Articles by : Stavytskyi A. № 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 :473 |
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.
№ 4/2016
Forecasting methods and models
VERSAL N. 1, STAVYTSKYI A. 2
1Taras Shevchenko National University of Kyiv
2Taras Shevchenko National University of Kyiv
Trends in dollarization of Ukrainian banking sector
ABSTRACT ▼
The article disclosed approach to the definition of dollarization of the banking sector, which means the calculation of deposit dollarization as the ratio of foreign currency deposits to local currency deposits, and loan dollarization as the ratio of foreign currency loans to local currency loans. The analysis of household deposits in local and foreign currencies for the years 2005-2016 showed that foreign currency deposits of individuals are characterized by a higher level of volatility than the local currency deposits. Calculation of the ratio of foreign currency loans to foreign currency deposits showed that during the investigated period it was always higher than one, even in times of crisis, indicating a steady demand of banks for foreign currency resources. The econometric model is proposed for speed estimating of individual decisions for changing amount of foreign currency deposits, which includes two main factors: volatility in exchange rates and the presence of panic among depositors. According to the model, the return of foreign currency deposits by individuals to banks is possible only in case of stability (relative stability) of foreign exchange rates for four months.
Keywords: financial dollarization, banking sector, foreign exchange rate, foreign currency deposits, foreign currency loans, model for estimating speed of individual decisions for changing amount of foreign currency deposits
JEL: G21
| Article in Ukrainian (pp. 106 - 117) | Download | Downloads :606 |
REFERENCES ▼
1. Bereslavs'ka, O., Zymovets', V., Shelud'ko, N. (2006). Dollarization of the credit market in Ukraine: causes and consequences. Ekonomìka ì prognozuvannâ – Economy and forecasting, 3, 62–71 [in Ukrainian].
2. Manzhos, S.B., Nosenko, M.S. (2011). The influence of the level of dollarization of Ukraine's economy on the state of the currency market. Ekonomichnyj visnyk Donbasu – Economic Bulletin of Donbass, 2 (24), 100-105 [in Ukrainian].
3. Honohan, P., Shi, A. (2003). Deposit Dollarization and the Financial Sector in Emerging Economies. In Globalization and National Financial Systems. New York: Oxford University Press.
4. Marchuk, V.P. Financial dollarization in Ukraine and ways of its reduction. The repository of the Ukrainian Academy of banking of the National Bank of Ukraine. Retrieved from
dspace.uabs.edu.ua/bitstream/123456789/521/1/6.pdf [in Ukrainian].
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6. Yeyati, Levy E. (2006). Financial Dollarization: Evaluating the Consequences. Economic Policy, January, 61-118. doi:
doi.org/10.1111/j.1468-0327.2006.00154.x
7. Stavytskyy, A.V. (2015). The conditions of stability of the banking system of Ukraine at the present stage . Finansy Ukrainy – Finance of Ukraine, 1(230), 47-58 [in Ukrainian].
8. Versal, N., Stavytskyy, A. (2015). Financial Dollarization: Trojan Horse for Ukraine? Ekonomika, 94 (3), 1-45.
9. Chernyak, O.I., Stavytskyy, A.V., Bazhenova, O.V., Shebanina ,O.V. (2014). Econometrics, 2-nd ed. Mykolaiv: MNAU [in Ukrainian].
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