IDEAS home Printed from https://ideas.repec.org/a/aob/journl/y2016i3p22-30.html
   My bibliography  Save this article

Модель Прогнозирования Краткосрочной Ликвидности

Author

Listed:
  • Игсатов О.Р.

    (National Bank of Kazakhstan)

  • Муканов Н.С.

    (National Bank of Kazakhstan)

Abstract

Для успешного функционирования режима инфляционного таргетирования необходимо соблюдение ряда условий, в том числе - совершенствования системы моделирования и прогнозирования. В рамках данной работы Национальным Банком Республики Казахстан была разработана модель прогнозирования краткосрочной ликвидности, которая позволяет определять направление дисбаланса краткосрочной ликвидности на денежном рынке и оценить необходимые объемы операций НБК для его устранения. Данная статья дополняет ранее опубликованные работы путем раскрытия спецификаций статистических моделей, используемых НБК при прогнозировании краткосрочной ликвидности.

Suggested Citation

  • Игсатов О.Р. & Муканов Н.С., 2016. "Модель Прогнозирования Краткосрочной Ликвидности," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 22-30.
    • Handle: RePEc:aob:journl:y:2016:i:3:p:22-30
    as

    Download full text from publisher

    File URL: https://nationalbank.kz/file/download/13211
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aob:journl:y:2016:i:3:p:22-30. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Saida Agambayeva (email available below). General contact details of provider: https://edirc.repec.org/data/nbkgvkz.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.