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Методы Прогнозирования Объемов Наличных Денег В Обращении

Author

Listed:
  • Майданов С.Ж.

    (National Bank of Kazakhstan)

  • Бектасова Ж.Ж.

    (National Bank of Kazakhstan)

Abstract

В работе представлены результаты анализа исследований современных методов в области моделирования и прогнозирования временных рядов и их применении при разработке модели прогнозирования объема наличных денег в обращении в Республике Казахстан в разбивке по номиналам. Разработаны модели для прогнозирования наличных денег в обращении на основе моделей VAR, ARIMA и многофакторной регрессии. Рассмотрены основные индикаторы, влияющие на объем наличных денег в обращении, на основе функции импульсных откликов проведен анализ реакций изменений одних переменных на другие, выявлены причинноследственные связи между ними и оценка вклада отдельных переменных модели путем функции разложения дисперсии.

Suggested Citation

  • Майданов С.Ж. & Бектасова Ж.Ж., 2017. "Методы Прогнозирования Объемов Наличных Денег В Обращении," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2, pages 50-65.
    • Handle: RePEc:aob:journl:y:2017:i:2:p:50-65
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    References listed on IDEAS

    as
    1. Witold Koziñski & Tomasz Œwist, 2015. "Short-Term Currency In Circulation Forecasting For Monetary Policy Purposes – The Case Of Poland," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(1), pages 65-74, August.
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