Savings and Gross Domestic Product in Ukraine: Cointegration and Causal Relationships Analysis

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...

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Bibliographic Details
Main Authors: Plaskon, Svitlana, Shevelova, Svitlana, Martyniuk, Olesya, Ruska, Ruslana, Lesyk, Oksana, Korendii, Svitlana
Format: Conference Proceeding
Language:English
Subjects:
Analytical models
Biological system modeling
causality relationship
Cause effect analysis
Computational modeling
Economic indicators
Error correction
Granger causality test
gross domestic product
Investment
Mathematical models
savings
Time series analysis
Vector Avtoregressive Model
Vector Error Correction Model
Vectors
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Summary: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.
ISSN:2770-5226
DOI:10.1109/ACIT62333.2024.10712576