LT/EN

Virmantas Kvedaras

• Assoc. Prof.
  Department of Econometric Analysis
  Faculty of Mathematics and Informatics, Vilnius University

Areas of interest: applied and financial econometrics; macroeconomic modelling

Courses delivered---active courses are underlined: Applied Time Series Econometrics, DSGE modelling, Econometrics, Econometric Analysis, Macroeconometrics, Decision Theory, Game Theory, International Trade and Finance, Macroeconomic Models and Methodology, Microeconomic Analysis, Selected Topics in Macroeconomics.

Latest publications

1. Kvedaras V., Račkauskas A., and D. Zuokas (2011) “Regression Models of Macroeconomic Indicators with Explanatory Variables Observed at a Higher Frequency” in W. Milo, G. Szafranski, and P. Wdowinski (eds.) FindEcon Monograph Series 9, pp. 87-99.
2. Hansen J.D., King V., and V. Kvedaras (2011). “The International Reserves Issue in the EMU”, Open Economies Review 22(1), 143-161. (text)
3. Kvedaras V. and A. Račkauskas (2010) “Regression Models with Variables of Different Frequencies: the Case of a Fixed Frequency Ratio”, Oxford Bulletin of Economics and Statistics 72(5), pp. 600-620. (text)
4. Celov D., Leipus R., and V. Kvedaras (2007) “Comparison of Estimation Methods for the Density of Autoregressive Parameter in Aggregated AR(1) Processes”. Lithuanian Mathematical Journal 47 (spec. issue), pp. 508-516.
5. Kvedaras V. (2007) "Testing the Demand-Led and BOP-Constrained Growth Model: A System Approach". Applied Economics Letters 14(5), 367-370. (text)

Complete list of publications

CV