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Quantitative crisis analysis: identifying and defining imbalances

In: Econometric modeling of managerial decisions at the macro and micro levels

Author

Listed:
  • 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)

Abstract

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.

Suggested Citation

  • Olena Nieizviestna & Natalia Ivanova & Viktoriia Koverza & Volodymyr Kotkovskyi & Yevhenii Tryhubchenko, 2021. "Quantitative crisis analysis: identifying and defining imbalances," Chapters of Monographs, in: Econometric modeling of managerial decisions at the macro and micro levels, chapter 2, pages 22-43, PC TECHNOLOGY CENTER.
    • Handle: RePEc:baq:pcchap:978-617-7319-37-4-ch2
    DOI: 10.15587/978-617-7319-37-4.ch2
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