Munich Personal RePEc Archive

Modeling the stability dynamics of Ukrainian banking system

Kozmenko, Olha and Kuzmenko, Olha (2013): Modeling the stability dynamics of Ukrainian banking system. Published in: Banks and Bank Systems , Vol. 8, No. 2 (1 August 2013): pp. 55-62.

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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.

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