ZHURAVKA, Fedir, Hanna FILATOVA, Petr ŠULEŘ a Tomasz WOŁOWIEC. State debt assessment and forecasting: Time series analysis. Investment Management and Financial Innovations. LLC CPC Business Perspectives, roč. 18, č. 1, s. 65-75. ISSN 1810-4967. doi:10.21511/imfi.18(1).2021.06. 2021. |
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@article{57341, author = {Zhuravka, Fedir and Filatova, Hanna and Šuleř, Petr and Wołowiec, Tomasz}, article_number = {1}, doi = {http://dx.doi.org/10.21511/imfi.18(1).2021.06}, keywords = {debt; debt security; time series analysis; persistence; ARIMA model; Ukraine}, language = {eng}, issn = {1810-4967}, journal = {Investment Management and Financial Innovations}, title = {State debt assessment and forecasting: Time series analysis}, url = {https://businessperspectives.org/journals/investment-management-and-financial-innovations/issue-373/state-debt-assessment-and-forecasting-time-series-analysis}, volume = {18}, year = {2021} }
TY - JOUR ID - 57341 AU - Zhuravka, Fedir - Filatova, Hanna - Šuleř, Petr - Wołowiec, Tomasz PY - 2021 TI - State debt assessment and forecasting: Time series analysis JF - Investment Management and Financial Innovations VL - 18 IS - 1 SP - 65-75 EP - 65-75 PB - LLC CPC Business Perspectives SN - 18104967 KW - debt KW - debt security KW - time series analysis KW - persistence KW - ARIMA model KW - Ukraine UR - https://businessperspectives.org/journals/investment-management-and-financial-innovations/issue-373/state-debt-assessment-and-forecasting-time-series-analysis N2 - The paper is aimed at determining the level of persistence and forecasting future values of state debt in the short term using time series analysis, i.e., an ARIMA model. The study covers the time series of Ukraine’s state debt data for the period from December 2004 to November 2020. ER -
ZHURAVKA, Fedir, Hanna FILATOVA, Petr ŠULEŘ a Tomasz WOŁOWIEC. State debt assessment and forecasting: Time series analysis. \textit{Investment Management and Financial Innovations}. LLC CPC Business Perspectives, roč.~18, č.~1, s.~65-75. ISSN~1810-4967. doi:10.21511/imfi.18(1).2021.06. 2021.
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