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Journal articles on the topic 'Foreign exchange rates – Spain – Econometric models'

Author: Grafiati

Published: 10 March 2023

Last updated: 31 July 2025

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1

Chen, An-Sing, and Mark T. Leung. "Dynamic Foreign Currency Trading Guided by Adaptive Forecasting." Review of Pacific Basin Financial Markets and Policies 01, no. 03 (1998): 383–418. http://dx.doi.org/10.1142/s0219091598000247.

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The difficulty in predicting exchange rates has been a long-standing problem in international finance as most standard econometric methods are unable to produce significantly better forecasts than the random walk model. Recent studies provide some evidence for the ability of multivariate time-series models to generate better forecasts. At the same time, artificial neural network models have been emerging as alternatives to predict exchange rates. In this paper we propose a nonlinear forecast model combining the neural network with the multivariate econometric framework. This hybrid model conta

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ZIMMERMANN, GEORG, RALPH NEUNEIER, and RALPH GROTHMANN. "MULTI-AGENT MARKET MODELING OF FOREIGN EXCHANGE RATES." Advances in Complex Systems 04, no. 01 (2001): 29–43. http://dx.doi.org/10.1142/s021952590100005x.

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A market mechanism is basically driven by a superposition of decisions of many agents optimizing their profit. The macroeconomic price dynamic is a consequence of the cumulated excess demand/supply created on this micro level. The behavior analysis of a small number of agents is well understood through the game theory. In case of a large number of agents one may use the limiting case that an individual agent does not have an influence on the market, which allows the aggregation of agents by statistic methods. In contrast to this restriction, we can omit the assumption of an atomic market struc

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Rahman, Md Masudur, and Md Nabir Hossain. "Exchange Rate Forecasting in Bangladesh: ARIMA and VAR Models." Innovation in Economy & Policy Research 4 (November 16, 2023): 13–21. http://dx.doi.org/10.46610/jepr.2023.v04i02.002.

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Exchange rates play a crucial role in the economic structure of any country since they affect investment, foreign trade, and the stability of the economy as a whole. This research article explores the intricate dynamics of exchange rate development in Bangladesh, a country with a rapidly growing economy and a significant presence in the global trade landscape. The article delves into the historical evolution of exchange rates in Bangladesh, the factors influencing exchange rate movements, and the implications for the country's macroeconomic stability and international trade. The study employs

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Medina Reyes, José Eduardo, Agustín Ignacio Cabrera Llanos, and Salvador Cruz Aké. "Fuzzy Gaussian GARCH and Fuzzy Gaussian EGARCH Models: Foreign Exchange Market Forecast." Revista Mexicana de Economía y Finanzas 18, no. 3 (2023): 1–22. http://dx.doi.org/10.21919/remef.v18i3.855.

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This article discusses a comparison of the GARCH and EGARCH conditional variance methods, with respect to the Fuzzy Gaussian GARCH and Fuzzy Gaussian EGARCH. The returns of four exchange rates were forecasted at daily periodicity from January 2015 to November 2022 and out-of-sample, January 2019, and December 2022. The results indicate that the Fuzzy GARCH and Fuzzy EGARCH models better estimate the volatility behaviour of the exchange market series compared to traditional techniques. Therefore, the recommendation is to estimate other high volatility variables to verify the efficiency of the f

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Ahmed, KHATTAB, and SALMI Yahya. "Modeling Sources of Asymmetry in the Volatility of the Moroccan Dirham Exchange Rate." Applied Economics and Finance 8, no. 4 (2021): 31. http://dx.doi.org/10.11114/aef.v8i4.5232.

