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Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries

Abstract : This paper considers the application of copula models to study the shifts in extremaleconomic dependence of the Eastern European countries, i.e., Ukraine and its neigh-bouring countries, from 1969 to 2014. Extremal economic dependence is analysed interms of poverty and affluence and with regard to growth rate. This paper contributes tothe previous literature by applying the copula approaches to derive the measurementsof the economic interdependence in terms of poverty and affluence. The receivedresults depict the pattern of the (inter)dependence and its evolution across the anal-ysed countries. Dependence on other countries in the extreme values can potentiallybe useful in adjustments of the economic policy of a country to minimize poverty andprevent high inequality.
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https://hal-rennes-sb.archives-ouvertes.fr/hal-02332090
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Submitted on : Thursday, October 24, 2019 - 4:06:52 PM
Last modification on : Thursday, October 24, 2019 - 4:06:53 PM

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Roman Matkovskyy. Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries. Journal of Quantitative Economics, The Indian Econometric Society, 2019, 17 (3), pp.667-698. ⟨10.1007/s40953-018-0151-6⟩. ⟨hal-02332090⟩

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