INTERVENTION MODEL FOR EXCHANGE RATE IN EGYPT

被引：0

作者：

Kamel, Maie M. ^{[1
]}

机构：

[1] Tanta Univ, Fac Commerce, Dept Math & Stat, Tanta, Egypt

来源：

ADVANCES AND APPLICATIONS IN STATISTICS | 2019年 / 54卷 / 01期

关键词：

intervention model; transfer function model; time series analysis; exchange rate;

D O I：

10.17654/AS054010031

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper attempts to analyze and model the impact of the decision to float the Egyptian pound on 3 November 2016. The intervention effect was described as sudden, abrupt and having a lasting effect. It is found that the ARIMA intervention model is more precise in explaining and analyzing the intervention effects of floating the Egyptian pound.

引用

页码：31 / 42

页数：12

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