Daugiamačių regresijos modelių naudojimas infliacijai modeliuoti
Abstract
This paper examines the Lithuanian consumer pnee inflation Irom 1996 January till 2006 December using a modern non-stationary time series and econometric theory. The multiple regression models are proposed for inflation modeling. The stationary of Lithuanian inflation and the main explored exogenous variables are analyzed using the augmented Dickey Fuller test. All indicators are integrated of order one. Vector error correction (VECM) model of Lithuanian inflation processes investigated and proposed for inflation modeling.