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The main objective of this paper is to study the sources of asymmetry in the volatility of the bilateral exchange rates of the Moroccan dirham (MAD), against the EUR and the USD using the asymmetric econometric models of the ARCH-GARCH family. An empirical analysis was conducted on daily central bank data from March 2003 to March 2021, with a sample size of 4575 observations. Central bank intervention in the foreign exchange (interbank) market was found to affect the asymmetry in the volatility of the bilateral EUR/MAD and USD/MAD exchange rates. Specifically, sales of foreign exchange reserve

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Panda, Ajaya Kumar, Swagatika Nanda, Vipul Kumar Singh, and Satish Kumar. "Evidence of leverage effects and volatility spillover among exchange rates of selected emerging and growth leading economies." Journal of Financial Economic Policy 11, no. 2 (2019): 174–92. http://dx.doi.org/10.1108/jfep-03-2018-0042.

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Purpose The purpose of this study is to examine the evidences of leverage effects on the conditional volatility of exchange rates because of asymmetric innovations and its spillover effects among the exchange rates of selected emerging and growth-leading economies. Design/methodology/approach The empirical analysis uses the sign bias test and asymmetric generalized autoregressive conditional heteroskedasticity (GARCH) models to capture the leverage effects on conditional volatility of exchange rates and also uses multivariate GARCH (MGARCH) model to address volatility spillovers among the stud

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Bozhechkova, A. V., S. G. Sinelnikov-Murylev, and P. V. Trunin. "Factors of the Russian ruble exchange rate dynamics in the 2000s and 2010s." Voprosy Ekonomiki, no. 8 (August 3, 2020): 5–22. http://dx.doi.org/10.32609/0042-8736-2020-8-5-22.

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The article discusses the key factors of the ruble exchange rate dynamics, analyzes the features of Russian currency market in the context of inflation targeting and the application of the budget rule. The basic theoretical approaches to modeling the dynamics of real and nominal exchange rates are presented, including behavioral models of the exchange rate, the monetary model of the exchange rate, and the hypothesis of uncovered interest parity. The most important factors of long-term and short-term dynamics of the exchange rate are revealed. The results of an econometric evaluation of the mod

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Elumalue, Godspower Iteziri, Obi, K. Callistar, and Ezi, C. Tom. "The moderating effect of interest rate on exchange rate volatility and foreign direct investment: An insight in some sub-Saharan African countries." International Journal of Advanced Economics 7, no. 3 (2025): 51–61. https://doi.org/10.51594/ijae.v7i3.1821.

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This study investigated the moderating effect of interest rate on exchange rate volatility’s and foreign direct investment inflows in some Sub-Saharan African countries. The study utilized panel data, spanning the period from 1990 to 2022, using a sample of 38 nations, where the Two Stages Least Square estimator was utilized as the main econometric approach in order to address issues of endogeneity, simultaneity, and reverse causality. The findings of the analysis indicated that, although exchange rate volatility negatively impacts Foreign Direct Investment inflows, its effect was not statisti

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Vandna Devi, Vandna Devi, Mahazabi Mahazabi, and Dr Suneshwer Prasad Dr. Suneshwer Prasad. "Evaluating India’s Foreign Trade Policies: Economic Impact (2015-2020) & 2023 Framework." International Journal of Business and Management Invention 14, no. 5 (2025): 80–92. https://doi.org/10.35629/8028-14058092.

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This study evaluates the economic impact of India's Foreign Trade Policy (FTP) 2015–2020 and analyzes the framework of FTP 2023. Employing econometric models, the research finds a significant relationship between key FTP variables and India’s GDP, highlighting the nuanced impact of trade policies. Specifically, the analysis reveals a strong correlation between GDP and factors such as export and import volumes, foreign exchange rates, and tariff measures, alongside an unexpected negative correlation with FDI. The FTP 2023 framework is assessed for its strategic shift towards enhanced global com

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Hacioglu, Umit, Hasan Dincer, and Ismail Erkan Celik. "Conflict Risk and Its Implication on Economy and Financial System." International Journal of Finance & Banking Studies (2147-4486) 2, no. 2 (2016): 109. http://dx.doi.org/10.20525/ijfbs.v2i2.638.

