Dynamic effects of the “shocks” influence on the economic safety of macroregions

Modern forms of integration processes, along with a number of opportunities to obtain synergistic effects by regions, impose additional threats and risks. In particular, such risks include deterioration of trading conditions in partner countries, depreciation of assets, unidirectional reaction to “shocks”. The need to monitor and prevent such specific risks and threats requires an appropriate transformation of economic security systems (RESS) of the regions (macroregions). The development of a model basis is one of the ways to increase the RESS functioning efficiency. The basis would allow to analyze dynamic effects of the “shocks” influence; to identify the system components, which at certain stages contribute to an increase in the overall level of economic safety, or, on the contrary, create additional threats. The authors propose a methodical approach to the formation of such a model basis, which is based on the application of principal components method, canonical correlations method, the method of development level, vector autoregressive technologies, vector models of error correction. The proposed methodical approach is implemented on the data of macroregions’ financial security indicators, as on e of the dominant components of economic security. The obtained results allowed to reveal the interrelations between the structural components of safety, taking into account long-term relationships, short-term effects and the speed of return to the equilibrium trajectory after the impact of external “shocks” (threats). The developed models of dynamically stable systems have shown that in modern conditions there is a high probability of short-term local crises formation, since the reaction at the time of the “shock” impact often has the character of “explosive” oscillations. The study of dynamically unstable systems models has made it possible to determine the points of bifurcation, the dominant threats, the elimination of which would stabilize the situation. Security subsystems, which are the most sensitive to the impact of external “shocks” and the priority channels for the transmission of external stresses / infections were identified. The developed complex of models can be considered as an element of the RESS forecasting and analytical mechanism model basis.