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ЎЗБЕК СЎМИ КУРСИГА ТАЪСИР ЭТУВЧИ ДЕТЕРМИНАНТЛАР

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MAQOLA ANNOTATSIYASI

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Мазкур мақолада миллий валюта – сўмнинг АҚШ долларига нисбатан алмашув курсига таъсир этувчи омиллар (детерминантлар) уч турдаги эконометрик моделлар, яъни энг кичик квадратлар (Ordinary Least Squares), ўртача қийматли интеграциялашган авторегрессия (Autoregressive Integrated Moving Average) ҳамда кўп ўлчовли узоқ хотирали шартли гетроскедастлилик авторегрессия (Multivariate Long memory Autoregressive Conditional Heteroskadasticity) моделлари орқали таҳлил қилинган. Модель натижалари сўмнинг номинал ва реал алмашув курсига кенг пул массаси ва чет элдан келаётган пул ўтказмаларининг таъсирини статистик жиҳатдан аҳамиятли эканлигини, фоиз ставкаси ва инфляция даражасини эса аҳамиятсиз эканлигини кўрсатди. Шунингдек, ушбу таҳлиллар соф ташқи савдонинг таъсирини ҳам сўм алмашув курсига ижобий баҳолаш имконини бермади.

MUALIFLAR

Teglar

# interest rate# фоиз ставкаси# алмашув курси# пул таклифи# соф ташқи савдо# пул ўтказмалари: E24# E39# E52# E65# обменные курсы# процентная ставка# денежная масса# чистая торговля# денеж- ные переводы: E24# exchange rates# money supply# net trade# remittance jel: E24

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Maqola idintifikatorlari

Foydalanilgan adabiyotlar

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