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<p>Considering the impacts of the conflict on the economic parameters in terms of macroeconomics, the following factors might affect the profitability of the company: foreign capital outflows, decrease in exports, increase in the interest rates, disruption of the investment climate, increase in the exchange rates, increase in the costs of import entry etc. Due to the expectable decrease in profit shares as to the investors, the contraction in the risk appetite will cause volatility in the prices of equity securities markets based on the impacts of the conflict, and the equity securities

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Letsou, Eleni Z., Charalampos L. Agiropoulos, Stavros G. Efthimiou, and Pantelis I. Pantelidis. "Macroeconomic determinants of European outward foreign direct investment." Risk Governance and Control: Financial Markets and Institutions 15, no. 1 (2024): 8–15. https://doi.org/10.22495/rgcv15i1p1.

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The global expansion of trade and capital flows, largely driven by globalization, has significantly impacted the dynamics of foreign direct investment (FDI). This paper examines how country-specific characteristics such as real income, exchange rates, economic openness, and European monetary integration influence the outward FDI (OFDI) from European Union (EU) countries. Utilizing econometric models on data spanning from 1980 to 2020, the study confirms that these macroeconomic factors are critical in shaping FDI trends. Particularly, real income and economic openness are found to be the most

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Benlaria, Houcine. "The Impact of Economic Factors on Saudi Arabia’s Foreign Trade with BRICS Countries: A Gravity Model Approach." Economies 12, no. 11 (2024): 305. http://dx.doi.org/10.3390/economies12110305.

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Our investigation, bolstered by the robust gravity trade model and panel data econometric technique, underscores the pivotal factors that influence trade interactions between Saudi Arabia and the BRICS nations—Brazil, Russia, India, China, and South Africa. The study, spanning from 1998 to 2023, delves into key economic metrics such as the gross domestic product, exchange rate fluctuations, inflationary trends, political conditions, and trade deals. We employ a range of econometric strategies, including pooled Ordinary Least Squares (OLS) and fixed effects models, to reveal that the GDP of BRI

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Singh, Suraj Prakash, and Ragi T S. "The Influence of Currency Fluctuations on NSE Market Capitalization: An Econometric Analysis." PURUSHARTHA - A journal of Management, Ethics and Spirituality 17, no. 2 (2025): 43–51. https://doi.org/10.21844/16202117203.

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Purpose: This study looks at how currency fluctuations affect the NSE's market capitalization. This study examines historical data from 2013 to 2023 to identify trends, underlying causes, and potential implications for investors and policymakers. The study employs econometric modelling techniques to investigate the relationship between currency exchange rate fluctuations and stock market capitalization. Design/methodology/approach: To assess the impact of currency fluctuations on the NSE market capitalization, a quantitative research methodology was used, which included regression analysis. Th

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Pluskota, Anna. "Makroekonomiczne determinanty ryzyka kredytowego w Polsce ze szczególnym uwzględnieniem kursów walut obcych." Finanse i Prawo Finansowe 3, no. 31 (2021): 107–18. http://dx.doi.org/10.18778/2391-6478.3.31.07.

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The purpose of the article. The aim of the study is to show the impact of the key macroeconomic determinants of the credit risk of the banking sector in Poland in 2011–2020. This aim was achieved by analysis of the Pearson correlation coefficient and econometric models allowing to determine the impact of individual variables on the NPL index. Methodology: The empirical part includes the presentation and description of basic descriptive statistics, as well as the calculation of the Pearson correlation coefficient with the interpretation of the obtained results. The dynamic econometric mod

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SALİHOĞLU, Esengül. "The Effects Of The Exchange Rate On Foreign Trade Performance In Countries With Foreign Trade Deficit." İnsan ve Toplum Bilimleri Araştırmaları Dergisi 11, no. 3 (2022): 1712–30. http://dx.doi.org/10.15869/itobiad.1143215.

