The paper examines the determinants of exchange rate fluctuations of Uzbek sum using three econometric models as OLS (Ordinary Least Squares), ARIMA (Autoregressive Integrated Moving Average) and MLARCH (Multivariate Longmemory Autoregressive Conditional Heteroskadasticity). Model results show that the effects of money supply and remittances to the nominal and real exchange rates (USD/UZS) are found statistically significant; the impacts of inflation and interest rate are not econometrically meaningful. It should be noted that the level of net trade influences to the exchange rate is not conclusive in our econometric analysis
| Mualliflar | Z. U. Berdinazarov, Jamshid Mamasalaev, Jakhongirmirzo Fakhodjonov, Kh. I. Dodoyev |
|---|---|
| Jurnal | Илм-фан ва инновацион ривожланиш |
| Nashr sanasi | 2019-02-27 |
| Jild | 2 |
| Son | 1 |
| Betlar | 14-23 |
| Til | en |
| DOI | 10.36522/2181-9637-2019-1-2 |
DOI: 10.36522/2181-9637-2019-1-2 · Maqolaning asl sahifasi
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