Articles by : Chernyak O. № 2/2001
Economic mathematical methods and forecasting models
CHERNYAK O. 1, VORONOVA L. , STAVYTSKYI A. 2
1Institute for Economics and Forecasting, NAS of Ukraine
2Taras Shevchenko National University of Kyiv
Methods of export-import forecasting
| Ekon. prognozuvannâ 2001; 2:96-109 | |
ABSTRACT ▼
The work deals with methods of forecasting and analyzing the balance of payments of Ukraine. The authors compare various statistical methods developed for the National Bank of Ukraine. For all methods forecasts for 2000 are given.
Keywords:
| Article in Ukrainian (pp. 96 - 109) | Download | Downloads :492 |
REFERENCES ▼
1. Cherniak O.I, Stavytskyi A.V. Dynamichna ekonometryka, K., KVITs, 2000, 121 s.
2. Cherniak O.I, Voronova L. V, Stavytskyi A.V. Novi mozhlyvosti eksponentsialnogo zgladzhuvannia, Bankivska sprava, 2000, № 3, S. 28-32.
3. Cherniak O.I, Stavytskyi A.V. Metody zgladzhuvannia ekonomichnoi informatsii Ekonomichna kibernetyka, problemy metodologii ta pidgotovky fakhivtsiv, Materialy V Vseukrainskoi naukovo-metodychnoi konferentsii, Kyiv, 7-8 grudnia 1999 r, K., KNEU, 2000, S. 123–137.
4. Ivanik N.M, Cherniak O.I, Stavytskyi A.V. Metodologiia rozrakhunku prognozu platizhnogo balansu Visnyk Natsionalnogo Banku Ukrainy, 1998, № 12, S. 42–44.
5. Cherniak O.I, Stavytskyi A.V, Korniienko Ye.S. Novi pidkhody do prognozuvannia platizhnogo balansu Ukrainy Sotsialni ta politychni nauky u Spivdruzhnosti nezalezhnykh derzhav, K., Akadempres, 1999, S. 272–282.
6. Cherniak O.I, Stavytskyi A.V. Vyznachennia optymalno efektyvnogo valiutnogo kursu dlia zovnishnotorgovelnoi diialnosti , Bankivska sprava, 1997, № 6, S. 51–53.
7. Khimich T.V, Stavytskyi A.V. Indeksnyi analiz obminnogo kursu gryvni ta zovnishnoi torgivli Ukrainy, Visnyk Natsionalnogo Banku Ukrainy, 1999, № 4, S. 11–14.
8. Ivanik N.M, Cherniak O.I, Stavytskyi A.V. Analiz ekonomichnoi sytuatsii v Ukraini za dopomogoiu indeksiv , Bankivska sprava, 2000, № 1, S. 8–13.
№ 4/2002
Methodological aspects of analytical research
CHERNYAK O. 1, KUDINENKO M.
1Institute for Economics and Forecasting, NAS of Ukraine
ANALYSIS AND FORECAST OF UKRAINE’S GDP WITH THE HELP OF SSA METHOD
| Ekon. prognozuvannâ 2002; 4:134-147 | |
ABSTRACT ▼
The authors consider a new technique of forecasting and analysis of time series – SSA – with whose help they analyze tame series of Ukraine’s gross domestic product. They developed a forecast of Ukraine’s GDP for the first half of 2002. And presented advantages and shortcomings of that method.
Keywords:
| Article in Ukrainian (pp. 134 - 147) | Download | Downloads :403 |
REFERENCES ▼
1. Golovni komponenty chasovykh riadiv, metod “Gusenytsia” , Za red. D.L.Danilova ta A.A.Zhygliavskogo, S.-Pb., Vyd-vo S.-Pb. Universytetu, 1997, 308 s.
2. J.B.Elsner and A.A.Tsonis “Singular Spectrum Analysis. A New Tool in Time Series Analysis” Plenum Press, New York and London,1996, 177 r.
3. N.Golyandina, V.Nekrutkin, A.Zhigljavsky Analysis of Time Series Structure SSA and Related Techniques, Chapman & Hall CRC, 2001, 315 r.
4. A.Loskutov, I.A.Istomin, K.M.Kuzanyan, and O.L.Kotlyarov. Testing and Forecasting the Time Series of the Solar Activity by Singular Spectrum Analysis, Nonlinear Phenomena in Complex Systems, Vol. 4, No. 1, 2001, p. 47–57.
