The Use of Non-Parametric Criteria for the Evaluation of Similar Patterns in the Behaviour of the Economic System
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Дата
2017
Автори
Назва журналу
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Назва тому
Видавець
Polgári szemle
Анотація
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.
Опис
Ключові слова
financial crises, macroeconomic indicator, classification, rank, coefficient concordance, neural network, Kohonen map
Бібліографічний опис
Strelchenko I. (2017). The Use of Non-Parametric Criteria for the Evaluation of Similar Patterns in the Behaviour of the Economic System. Polgári szemle. Vol. 13, №4-6. P. 380-388