Financial Markets, Institutions and Risks (FMIR)
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Item Demand Forecast, Supply and Equilibrium Price on the Deposit Market: Methodology and Experience of Ukraine(Sumy State University, 2017) Діденко, Ірина Вікторівна; Диденко, Ирина Викторовна; Didenko, Iryna Viktorivna; Hammadi, H.The purpose of the article is to conduct forecasting of demand, supply and equilibrium prices on the deposit market of Ukraine, which provides for a refinement of the criteria base for the selection of forecasting methods (taking into account world experience, the reporting system and the course of financial sector reform in Ukraine) and indicators for estimating the quality of the forecast taking into account the complexity of the sample and time lag. This has made it possible to study the peculiar features of the periods of functioning of the deposit market of Ukraine in equilibrium and formalize the functional dependencies for forecasting demand, supply and equilibrium interest rates in this market, taking into account the detected time lags.Item Assessment of demand, supply and equilibrium price on the deposit market of Ukraine(Sumy State University, 2017) Лєонов, Сергій Вячеславович; Леонов, Сергей Вячеславович; Lieonov, Serhii Viacheslavovych; Діденко, Ірина Вікторівна; Диденко, Ирина Викторовна; Didenko, Iryna ViktorivnaThe paper evaluates the process of modeling of equilibrium price on the deposit market of Ukraine in the period 2005-2016 by means of formalization of the functions of the market supply and demand. By assessing the credit and deposit markets around the world in the period before the crisis and the post-crisis period, we decided to use a multivariate regression analysis to study the deposit market in Ukraine. We formed an input array of 32 independent variables, through which, by means of the method of principal component analysis and correlation analysis, we obtained 7 of the most relevant variables. After that we received two specifications of the models of supply and demand, which were conferred to the same status in order to calculate equilibrium price on the deposit market of Ukraine. The obtained values of the equilibrium price (deposit rates) amounted to 7.82%, which corresponds to three points of time in the studied period: the second quarter of 2007; the fourth quarter of 2010 – the first quarter of 2011 and the third quarter of 2011 – the fourth quarter of 2010. However, this balance does not reflect a stable situation on the deposit market of Ukraine, as it has a short-term nature.