ANALYSIS OF THE NONLINEAR STATISTICAL ANALYSIS METHODOLOGY APPLICABILITY ON MODELING THE CORRELATION AMONG GLOBAL MACROECONOMIC PARAMETERS
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2012
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Prikaz svih podataka o dokumentuApstrakt
This paper presents the preliminary results of analyzing the possibility of modeling the
interdependence between macroeconomic parameters: Dow Jones index – USA, Europe and
Asia; prices of copper, oil and natural gas; and the EUR/USD, EUR/JPY ratios. Listed
parameters were continually recorded for the longer period of time. Obtained results were
subsequently statistically processed to determine the parameter with the initial effect. This
was followed by attempt to further develop the model of their interdependence. The analysis
was bases on the so called: “buoy effect”, as a now modeling approach under the conditions
of uncertainty.
Ključne reči:
macroeconomic effects / modeling / nonlinear statisticsIzvor:
6TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS, Proceedings, Prague, Czech Republic, 2012, 785-793Izdavač:
- Department of Microeconomics University of Economics, Prague, Czech Republic
Institucija/grupa
Mašinski fakultetTY - CONF AU - Mihajlović, Ivan AU - Živković, Živan AU - Banović, Branko PY - 2012 UR - https://machinery.mas.bg.ac.rs/handle/123456789/5761 AB - This paper presents the preliminary results of analyzing the possibility of modeling the interdependence between macroeconomic parameters: Dow Jones index – USA, Europe and Asia; prices of copper, oil and natural gas; and the EUR/USD, EUR/JPY ratios. Listed parameters were continually recorded for the longer period of time. Obtained results were subsequently statistically processed to determine the parameter with the initial effect. This was followed by attempt to further develop the model of their interdependence. The analysis was bases on the so called: “buoy effect”, as a now modeling approach under the conditions of uncertainty. PB - Department of Microeconomics University of Economics, Prague, Czech Republic C3 - 6TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS, Proceedings, Prague, Czech Republic T1 - ANALYSIS OF THE NONLINEAR STATISTICAL ANALYSIS METHODOLOGY APPLICABILITY ON MODELING THE CORRELATION AMONG GLOBAL MACROECONOMIC PARAMETERS EP - 793 SP - 785 UR - https://hdl.handle.net/21.15107/rcub_machinery_5761 ER -
@conference{ author = "Mihajlović, Ivan and Živković, Živan and Banović, Branko", year = "2012", abstract = "This paper presents the preliminary results of analyzing the possibility of modeling the interdependence between macroeconomic parameters: Dow Jones index – USA, Europe and Asia; prices of copper, oil and natural gas; and the EUR/USD, EUR/JPY ratios. Listed parameters were continually recorded for the longer period of time. Obtained results were subsequently statistically processed to determine the parameter with the initial effect. This was followed by attempt to further develop the model of their interdependence. The analysis was bases on the so called: “buoy effect”, as a now modeling approach under the conditions of uncertainty.", publisher = "Department of Microeconomics University of Economics, Prague, Czech Republic", journal = "6TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS, Proceedings, Prague, Czech Republic", title = "ANALYSIS OF THE NONLINEAR STATISTICAL ANALYSIS METHODOLOGY APPLICABILITY ON MODELING THE CORRELATION AMONG GLOBAL MACROECONOMIC PARAMETERS", pages = "793-785", url = "https://hdl.handle.net/21.15107/rcub_machinery_5761" }
Mihajlović, I., Živković, Ž.,& Banović, B.. (2012). ANALYSIS OF THE NONLINEAR STATISTICAL ANALYSIS METHODOLOGY APPLICABILITY ON MODELING THE CORRELATION AMONG GLOBAL MACROECONOMIC PARAMETERS. in 6TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS, Proceedings, Prague, Czech Republic Department of Microeconomics University of Economics, Prague, Czech Republic., 785-793. https://hdl.handle.net/21.15107/rcub_machinery_5761
Mihajlović I, Živković Ž, Banović B. ANALYSIS OF THE NONLINEAR STATISTICAL ANALYSIS METHODOLOGY APPLICABILITY ON MODELING THE CORRELATION AMONG GLOBAL MACROECONOMIC PARAMETERS. in 6TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS, Proceedings, Prague, Czech Republic. 2012;:785-793. https://hdl.handle.net/21.15107/rcub_machinery_5761 .
Mihajlović, Ivan, Živković, Živan, Banović, Branko, "ANALYSIS OF THE NONLINEAR STATISTICAL ANALYSIS METHODOLOGY APPLICABILITY ON MODELING THE CORRELATION AMONG GLOBAL MACROECONOMIC PARAMETERS" in 6TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS, Proceedings, Prague, Czech Republic (2012):785-793, https://hdl.handle.net/21.15107/rcub_machinery_5761 .