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Exchange rates have become increasingly important as the rise of free trade has been supported by globalization and technological developments. In flexible exchange rate systems, the exchange rate is expected to affect the volume of foreign trade and thus aggregate output. In this context, it is important to understand the relationship between the exchange rate and foreign trade in economic policy implementation. The aim of this study is to contribute to the literature by comparatively analyzing the relationship between exchange rates and foreign trade volumes in selected countries. Accordingl

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Van der Geest, Willem. "Peter J. Montiel, Pierre-Richer Agenor, and Nadeem ul Haque. Informal Financial Markets in Developing Countries: A Macroeconomic Analysis. Published in the "Advances in Theoretical and Applied Economics" series edited by Homa Motamen-Scobie. Oxford: Blackwell. 1992. i-xi + 212 pp., including appendices. Hardbound. £40.00." Pakistan Development Review 32, no. 3 (1993): 332–35. http://dx.doi.org/10.30541/v32i3pp.332-335.

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This volume reviews the nature and scope of informal financial markets in developing countries and elaborates on the theoretical and conceptual models which analyse 'financial repression' and other aspects of government intervention in financial markets. It also focuses on the consequences which the prevalence of informal financial markets in developing countries may have for monetary and exchange rate policy. In particular, it attempts to capture the functioning of informal, unregulated markets into macroeconomic models, working towards a general eqUilibrium model with informal financial mark

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Kristjanpoller, Werner, and Benjamin Miranda Tabak. "Day of the Week Effect on the World Exchange Rates through Fractal Analysis." Fractal and Fractional 8, no. 6 (2024): 340. http://dx.doi.org/10.3390/fractalfract8060340.

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The foreign exchange rate market is one of the most liquid and efficient. In this study, we address the efficient analysis of this market by verifying the day-of-the-week effect with fractal analysis. The presence of fractality was evident in the return series of each day and when analyzing an upward trend and a downward trend. The econometric models showed that the day-of-the-week effect in the studied currencies did not align with previous studies. However, analyzing the Hurst exponent of each day revealed that there a weekday effect in the fractal dimension. Thirty main world currencies fro

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Simakova, Jana, and Tomas Prazak. "Assessing the impact of exchange rates on international trade in the manufacturing sector of CEE countries: A specific focus on SMEs." E+M Ekonomie a Management 27, no. 3 (2024): 104–19. http://dx.doi.org/10.15240/tul/001/2024-3-007.

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This paper aims to analyze the impact of exchange rates on international trade in the manufacturing sector in selected Central and Eastern European (CEE) countries. To accomplish this, a distinctive combination of econometric techniques is employed, enabling an assessment of both macro- and micro-level perspectives concerning the mutual relationship between foreign exchange rates and international trade. At the macroeconomic level, the examination employs the J-curve methodology, utilizing Johansen cointegration and vector error correction models to assess the influence of currency exchange ra

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Mekki, Hadjer, and Yasmine Derradj. "POLICIES AND VARIABLES AFFECTING FDI IN ALGERIA COUNTRY." International Journal of Professional Business Review 9, no. 11 (2024): e05140. http://dx.doi.org/10.26668/businessreview/2024.v9i11.5140.

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Objective: This study aims to investigate the determinants of Foreign Direct Investment (FDI) in Algeria from 2002 to 2012, focusing on the relationship between FDI and six key economic indicators: Gross Domestic Product (GDP), Inflation Rate, Economic Openness, Political Stability and Security, Real Exchange Rate, and Interest Rate. Theoretical Framework: The research builds on international investment and economic development theories, emphasizing the importance of macroeconomic stability and institutional factors in attracting FDI. It integrates models addressing economic openness, exchange

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Ahmadzai, Sayed Ajan, Mohammad Shakir Ebrahimi, Najibullah Arshad, and Naeemullah Amani. "Impact of Exchange Rates on Returns in Share Market: A Case of Pakistan." Journal for Research in Applied Sciences and Biotechnology 2, no. 6 (2024): 156–64. http://dx.doi.org/10.55544/jrasb.2.6.23.

