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Modelling the currency in circulation for the State of Qatar

Author

Listed:
  • Faruk Balli
  • Elsayed Mousa Elsamadisy

Abstract

Purpose - This paper seeks to model the daily and weekly forecasting of the currency in circulation (CIC) for the State of Qatar. Design/methodology/approach - The paper employs linear forecasting models, the regression model and the seasonal ARIMA model to forecast the CIC for Qatar. Findings - Comparing the linear methods, the seasonal ARIMA model provides better estimates for short‐term forecasts. The range of forecast errors for the seasonal ARIMA model forecasts are less than 100 million QR for the short‐term CIC forecasts. Practical implications - The findings of this paper suggest that the CIC in Qatar is in a pattern and it would be easier to forecast the currency in circulation in Qatar economy. Accurate estimates of money market liquidity would help Qatar Central bank, to maintain the price stability in the Qatar economy. Originality/value - This paper forecasts the currency in circulation for the State of Qatar. Additionally, the empirical part of the paper compares the different methodologies find the appropriate model for the CIC for the state of Qatar.

Suggested Citation

  • Faruk Balli & Elsayed Mousa Elsamadisy, 2012. "Modelling the currency in circulation for the State of Qatar," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(4), pages 321-339, November.
    • Handle: RePEc:eme:imefmp:v:5:y:2012:i:4:p:321-339
    DOI: 10.1108/17538391211282827
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    Cited by:

    1. Abdul Hadi Abdul Rahim & Muhammad Hafizuddin Hussin & Mohammad Amnan Awang Ali & Muhammad Hanis Roslan & Haslina Hassan & Radhwa Abu Bakar, 2024. "Developing Arabiyatuna Board Game for Engaging Students’ Knowledge Towards the Arabic Language & Culture," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 8(3s), pages 1325-1330, March.

    More about this item

    Keywords

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    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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