乌克兰经济部门间关系结构的不稳定性

Oleksandr Yastremsky, V. Kulyk
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引用次数: 5

摘要

本文讨论了2000-2017年乌克兰经济部门间流动的波动性。为此,作者以可比较的细节(19项经济活动)构建了直接成本系数的动态矩阵系列;计算361动态(19x19)的统计特征和乌克兰部门间平衡的直接费用系数;并分析乌克兰经济成本指标(GDP与总产出的比率,Frobenius - Perron数字)和经济活动成本指标(Brauer - Perron数字)的动态。通过汇总“投入-产出”表,可以构建具有可比细节的直接成本矩阵的历史序列。波动性的评估指标包括变异、相对变异、样本标准差、平均标准差、历史波动率和标准趋势误差(回归),即趋势波动率。乌克兰部门间流动的波动性很大。在所有观测年份中,EA“信息……”的直接成本系数的最大变化为0.3144,EA“供水”的直接成本系数为0.3004,EA“艺术”的直接成本系数为0.2673。衍生总和(Brauer-Solow数,相对EA成本)也不稳定。根据标准差估计,农业部门是最稳定、最不稳定的公共行政部门。乌克兰的经济生产力有很大的优势。直接成本矩阵的生产率有一个充分的Brauer-Solow条件,保证在所有年份的观测中都满足。在361个直接成本系数中,有166个系数记录了时间趋势。其中91个有上升趋势,65个有下降趋势。为了确定这种趋势的存在,作者使用了关于直接成本系数对时间的线性依赖的重要性的假设的偏差概率。经济的高成本强度是乌克兰普遍存在的经济问题。乌克兰国内生产总值占总产出的比例约为40%,而在发达国家,这一数字接近60%。降低成本是乌克兰经济增长的重要资源。
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Volatility of the structure of intersectoral relations of Ukraine's economy
The article deals with the volatility of intersectoral flows in Ukrainian economy during 2000–2017. For this purpose, the authors construct a dynamic matrix series of direct cost coefficients in comparable detail (19 economic activities (EAs)); calculate statistical characteristics of 361 dynamics (19x19) and coefficients of direct expenses of Ukraine's intersectoral balance; and analyze the dynamics of cost indicators of Ukraine's economy (the ratio of GDP to total output, the Frobenius – Perron numbers) and those of economic activities (the Brauer – Perron numbers). Construction of the historical series of the matrix of direct costs in comparable detail is achieved by aggregating the "input - output" tables. Volatility is assessed using indicators of variation, relative variation, sample standard deviation, standard deviation per mean, historical volatility, and standard trend error (regression), i.e. trend volatility. Volatility of intersectoral flows in Ukraine is significant. The maximum variation for the coefficients of direct costs for EA "Information ..." for all years of observation was 0.3144, for EA "Water Supply" - 0.3004, and for EA "Art" - 0.2673. Derivative aggregates (Brauer-Solow numbers, relative EA cost) are also volatile. According to estimates of the standard deviation, the agrosector is the most stable, the most unstable - public administration. Economy Ukraine has a significant margin of productivity. A sufficient Brauer-Solow condition for the productivity of the direct cost matrix is guaranteed to be satisfied for all years of observation. Out of 361 coefficients of direct costs, time trends are recorded for 166. Among them, 91 have an upward trend, 65 - a downward trend. To fix the presence of the trend, the authors use the probability of deviation of the hypothesis about the significance of the linear dependence of the coefficients of direct costs on time. The high cost intensity of the economy is a general economic problem of Ukraine. The ratio of GDP to total output in Ukraine is about 40%, while in developed countries, this figure is close to 60%. Reducing costs is a significant resource for economic growth in Ukraine.
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