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The study focused on appraising the influence of exchange rates on returns in the share market: a case of Pakistan. Time-series data spanning 36 years (1980 to 2016) was utilized. To capture the impact of exchange rates on returns in the share market, a theory-based model consisting of six sub-models was planned and estimated through the recursive simultaneous-equations econometric estimation technique. As the data was time series, augmented Dickey-Fuller (ADF) tests were employed to assess the stationarity of the considered variables. The autoregressive distributed lag (ARDL) model was chosen

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Shafiq, Sidra, Fariha Sami, and Hafsa Taqqadus. "THE ROLE OF REMITTANCES IN PAKISTAN ECONOMIC GROWTH: TRENDS, IMPACT, AND POLICY RECOMMENDATIONS." Gomal University Journal of Research 41, no. 1 (2025): 63–72. https://doi.org/10.51380/gujr-41-01-06.

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This study provides a comprehensive empirical analysis of role of remittances in driving the economic growth in Pakistan context. Specifically, it examines relationship amid Real Gross Domestic Product (GDP), foreign remittances, unemployment rate, literacy rate and real exchange rates. The analysis uses time series data spanning from 1980 to 2024. Various econometric models and statistical techniques are employed to conduct the study. First, stationarity of the variables is tested using unit root tests. Upon determining stationarity, the Auto-Regressive Distributed Lag (ARDL) Bound Testing ap

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Almalik, Rasha, Rozina Shaheen, and Manzar Ahmed. "The impact of foreign direct investment on economic growth: Empirical evidence in G20 countries." International Journal of ADVANCED AND APPLIED SCIENCES 11, no. 10 (2024): 90–98. http://dx.doi.org/10.21833/ijaas.2024.10.010.

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This study investigates how foreign direct investment (FDI) affects economic growth in G20 countries. It uses annual panel data from 19 countries for the years 2001 and 2022. In addition to FDI as the main independent variable, the study includes control variables such as exchange rates, trade balance, inflation, government effectiveness, and gross fixed capital formation. The relationship between economic growth and FDI is analyzed using Johansen's cointegration method and a vector error correction model. First, unit root tests were conducted using the Augmented Dickey-Fuller (ADF) test. Gran

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Ajibu, Jonas. "EXPLORING THE DYNAMICS OF CURRENCY DEVALUATION ON TRADE BALANCE: A CASE STUDY OF MALAWI AND THE APPLICABILITY OF THE MARSHALL-LEARNER CONDITION." Cognizance Journal of Multidisciplinary Studies (CJMS) 4, no. 2 (2024): 412–43. https://doi.org/10.47760/cognizance.2024.v04i02.033.

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This paper examines the effects of currency depreciation on Malawi’s trade balance. It is an attempt to test the conjectures of the Marshal Lerner Condition on Malawi. To achieve this objective, data on exchange rates, exports, imports, GDP, and foreign income was collected from the World Bank Database. The econometric method of Error Correction Mechanism was employed for analysis. The short-run results revealed an insignificant effect of Malawi’s actual efficient currency valuation of imports and exports. This suggests that the depreciation of the Malawi Kwacha has little effect o

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Rana Shahid Imdad Akash, Muhammad Mudasar Ghafoor, and Navid Ahmed. "Testing the Validity of Purchasing Power Parity Theory and Dynamics of Exchange Rate Behavior (Pakistan, China, Iran and Turkey)." Journal of Accounting and Finance in Emerging Economies 6, no. 1 (2020): 127–44. http://dx.doi.org/10.26710/jafee.v6i1.1059.

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Purpose: This study is aimed at to observe the purchasing power parity (PPP) Theory. The purchasing power parity (PPP) is the most enduring debate of literature in international macroeconomics. It is most controversial due to various puzzles and tested with different econometric models for certain group of countries. Therefore, the PPP is valid assumption while international comparison due to use of common exchange rate and the prevalence of Law of One price. Design/Methodology/Approach: The validity of PPP for relative countries (Pakistan, China, Iran and Turkey) was tested and analyzed

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Abir, Shake Ibna, Sarder Abdulla Al Shiam, Rafi Muhammad Zakaria, et al. "Use of AI-Powered Precision in Machine Learning Models for Real-Time Currency Exchange Rate Forecasting in BRICS Economies." Journal of Economics, Finance and Accounting Studies 6, no. 6 (2024): 66–83. https://doi.org/10.32996/jefas.2024.6.6.6.

