measurement and analysis the impact factors in Dinar exchange rate in Iraqi economy by Using Autoregressive Distributed Lag Model for the period 1990-2015
2017, Volume 9, Issue 17, Pages 141-171
Abstract
The problem of research dealt with Verify how the Iraqi dinar exchange rate effect by the total economic variables in Iraqi, And aimed to measuring and analysing the short and long-term relationship between them, using standard modern models based on methodology of Autoregressive Distributed Lag Model (ARDL) . The results of stationary test showed that there amixture of variables, some stationary at the level while the other at the first difference . The approach of bounds test proved that there is a equilibrium long-term relationship between the variables through the (F) calculated value which was greater than the critical values of its lower and upper limits , while the value of the vector error correction parameter was negative and significant, and The results of digonistic checking tests proved that it has no standard problems , and its ability height to predict according to Thiel coefficient test .
Keywords
dinar exchange rate, money supply, The budget deficit, autoregressive distributed lag modelMetrics