The paper Quantitative Methods in the Study of Economic Phenomena combines principles of developing dynamic econometric models and using them in economic analyzes and forecasts.
The first part of the paper presents some useful models for the analysis of the systematic components of time series. The detection and measurement of various types of fluctuations that influence the trajectory of many economic indicators offers new horizons to the study of the evolution and the study of the interdependency connections in the economy.
The second part of the paper is dedicated to the cross spectral analysis. By using this method we can measure the intensity of the connection for simultaneous or with lag correlations between two or more variables expressed quantitatively.
The third part of the paper is reserved to the structural vector autoregression. An apt model is presented to highlight the reaction of the macroeconomic variables to the economic policy innovations.
Throughout the paper a series of applications to actual data from various official publications, conducted using the EViews, Statistica and SPSS statistical software packages were included.
The paper is addressed to all specialists, long and short-term higher education students, both studying statistics and econometrics.