MODELS FOR THE ANALYSIS OF THE STATE’S FINANCIAL SECURITY INDICATORS DYNAMICS

L. S. Guryanova, T. S. Klebanova, S. V. Milevskiy, V. V. Nepomnyaschiy, O. A. Rudachenko

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.


Keywords


financial security of the state; early informing and warning systems; predictive–analytical mechanism; dynamics model; multidimensional analysis; vector autoregressive technologies

Full Text:

PDF

References


Chernyak, O., & Homiak, V. (2011). Payments balance crisis, factors, indicators and ways for prevention. Economics and Forecasting, 4, 27-37

Marynchuk,, S. (2015). Modeling of strategies for using offshore areas for enterprise tax optimization. Abstract for the degree of candidate of economic sciences. Cherkasy.

Velykoivanenko, G., & Miroshnichenko, I. (2012). The hierarchical logical and linguistic model for assessment of Ukraine’s investment potential with regard to risk. Culture of Black Sea Nations, 231, 14-18.

Guryanova, L. (2013). Balanced socio–economic development modelling: Berdyansk : Publisher Tkachuk A. V.

Chagovets, L. (2013). Modeling of production–fiscal effects in the system of economic security of the state. Business Inform, 10, 130-135.

Klebanova, T., & Mozenkov, O. (Eds.). (2013). Scenario models of balanced social and economic development of regions. Berdyansk: Publisher Tkachuk A V.

Brumnik, R. Simulation of Territorial Development Based on Fiscal Policy Tools. Available at: http://www.hindawi.com/journals/mpe/2014/843976/

Kizim N., & Klebanova, T. (Eds.). (2007). Adaptive methods in decision–making systems. Kharkiv: "INJEK" Publishing House.

Guryanova, L., & Nepomnyashchiy V. (2013) Methods of choosing diagnostic indicators of financial security. Business Inform, 4, 377-381.

Lukyanenko, I. (2004) System modeling of parameters of the budgetary system of Ukraine. Kyiv: Publishing house "Kyiv–Mohyla Academy".

Guryanova L., Prokopovich, S., & Trunova, T. (2015). Applied aspects of forecasting of complex socio–economic systems. In A. Chernyak & P. Zakharchenko (Eds.), Models of forecasting in the system of an enterprise financial activity strategic management (pp. 50-64). Berdyansk: Publisher Tkachuk A. V.


GOST Style Citations


Chernyak, O. Payments balance crisis, factors, indicators and ways for prevention [Text] / O. Chernyak, V. Homjak // Economics and Forecasting. – 2011. – №4. – P. 27–37

Marynchuk, S. Modeling of strategies for using offshore areas for enterprise tax optimization [Text] :abstract … candidate of economic sciences / Marynchuk S. – Cherkasy, 2015. – 20 p.

Velykoivanenko, G. The hierarchical logical and linguistic model for assessment of Ukraine’s investment potential with regard to risk [Text] / G. Velykoivanenko, I. Miroshnichenko // Culture of Black Sea Nations. – 2012. – № 231. – P. 14–18.

Guryanova, L. Balanced socio–economic development modelling [Text] : monograph / L, Guryanova. – Berdyansk : Publisher Tkachuk A. V., 2013. – 406 p.

Chagovets, L. Modeling of production–fiscal effects in the system of economic security of the state [Text] / L. Chagovets // Business Inform. – 2013. – № 10. – P. 130–135.

Scenario models of balanced social and economic development of regions [Text] / edited by T. Klebanova, O. Mozenkov. – Berdyansk : Publisher Tkachuk A. V., 2013. – 328 p.

Simulation of Territorial Development Based on Fiscal Policy Tools [Electronic resource] / R. Brumnik and etc. – Available at: http://www.hindawi.com/journals/mpe/2014/843976/

Adaptive methods in decision–making systems [Text] : monograph / ed. by N. Kizim, T. Klebanova. – Kharkiv: "INJEK" Publishing House, 2007. – 368 p.

Guryanova, L. Methods of choosing diagnostic indicators of financial security [Text] / L. Guryanova, V. Nepomnyaschiy // Business Inform. – 2013. – №. 4. – P. 377–381.

Lukyanenko, I. System modeling of parameters of the budgetary system of Ukraine [Text] / I. Lukyanenko – Kyiv : Publishing house "Kyiv–Mohyla Academy", 2004. – 242 p.

Guryanova, L. Models of forecasting in the system of an enterprise financial activity strategic management [Text] / L. Guryanova, S. Prokopovich, T. Trunova // Applied aspects of forecasting of complex socio–economic systems :monograph / ed. by A. Chernyak, P. Zakharchenko. – Berdyansk : Publisher Tkachuk A. V., 2015. – P. 50–64.

519.23




DOI: https://doi.org/10.18371/fcaptp.v1i22.110179

Refbacks

  • There are currently no refbacks.


Copyright (c) 2017 L. S. Guryanova, T. S. Klebanova, S. V. Milevskiy, V. V. Nepomnyaschiy, O. A. Rudachenko

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.

ISSN (print) 2306-4994, ISSN (on-line) 2310-8770