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   Course Title    Modeling Financial Markets In Ukraine
Lecturer    Volodymyr Domrachev
Institution    European University of Finance
Country    Ukraine


Objectives of the Course:

On successful completion of this subject students should:

Have a broad overview of the main issues involved in modeling financial markets.

Have a detailed understanding of term structure of macro-econometric models of economy.

Have a detailed understanding of macro-econometric models of country interaction.



Lecture 1: Financial Programming and Policy.

The Monetary Policy Rules.

Lecture 2: Financial market analysis.

Volatility effects in financial markets.

The failure of financial markets (case Ukraine).

Lecture 3: Macro –econometric model of the economy.

Aggregate demand.

Aggregate supply.

Factor costs and prices.

Distribution of income.

Foreign trade.


Interest rates and exchange rates.

Lecture 4: Two country models.

Classic models.

Keynesian-type models.

Modern models.

Lecture 5: Financial System as a Multi-agent System.

Multi-country models.

Lecture 6: IMF Macro –econometric model MULTIMOD Mark III.

Macro-economic model of the German economy.

Economic models at the Bank of England.

A model of the French financial system at the Bank of France.

Lecture 7: The Regulation of Financial Markets.

Dependence of modeling from structure regulation of financial markets.

Lecture 8: Using MatLab 6.1 for modeling the monetary shock.

Lecture 9: Using Statistic Neural Networks 4.0 for modeling the monetary shock.

Lecture 10: Case of Ukraine.



To download the list of references, please click here.


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