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ANALYSIS OF THE NONLINEAR STATISTICAL ANALYSIS METHODOLOGY APPLICABILITY ON MODELING THE CORRELATION AMONG GLOBAL MACROECONOMIC PARAMETERS
dc.creator | Mihajlović, Ivan | |
dc.creator | Živković, Živan | |
dc.creator | Banović, Branko | |
dc.date.accessioned | 2023-03-11T11:25:17Z | |
dc.date.available | 2023-03-11T11:25:17Z | |
dc.date.issued | 2012 | |
dc.identifier.isbn | 978-80-86175-86-7 | |
dc.identifier.uri | https://machinery.mas.bg.ac.rs/handle/123456789/5761 | |
dc.description.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. | sr |
dc.language.iso | en | sr |
dc.publisher | Department of Microeconomics University of Economics, Prague, Czech Republic | sr |
dc.rights | restrictedAccess | sr |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
dc.source | 6TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS, Proceedings, Prague, Czech Republic | sr |
dc.subject | macroeconomic effects | sr |
dc.subject | modeling | sr |
dc.subject | nonlinear statistics | sr |
dc.title | ANALYSIS OF THE NONLINEAR STATISTICAL ANALYSIS METHODOLOGY APPLICABILITY ON MODELING THE CORRELATION AMONG GLOBAL MACROECONOMIC PARAMETERS | sr |
dc.type | conferenceObject | sr |
dc.rights.license | BY | sr |
dc.rights.holder | Department of Microeconomics University of Economics, Prague | sr |
dc.citation.epage | 793 | |
dc.citation.spage | 785 | |
dc.identifier.rcub | https://hdl.handle.net/21.15107/rcub_machinery_5761 | |
dc.type.version | publishedVersion | sr |