MODELS FOR THE ANALYSIS OF THE STATE’S FINANCIAL SECURITY INDICATORS DYNAMICS
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 t...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
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FINTECH Alliance LLC
2017-06-01
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| Series: | Фінансово-кредитна діяльність: проблеми теорії та практики |
| Subjects: | |
| Online Access: | https://fkd.net.ua/index.php/fkd/article/view/2576 |
| _version_ | 1797703911856930816 |
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| author | L. S. Guryanova T. S. Klebanova S. V. Milevskiy V. V. Nepomnyaschiy O. A. Rudachenko |
| author_facet | L. S. Guryanova T. S. Klebanova S. V. Milevskiy V. V. Nepomnyaschiy O. A. Rudachenko |
| author_sort | L. S. Guryanova |
| collection | DOAJ |
| description |
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.
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| first_indexed | 2024-03-12T05:12:29Z |
| format | Article |
| id | doaj.art-2121af2d4d43442c98330e4711ff10d4 |
| institution | Directory Open Access Journal |
| issn | 2306-4994 2310-8770 |
| language | English |
| last_indexed | 2024-03-12T05:12:29Z |
| publishDate | 2017-06-01 |
| publisher | FINTECH Alliance LLC |
| record_format | Article |
| series | Фінансово-кредитна діяльність: проблеми теорії та практики |
| spelling | doaj.art-2121af2d4d43442c98330e4711ff10d42023-09-03T08:27:00ZengFINTECH Alliance LLCФінансово-кредитна діяльність: проблеми теорії та практики2306-49942310-87702017-06-0112210.18371/fcaptp.v1i22.110179MODELS FOR THE ANALYSIS OF THE STATE’S FINANCIAL SECURITY INDICATORS DYNAMICSL. S. GuryanovaT. S. KlebanovaS. V. MilevskiyV. V. Nepomnyaschiy0O. A. Rudachenko1Simon Kusnets Kharkiv National University of EconomicsPhd in economics O. M. Beketov National University of Urban Economy in Kharkiv 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. https://fkd.net.ua/index.php/fkd/article/view/2576financial security of the stateearly informing and warning systemspredictive–analytical mechanismdynamics modelmultidimensional analysisvector autoregressive technologies |
| spellingShingle | L. S. Guryanova T. S. Klebanova S. V. Milevskiy V. V. Nepomnyaschiy O. A. Rudachenko MODELS FOR THE ANALYSIS OF THE STATE’S FINANCIAL SECURITY INDICATORS DYNAMICS Фінансово-кредитна діяльність: проблеми теорії та практики financial security of the state early informing and warning systems predictive–analytical mechanism dynamics model multidimensional analysis vector autoregressive technologies |
| title | MODELS FOR THE ANALYSIS OF THE STATE’S FINANCIAL SECURITY INDICATORS DYNAMICS |
| title_full | MODELS FOR THE ANALYSIS OF THE STATE’S FINANCIAL SECURITY INDICATORS DYNAMICS |
| title_fullStr | MODELS FOR THE ANALYSIS OF THE STATE’S FINANCIAL SECURITY INDICATORS DYNAMICS |
| title_full_unstemmed | MODELS FOR THE ANALYSIS OF THE STATE’S FINANCIAL SECURITY INDICATORS DYNAMICS |
| title_short | MODELS FOR THE ANALYSIS OF THE STATE’S FINANCIAL SECURITY INDICATORS DYNAMICS |
| title_sort | models for the analysis of the state s financial security indicators dynamics |
| topic | financial security of the state early informing and warning systems predictive–analytical mechanism dynamics model multidimensional analysis vector autoregressive technologies |
| url | https://fkd.net.ua/index.php/fkd/article/view/2576 |
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