تقدير العلاقة طويلة الأمد بين الودائع والائتمان النقدي باستعمال نماذج انحدار التكامل

Abstract

Abstract: In this study, we try to analyze the relationship equilibrium between deposits and credit cash in Iraq (2003-2011) that the framework for the concept of analysis of co-integration and error correction To achieve this, the search for the existence of the relationship equilibrium between the variables of the study there was the analysis of the properties of time series variables model using several tests , including test the unit root to determine the rank of the integration of all-time series separately and then check the integrity of the joint several tests have revealed the results of these tests for the integration of all-time series separately from the first order also revealed the existence of a relationship equilibrium in the long-run between deposits and cash credit and estimate the effects of deposits short and long -run credit cash , were used two tests are testing Engel - Granger and test Johansen integration joint specimen error correction and the light of the results of the two methods shows a relationship equilibrium binary between variables , It has been estimated coefficient of the speed of adjustment credit cash any speed correct imbalances balance in all an earlier period in the long-run , as well as estimating the short -run flexibility and value of the coefficient of determination (R2). The data was analyzed and extract the results of the program through the use of ready (Eviews.7)