Zakharova O. Modeling of macroeconomic processes in non-stationary circumstances

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0410U005652

Applicant for

Specialization

  • 08.00.11 - Математичні методи, моделі та інформаційні технології в економіці

30-09-2010

Specialized Academic Board

Д 64.055.01

Simon Kuznets Kharkiv National University of Economics

Essay

Subject of inquiry: macroeconomic processes in non-stationary circumstances; purpose of work: working out of complex of estimation models and mechanisms, dynamics of macroeconomic processes analyzing and forecasting taking into consideration non-stationary indicators that enables forming of effective science-based management decisions. research technique and instrumentation: disperse analysis, cluster analysis, methods of time series analysis, factor analysis, singular spectrum analysis, methods of harmonic frequency estimation, regression and econometric methods, methods of tendency and amplitude of oscillation forecasting, methods of non-linear dynamics; theoretical and practical results: conceptual and instrumental basis of macroeconomic process modeling that unlike the existing ones is based on combination of thesis of system, logistic, cybernetic and synergetic methodologies that is grounded on the proposed system of mechanisms and enables to enlarge efficiency of management decisions, macroeconomic process typification model that unlike the existing ones is grounded on sorting of them by stationary / non-stationary criterion and enables to determine time, space, structural peculiarities and character of coupling of macroeconomic processes with environment, system of non-stationary indicators is formed, distinctiveness of which is complex consideration of such characteristics as bifurcation, fractality, cyclicity, population, enthalpy and stability that enables taking into account influence of macroindicators on structure and dynamics, models of estimation and analyzing of structure and macroeconomic process dynamics forecasting peculiarity of which is being based on SSA-method that provides qualitative decomposing of time series on compounds – trend, periodicals, noise, enables to determine periods of cyclicity, detect amplitude of oscillation, formulate quality forecasts, quality forcast levels of main macroeconomic indices are worked out that unlike the existing ones are grounded on the cycle making models and take into account influence of non-stationary indicators on the basis of which appropriate horizons of forecasting are specified that provides high-quality forecasts for time series of various length and enables forming of management decisions on their basis both with respect to planned and regulatory macrotrajectories; subject and rate of application: the works out were practically applied in course of strategic social and economic development of regions of Ukraine forming and introduced in practices on enterprises of closed joint-stock company scientific-industrial enterprise “Intertek” and branch establishment “Artemivskyj spyrtovyj zavod”; field of application: management of economic processes on different hierarchy levels, macroeconomic politics, educational process.

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