Abstract
Introduction. The article analyzes the causality relationships of macroeconomic indicators of Ukraine: gross domestic product, foreign direct investments, export and import of goods and services. Statistics since 1996 to 2021 were used for the analysis. It was determined that positive causal relationships in Ukraine from direct foreign investments to gross domestic product, from direct foreign investments to exports and imports are exist at a high level of reliability and significance. Purpose. The purpose of this article is a mathematical and statistical analysis of the dynamics of macroeconomic indicators of Ukraine and the factors affecting them. The tasks of researching the mutual influence of some macroeconomic indicators on others and visa versa, the existence of one-way or two-directions cause and effect relationships, analysis of reliability of the obtained results, are analyzed. Method. The article uses mathematical and statistical methods and regression-correlation analysis, in particular as the main methods of scientific research; theory of time series; techniques of mathematical modelling. To study these macroeconomic indicators of Ukraine, the extended Dickey-Fuller and Johansen co-integration, the Granger method to identify the vector error correction model and the vector auto-regression model were applied. Results. Analyzing the statistical data of the gross domestic product, foreign direct investments, export and import of goods and services of Ukraine for the years 1996-2021, their dynamics were studied. Based on the use of Dickey-Fuller and Johansen co-integration methods, the Granger method, the vector error correction model and the vector autoregressive model, it is found that there are positive causal relationships from foreign direct investment to gross domestic product, from foreign direct investment to exports, from foreign direct investment to imports at a high level of credibility and significance.
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