Estimation of the influence of "shocks" on the dynamics of indicators of macroregional financial security

Abstract

A methodical approach to the formation of a set of models of the predictive-analytical mechanism of the system of ensuring the financial security of macroregions is proposed. The methodical approach is based on the synthesis of canonical correlation methods, factor analysis, taxonomy methods, vector autoregressive technologies and error correction models. Models have been developed to evaluate the dynamic effects of the influence of "shocks" on the financial security of macroregions. The stability of the system is assessed on the example of the given countries of the European Union and Ukraine; security subsystems that are most sensitive to the impact of external "shocks" and priority channels for the transmission of external stresses / infections are identified.