Modeling the stability dynamics of Ukrainian banking system

Olha Kozmenko and Olha Kuzmenko (o.kuzmenko@uabs.sumdu.edu.ua)

MPRA Paper from University Library of Munich, Germany

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.

Keywords: stability index of the banking system; stability dynamics; time series; decomposition analysis; regression analysis. (search for similar items in EconPapers)
JEL-codes: G10 G21 (search for similar items in EconPapers)
Date: 2013-08-01
New Economics Papers: this item is included in nep-ban
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Citations: View citations in EconPapers (1)

Published in Banks and Bank Systems 2.8(2013): pp. 55-62

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