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In this paper, we explore the use of different machine learning models on predicting currency exchange rates among BRICS economies (Brazil, Russia, India, China and South Africa). With global economic uncertainties rising, forecasting trends of currency becomes more accurate and real time important for policymakers, businesses, and investors. This study utilizes the recent progress in ML algorithms, i.e. Long Short Term Memory (LSTM) networks and the ensemble method of XGBoost, to analyze the history exchange rate data along with macroeconomic projections. These models are then evaluated for t

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Iftikharullah, Ghani. "Impact of Exchange Rates on Returns in Share Market: A Case Study of Pakistan." International Journal of Innovative Science and Research Technology 7, no. 8 (2022): 1894–947. https://doi.org/10.5281/zenodo.7124517.

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The study is focused at appraising the influence of Exchange rates on Returns in Share Market: A Case study of Pakistan. Time- series data of 36 years was used, from year 1980 to 2016. For seizing the impact of Exchange rates on Returns in Share Market: A Case of Pakistan, a theory based model, consisting of six submodels is planned with intention to estimate through Recursive Simultaneous-equations econometric estimation technique. Since, the data is time series, the Augmented Dickey-fuller (ADF) tests were used to assess the stationary of the considered variables. The study used autoregressi

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Meyer, Daniel Francois, and Lerato Mothibi. "The Effect of Risk Rating Agencies Decisions on Economic Growth and Investment in a Developing Country: The Case of South Africa." Journal of Risk and Financial Management 14, no. 7 (2021): 288. http://dx.doi.org/10.3390/jrfm14070288.

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Over the last decade, the South African economy has endured prevailing economic challenges, including weak economic growth, unreliable electricity supply, rising fiscal deficits, declining investment inflows and the inexorable rise in government debt alongside the expected impact of the coronavirus pandemic. Credit ratings have significantly evolved, making them key elements in the modern financial markets because of their creditworthiness opinions, as many investors across the globe rely heavily on their opinions. A quantitative research approach was followed using data from 1994Q1 to 2020Q2.

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Junejo, Safiullah, Mansur Muhammad, and Herbert Wibert Victor Hasundungan. "Symmetric and Asymmetric Response of the Renewable Energy Market to Indonesian Economic Trends." Muslim Business and Economics Review 3, no. 1 (2024): 76–101. http://dx.doi.org/10.56529/mber.v3i1.271.

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This study digs into the complex interplay between renewable energy market development and Indonesian economic trends. Our rigorous study aims to investigate the impact of crucial economic indicators, including gross domestic product (GDP), exchange rates, inflation, real interest rates, net inflow of foreign direct investment (FDI), and urbanisation, on the renewable energy landscape in Indonesia between 1973 and 2022. This study provides a novel insight by investigating both symmetric and asymmetric impacts in the context of Indonesia. While previous studies have limited scope with linear re

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Ortakarpuz, Metehan, and Fatih Mangir. "A Panel Data Analysis of Turkish Export Market: a Gravity Model Approach." Zagreb International Review of Economics and Business 28, no. 1 (2025): 219–31. https://doi.org/10.2478/zireb-2025-0010.

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Abstract For nearly half a century, changing economic conditions have also changed the determinants of foreign trade, and different factors have begun to be evaluated. Economic globalization, more widely discussed today, defines a framework in which controls on goods are reduced, capital is in free circulation, labor mobility is present, international entrepreneurship is spread, and various integration unions such as Free Trade Zones, Special Economic Zones, and economic and monetary unions are increasing. Factors such as growth, product differentiation, distance, exchange rates, and supply ch

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Cheremnykh, A. A. "ANALYSIS OF FACTORS INFLUENCING THE PRICING OF AIR TICKETS." Applied Mathematics and Control Sciences, no. 1 (December 15, 2022): 196–213. http://dx.doi.org/10.15593/2499-9873/2022.1.10.