5. N.Golyandina, V.Nekrutkin, V. Solntsev. Caterpillar-SSA Technique for Analysis of Time Series in Economics, http,//
www.gistatgroup.com/gus/examples.htm
6. Ukrainsko-ievropeyskyi konsultatyvnyi tsentr z pytan zakonodavstva (UEPLAC), http,//
www.ueplac.kiev.u
7. Cherniak O.I, Stavytskyi A.V. Dynamichna ekonometryka, Navchalnyi posibnyk, K., KVITs, 2000, 120 s.
№ 3/2009
Forecasting methods and models
CHERNYAK O. 1, BAZHENOVA O.
1Institute for Economics and Forecasting, NAS of Ukraine
The theoretical and methodological basis of price stability index modeling
| Ekon. prognozuvannâ 2009; 3:123-133 | |
ABSTRACT ▼
This paper discusses the theoretical and methodological foundations of modeling the price index for central bank targeting that leads to the highest degree of stability in economic activities, or modeling the price stability index. A methodology for defining price stability index has been carried out
Keywords:
| Article in Ukrainian (pp. 123 - 133) | Download | Downloads :455 |
REFERENCES ▼
1. Bernanke B, Mishkin F., Inflation Targeting: a New Framework for Monetary Policy NBER Working Paper, 1997, № 5893 b.
2. Ulyukaev A.V, Kulikov M.V., Targetirovanie inflyacii i obmennyj kurs, Bankovskoe delo, 2008, № 5, S. 12–16.
3. Phelps E.S., Disinflation without Recession, Adaptive Guideposts and Monetary Policy , Weltwirtschaftsliches Archiv, 1978, № 114 (4), R. 783–809.
4. Mankiw N.G, Reis R,. Sticky Information, A Model of Monetary Nonneutrality and Structural Slumps, NBER Working Paper, 2001, № 8614.
5. Wynne Mark A., How Should Central Banks Define Price Stability,
www.dallasfed.org/institute/wpapers/2008/.
6. Aoki K. Optimal monetary policy responses to relativeprice changes, Journal of Monetary Economics, 2001, № 48, P. 55–80.
7. Romer D., Advanced Macroeconomics, Second edition,McGrawHill, 2001. 651 r.
№ 4/2011
Economy under the conditions of modern transformations
CHERNYAK O. 1, KHOMIAK V. 2
1Institute for Economics and Forecasting, NAS of Ukraine
2National bank of Ukraine
Crisis of the balance of payments: factors, indicators and prevention methods
| Ekon. prognozuvannâ 2011; 4:27-37 | |
ABSTRACT ▼
The authors analyze the structure and main factors of the crisis of balance of payments in Ukraine’s economy. The article considers the existing methods and indicators, which may signal about the approaching balance of payments crisis, as well as the main approaches to modeling such crises, among which the most suitable for Ukraine ones are defined. The authors provide models of the main components of balance of payments, which signal about the crisis and select a set of indicators producing the most accurate warning about the increased crisis probability.
Keywords:crisis of balance of payments, international reserves, exchange rate, early warning system, inflation
| Article in Ukrainian (pp. 27 - 37) | Download | Downloads :460 |
REFERENCES ▼
1. Chiodo Abbigail J., Owyang Michael T., A case study of a currency crisis: the Russian default of 1998, Journal review of Federal Reserve Bank of St. Louis, 2002.
2. Aghion, Philippe; Bachetta, Philippe and Banerjee, Abhijit. A Simple Model of Monetary Policy and Currency Crises, European Economic Review, May 2000, № 44(4–6), P. 728–38.
3. Berg A., .Borensztein E, MilesiFerretti G.M., Pattillo C.Catherine, Anticipating Balance of Payments Crises. The Role of Early Warning Systems, International Monetary Fund, Washington DC, 1999.
4. Nikolaychuk S., Kaushan I., Vplyv globalnoi finansovoekonomichnoi kryzy na platizhnyi balans Ukrainy ta dynamiku yogo osnovnykh pokaznykiv, Visnyk Natsionalnogo banku Ukrainy, 2009, № 11, S. 32–39.
5. Natsionalny bank Ukrainy,
www.bank.gov.ua>.
6. Curtis T., Gladish D., Guntupall M.,The Mexican Peso Crisis: A Balance of Payments Crisis (1994–1995), International Financial Policy, Paper, Mexico, 2005.
7. Chamon M., Manesse P.,Prati A.,Can We Predict the Next Capital Account Crisis?, IMF Staff Papers, 2007, Vol. 54, No 2.
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