MODELS FOR THE ANALYSIS OF THE STATE’S FINANCIAL SECURITY INDICATORS DYNAMICS
Journal Title: Фінансово-кредитна діяльність: проблеми теорії та практик - Year 2017, Vol 1, Issue 22
Abstract
The paper presents a methodical approach to building complex models for analysis of the state’s financial security (SFS) indicators dynamics, based on such methods of multivariate data analysis as the principal component analysis, canonical correlation, level of development, vector autoregression technology, error correction model. Vector autoregressive models of the SFS indicators dynamics of Ukraine and the countries of the European Union have been developed. The interrelationships of the SFS components, short–term effects, the rate of return to the equilibrium trajectory after the impact of external "shocks" (threats) have been studied. Were selected the most sensitive to external "shocks" SFS subsystems, sources of threat occurrence. The proposed complex of models can be considered as an element of the model basis of the forecasting and analytical mechanism of the financial security provision system, which is aimed at earlier informing, detecting threats and preventing their negative impact.
Authors and Affiliations
L. Guryanova, T. Klebanova, S. Milevskiy, V. Nepomnyaschiy, O. Rudachenko
Keywords
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