Modeling the stability dynamics of Ukrainian banking system

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Title	Modeling the stability dynamics of Ukrainian banking system
Authors	Kozmenko, O. Kuzmenko, Olha Vitaliivna
ORCID	http://orcid.org/0000-0001-8575-5725
Keywords	stability index of the banking system stability dynamics time series decomposition analysis regression analysis
Type	Article
Date of Issue	2013
URI	http://essuir.sumdu.edu.ua/handle/123456789/50996
Publisher
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Citation	Kozmenko, O. Modeling the stability dynamics of Ukrainian banking system [Text] / O. Kozmenko, O. Kuzmenko // Banks and Bank Systems. – 2013. - V.8, Issue 2.– Р. 55.
Abstract	The article is stressed on the stability indicator of the banking system as binary variable, which takes a single value in unstable condition and non-zero value otherwise. It is offered to explore stability dynamics of Ukrainian banking system as time series, suggested to perform stability indicator on the basis of stationary time series verification by adaptation of the Forster-Stewart method to the peculiarities of the research subject. In the article it is relevant to identify the main factors of stability indicator formation, realize decomposition of a system-forming components of the variable to be explained on the base of autoregression trend-seasonal additive or multiplicative models.
Appears in Collections:	Наукові видання (ННІ БТ)