Modeling the stability dynamics of Ukrainian banking system
AbstractThe 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.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 50841.
Date of creation: 01 Aug 2013
Date of revision:
Publication status: Published in Banks and Bank Systems 2.8(2013): pp. 55-62
stability index of the banking system; stability dynamics; time series; decomposition analysis; regression analysis.;
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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