DINAMIKA INFLACIJE U SAD I EU: VAR ANALIZA I PROGNOZIRANJE
Sažetak
Cilj ovog istraživanja je analiza odnosa između stope inflacije u Sjedinjenim Američkim Državama i stope inflacije u Evropskoj uniji, kao i kratkoročna prognoza njihovih budućih kretanja. U istraživanju je korišćen model Vektorske Autoregresije (VAR) kako bi se ispitali dinamički odnosi između odabranih varijabli. VAR model je prilagođen podacima sa maksimalnim zakašnjenjem od 5, a izvršene su dijagnostičke provere kako bi se osiguralo da je model ispravno specificiran. Zaključak istraživanja se odnosi na sugestiju da se buduća istraživanja trebaju fokusirati na rešavanje problema ne-stacionarnosti reziduala i testiranje robustnosti modela.
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