FORMATION OF AN INTEGRATED THREAT INDEX OF THE NATIONAL ECONOMY

Abstract

The article considers the formation of an integrated threat index of the national economy. The purpose of the study is to form a methodological basis for determining the threat index of the national economy. It is determined that currently there is no perfect effective and high-quality approach to the methods of identifying threats to the country's economy, which causes an urgent need to develop an effective national methodology for ensuring the national economic security of the country. To assess the threat index of the national economy, a structural-logical mathematical model was built, which includes the appropriate sequence of certain stages of the study. First, an information base of input predictors for the period in the dynamics, such as the state budget deficit, total debt, the share of foreign capital in the authorized capital of banks, international reserves in the months of import, the level of dollarization, the share of foreign currency in the money supply, control corruption, political stability and absence of violence / terrorism, rule of law, inflation rate, unemployment rate, GINI index, shadow economy level. The following are the indicators of the input information base of the study to a comparable form by conducting nonlinear normalization. The next step is to select the relevant indicators for estimating the threat index of the national economy on the basis of a combination of Pareto methods and scatter plot; the theoretical aspects of application of the specified methods to filtering of relevant predictors of input information base of research are considered. The final stage was the assessment of the integrated threat index of the national economy using the Kernel function and the multiplicative form of convolution. The visualization of both the general trend of the behavior of the integral index of time threats and variations within the minimum and maximum possible levels is carried out. The practical application of the proposed methodology will allow timely and prompt support of the necessary organizational, institutional, regulatory conditions that provide the ability of the national economy to withstand external and internal threats and burdens, further quality adaptation to problems and destabilizing factors, rapid recovery from adverse factors.