THE SIGNAL APPROACH TO MODELLING THE BALANCE OF PAYMENT CRISIS
Journal Title: Вісник Київського національного університету імені Тараса Шевченка. Економіка. - Year 2016, Vol 12, Issue 189
Abstract
The paper considers and presents synthesis of theoretical models of balance of payment crisis and investigates the most effective ways to model the crisis in Ukraine. For mathematical formalization of balance of payment crisis, comparative analysis of the effectiveness of different calculation methods of Exchange Market Pressure Index was performed. A set of indicators that signal the growing likelihood of balance of payments crisis was defined using signal approach. With the help of minimization function thresholds indicators were selected, the crossing of which signalize increase in the probability of balance of payment crisis.
Authors and Affiliations
Oleksandr Chernyak, Bogdan Yakymchuk
Keywords
Related Articles
- EP ID EP240308
- DOI 10.17721/1728-2667.2016/189-12/1
- Views 81
- Downloads 0
Innovative Approaches to Research Methodology of Social Responsibility in the Field of Risk Management
The paper defines the role of insurance and risk management in corporate social responsibility. Analysed some of the social problems of certain sectors of the economy and the distribution of investments by insurance comp...
METHODOLOGICAL PRINCIPLES AND METHODS OF TERMS OF TRADE STATISTICAL EVALUATION
This paper examines the methodological principles of statistical estimation of terms of trade, which made it possible to carry out a comparative analysis of the different product groups with due regard to cost structure...
STRUCTURAL DISPARITIES NATIONAL AND REGIONAL DEVELOPMENT IN UKRAINE
This paper discusses the basic economic disparities both at the state and regional level. The article reviews conceptual approaches to the formation of an effective structure of economy of Ukraine and Lviv region. Consid...
STRENGTHENING THE COMPETITIVENESS OF NON-WASTE AGRICULTURAL PRODUCTION SUBJECTS
The widest implementation of non-waste technologies in agro-industrial production is the key to the functioning of a competitive agro-industrial complex. Therefore, an increase of the competitiveness of non-waste agricul...
FINANCING MECHANISMS FOR INVESTMENT PROJECTS IN THE AGRICULTURAL SECTOR OF UKRAINE'S ECONOMY INVOLVING ANGEL INVESTORS
The challenges connected with attracting foreign investments into the agricultural sector of the Ukrainian economy as well as diversification of forms of international investments are actual due to the immediate needs of...