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Modelling the Intervention of UAH/USD Exchange Rates as a Result of 2022 Russian Invasion of Ukraine

Author

Listed:
  • Etuk Etuk
  • Obioma Onukwube
  • Imoh Moffat

Abstract

Russia and Ukraine are in a war, with the former invading the latter. This puts the latter under great stress, many have died in the process and many more have been displaced and many more have fled from Ukraine. This has resulted in intervention in many time series related to Ukraine. For example, the time series of the daily exchange rates of Ukrainian Hryvnia (UAH) and United States Dollars (USD) experienced an intervention on the first day of Russian incursion. By Box and Tiao (1975) approach, a realization of the time series from 1 January 2022 to 15 March 2022 is analyzed. The intervention model arrived at is found adequate. It can be the basis for management and planning.

Suggested Citation

Handle: RePEc:air:journl:v:9:y:2022:i:3:p:166
DOI: 10.5281/zenodo.6615329
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