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The Use of Non-Parametric Criteria for the Evaluation of Similar Patterns in the Behaviour of the Economic System

Strelchenko, Inna (2017) The Use of Non-Parametric Criteria for the Evaluation of Similar Patterns in the Behaviour of the Economic System. POLGÁRI SZEMLE: GAZDASÁGI ÉS TÁRSADALMI FOLYÓIRAT, 13 (4-6). pp. 380-388. ISSN 1786-6553

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Abstract

The statistics made by the International Monetary Fund of a sample of 30 countries analysed to assess the degree of synchronicity of changes under the impact of the crisis on macroeconomic indicators such as increase in: GDP, the exchange rate of the national currency; a country’s international investment position (which characterizes the external liabilities of residents to non-residents); foreign exchange reserves; the value of government bonds. In order to quantify the changes observed, the values of the Kendall concordance coefficient were calculated for equal periods of time – in the crisis and post-crisis periods.

Item Type: Article
Uncontrolled Keywords: financial crises, macroeconomic indicator, classification, rank, coefficient concordance, neural network, Kohonen map
Subjects: H Social Sciences / társadalomtudományok > HA Statistics / statisztika
H Social Sciences / társadalomtudományok > HB Economic Theory / közgazdaságtudomány
H Social Sciences / társadalomtudományok > HG Finance / pénzügy
Depositing User: Andrea Paár
Date Deposited: 28 May 2018 09:27
Last Modified: 05 Apr 2023 07:27
URI: http://real.mtak.hu/id/eprint/80122

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