Noble International Journal of Economics and Financial Research

Online ISSN: 2519-9730 | Print ISSN: 2523-0565

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Volume 3 Number 3 March 2018

Kalman Filter in the Problem of the Exchange and the Inflation Rates Adequacy to Determining Factors

Pages: 31-39
Authors: N. S. Gonchar, W. H. Kozyrski, A. S. Zhokhin, O. P. Dovzhyk
Abstract

Using introduced concept of the exchange and inflation rates adequacy, the relevance of them to the determining factors is found. We established close positive relation between hryvnia / dollar exchange and inflation rates, fiscal deficit, price level of energy sources, and money supply. On this basis, we give proposals for state macroeconomic policy to stabilize Ukrainian economy.

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