CHAPTER 2 Quantitative crisis analysis: identifying and defining imbalances

Authors

Olena Nieizviestna, Mykhailo Tuhan-Baranovskyi Donetsk National University of Economics and Trade; Natalia Ivanova, Mykhailo Tuhan-Baranovskyi Donetsk National University of Economics and Trade; Viktoriia Koverza, Mykhailo Tuhan-Baranovskyi Donetsk National University of Economics and Trade; Volodymyr Kotkovskyi, National University "Odessa Law Academy"; Yevhenii Tryhubchenko, Mykhailo Tuhan-Baranovskyi Donetsk National University of Economics and Trade

Synopsis

ECONOMETRIC MODELING OF MANAGERIAL DECISIONS AT THE MACRO AND MICRO LEVELS

Dedicated to the study of the possibility of using quantitative analysis tools to determine macroeconomic imbalances as potential harbingers of the spread of the crisis. It is noted that in modern conditions of a rapid course of crisis situations, it is advisable to use nonlinear models, an example of which is nonparametric models based on the signaling approach, providing for the use of macroindicators (indicators) characterizing the economy's resistance to crises. To predict the emergence of negative trends in the development of the economy in the future, the authors developed and proposed for use a regression model with performance indicators, which reflects the dependence of the probability of the onset of the period of "crisis" on a number of economic indicators and carried out its approbation for the Ukrainian economy. Forecasting results for 2021–2022 They made it possible to determine the deviations of the Ukrainian economy from the trajectory of sustainable development. The authors indicated the corrective measures of economic policy on the part of the macroeconomic regulation authorities in order to suspend the inertial development of the forecast situation.

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How to Cite: Nieizviestna, O., Ivanova, N., Koverza, V., Kotkovskyi, V., Tryhubchenko, Ye.; Ivanova, N., Kozhukhova, T. (Eds.) (2021). Quantitative crisis analysis: identifying and defining imbalances. Econometric modeling of managerial decisions at the macro and micro levels. Kharkiv: РС ТЕСHNOLOGY СЕNTЕR, 22-43. doi: http://doi.org/10.15587/978-617-7319-37-4.ch2

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Indexing:

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Author Biographies

Olena Nieizviestna, Mykhailo Tuhan-Baranovskyi Donetsk National University of Economics and Trade

PhD, Associate Professor, Director of Institute
Educational and Scientific Institute of Economics, Management and Administration
ID ORCID   https://orcid.org/0000-0002-6135-6524

Natalia Ivanova, Mykhailo Tuhan-Baranovskyi Donetsk National University of Economics and Trade

Doctor of Economic Sciences, Associate Professor, Head of Department
Department of Marketing, Management and Public Administration
ID ORCID   https://orcid.org/0000-0002-5010-2668

Viktoriia Koverza, Mykhailo Tuhan-Baranovskyi Donetsk National University of Economics and Trade

PhD, Associate Professor
Department of Finance, Accounting and Taxation
ID ORCID   https://orcid.org/0000-0003-1465-0584

Volodymyr Kotkovskyi, National University "Odessa Law Academy"

Doctor of Economic Sciences, Associate Professor
Department of Socio-Political and Economic Disciplines
Kryvyi Rih Faculty
ID ORCID   https://orcid.org/0000-0001-5150-1751

Yevhenii Tryhubchenko, Mykhailo Tuhan-Baranovskyi Donetsk National University of Economics and Trade

Postgraduate Student
Department of Economics and International Economic Relations
ID ORCID   https://orcid.org/0000-0002-1368-4814

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