and accurate. Way out of this situation can be provided by the intervention analysis which is used for times series disturbed by unexpected external shocks, for instance technological discoveries, political changes, natural diseases etc. In this paper we attempt to fit and analyse the impact of financial and global economic crisis. We will demonstrate the usefulness of ARIMA Intervention analysis and also its application using real data. The paper is divided into three sections. Box-Jenkins methodology is the basis of intervention analysis therefore we will dedicate one part to describe it. Second section consist of explaining and describing the nature of Intervention Analysis and finally above mentioned approaches will be applied for import of goods and services of Slovak Republic as an example. Slovakia as well as other countries was the witness of global financial and economic crisis which has broken out in September 2008 and affected all economies of the world whether in greater or lesser extent. We can observe this phenomenon in time series of macroeconomic indicators when the level of economic time series decreased significantly. Having this type of time series we face the problem how to model them, whilst using of traditional approaches might not be adequate and accurate. Way out of this situation can be provided by the intervention analysis which is used for times series disturbed by unexpected external shocks, for instance technological discoveries, political changes, natural diseases etc. In this paper we attempt to fit and analyse the impact of financial and global economic crisis. We will demonstrate the usefulness of ARIMA Intervention analysis and also its application using real data. The paper is divided into three sections. Box-Jenkins methodology is the basis of intervention analysis therefore we will dedicate one part to describe it. Second section consist of explaining and describing the nature of Intervention Analysis and finally above mentioned approaches will be applied for import of goods and services of Slovak Republic as an example.
dcterms:title
Modeling the Impact of the Global economic Crisis in Macroeconomic Indicators Modeling the Impact of the Global economic Crisis in Macroeconomic Indicators
skos:prefLabel
Modeling the Impact of the Global economic Crisis in Macroeconomic Indicators Modeling the Impact of the Global economic Crisis in Macroeconomic Indicators
skos:notation
RIV/61989100:27510/14:86090513!RIV15-MSM-27510___
n3:aktivita
n10:P
n3:aktivity
P(EE2.3.30.0016)
n3:cisloPeriodika
2
n3:dodaniDat
n14:2015
n3:domaciTvurceVysledku
Pastoreková, Silvia
n3:druhVysledku
n7:J
n3:duvernostUdaju
n5:S
n3:entitaPredkladatele
n17:predkladatel
n3:idSjednocenehoVysledku
29856
n3:idVysledku
RIV/61989100:27510/14:86090513
n3:jazykVysledku
n12:eng
n3:klicovaSlova
ARIMA model, stationarity, Interventional analysis, step and pulse function, transfer function
n3:klicoveSlovo
n4:stationarity n4:Interventional%20analysis n4:step%20and%20pulse%20function n4:transfer%20function n4:ARIMA%20model
n3:kodStatuVydavatele
SK - Slovenská republika
n3:kontrolniKodProRIV
[037679FFF57F]
n3:nazevZdroje
Ekonomika a informatika
n3:obor
n15:AH
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:projekt
n16:EE2.3.30.0016
n3:rokUplatneniVysledku
n14:2014
n3:svazekPeriodika
2/2014
n3:tvurceVysledku
Pastoreková, Silvia
s:issn
1336-3514
s:numberOfPages
11
n8:organizacniJednotka
27510