Quantitative crisis analysis: identifying and defining imbalances

Authors

Olena Nieizviestna
Mykhailo Tuhan-Baranovskyi Donetsk National University of Economics and Trade, Ukraine
https://orcid.org/0000-0002-6135-6524
Natalia Ivanova
Mykhailo Tuhan-Baranovskyi Donetsk National University of Economics and Trade, Ukraine
https://orcid.org/0000-0002-5010-2668
Viktorija Koverza
Mykhailo Tuhan-Baranovskyi Donetsk National University of Economics and Trade, Ukraine
https://orcid.org/0000-0003-1465-0584
Volodymyr Kotkovskyi
National University "Odessa Law Academy", Ukraine
https://orcid.org/0000-0001-5150-1751
Yevhenii Tryhubchenko
Mykhailo Tuhan-Baranovskyi Donetsk National University of Economics and Trade, Ukraine
https://orcid.org/0000-0002-1368-4814
DOI: https://doi.org/10.15587/978-617-7319-37-4.ch2

Synopsis

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.


ECONOMETRIC MODELING OF MANAGERIAL DECISIONS AT THE MACRO AND MICRO LEVELS

Downloads

PDF

Pages

22-43

Published

November 5, 2021

Categories

Details about the available publication format: PDF

PDF

ISBN-13 (15)

978-617-7319-37-4

How to Cite

Quantitative crisis analysis: identifying and defining imbalances. (2021). In O. Chernega, U. Yakovenko, A. Chepurnova, O. Makieieva, O. Nieizviestna, N. Ivanova, V. Koverza, V. Kotkovskyi, Y. Tryhubchenko, T. Kozhukhova, Y. Bocharova, L. Shevchenko, V. Barabanova, V. Yankovsky, Y. Lyzhnyk, Y. Vorobiova, V. Koshel, G. Gorina, G. Bohatyryova, O. Nikolaichuk, S. Revutska, N. Pryimak, R. Nykyforov, O. Romanykha, K. Khavrova, N. Lokhman, M. Kolchuk, A. Kravtsov, & E. Klevtsov, ECONOMETRIC MODELING OF MANAGERIAL DECISIONS AT THE MACRO AND MICRO LEVELS (pp. 22–43). Kharkiv: TECHNOLOGY CENTER PC. https://doi.org/10.15587/978-617-7319-37-4.ch2