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The article is devoted to discussing topical issues about the formation of the price of plane tickets. The paper analyzes and evaluates the degree of influence of factors on the pricing process using regression analysis methods. At the first stage, a review of the available research sources of foreign and Russian authors was carried out, according to the results of which the main characteristics determining the price level of air tickets were identified and considered. In the course of studying the issue, the experience and conclusions, based on previously performed studies of foreign segments

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Toluyemi, Samuel Taiwo, Johnson Adebayo-Salami Olushola, and Florence Ajoke Olaniyan. "Coping Strategies of Women in Ilorin Metropolis and Asa Local Government Area of Nigeria During Period of Economic Challenges." International Journal of Home Economics, Hospitality and Allied Research 4, no. 1 (2025): 432–64. https://doi.org/10.57012/ijhhr.v4n1.022.

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Period of Economic challenges are often induced by government policies, actions, and calamities, which result in the loss of jobs, increased foreign exchange rates, and inflation. This study identified, examined, and ranked the different coping strategies adopted by women in the Ilorin metropolis and Asa LGA. We adopted a cross-sectional survey method using a structured questionnaire and a semi-structured interview checklist. These instruments were administered through multi-staged sampling techniques. The study observed that 87%, 79%, 68%, 56%, 47%, and 41% of respondents adopted cost-cutting

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Abdulah, Liyth I. Kh, and Bassim F. Latif. "Estimation and Analysis of the Agricultural Investment Model in Iraq (1990-2020) using the Autoregressive Distributed Lag Methodology." Kirkuk University Journal For Agricultural Sciences 14, no. 3 (2023): 375–89. http://dx.doi.org/10.58928/ku23.14337.

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In this research, the effects of some financial and economic determinants of agricultural investment in Iraq during the period (1990-2020) were analyzed using the autoregressive distributed lag (ARDL) methodology. In this context, agricultural loans, inflation rate, budget deficit, exchange rate, and financial allocations to support agricultural projects were chosen as determinants of agricultural investment. The problem of the research is that the Iraqi agricultural sector possesses many components and capabilities that encourage investment, but it suffers from low investments directed to it.

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Aregbeshola, Rafiu Adewale. "The machination of foreign direct investment flow to emerging markets – a focus on Africa." African Journal of Economic and Management Studies 9, no. 4 (2018): 430–48. http://dx.doi.org/10.1108/ajems-12-2017-0313.

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Purpose The deterministic role of various macroeconomic fundamentals on the attractiveness of countries to inflow of FDI is well documented in literature. The role of market size, infrastructural development, inflation and exchange rates differential have been supported as determinants of FDI direction. However, no documented study has benefited from diverse measures of institutional adequacy as presented in this study. The paper aims to discuss these issues. Design/methodology/approach The paper adopts various econometric approaches that include descriptive statistics, fixed effects models, L

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Hasan, Arshad, and Zafar Mueen Nasir. "Macroeconomic Factors and Equity Prices: An Empirical Investigation by Using ARDL Approach." Pakistan Development Review 47, no. 4II (2008): 501–13. http://dx.doi.org/10.30541/v47i4iipp.501-513.

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The relationship between macroeconomic variables and the equity prices has attracted the curiosity of academicians and practitioners since the publication of seminal paper of Chen, et al. (1986). Many empirical studies those tested the relationship reveal that asset pricing theories do not properly identify macroeconomic factors that influence equity prices [Roll and Ross (1980); Fama (1981); Chen, et al. (1986); Hamao (1986); Faff (1988); Chen (1991); Maysami and Koh (2000) and Paul and Mallik (2001)]. In most of these studies, variable selection and empirical analyses is based on economic ra

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-, Ashis Kr Mukherjee, and Ansh Jethwa -. "Gold Prices, Exchange Rates, and Reserves: Econometric Insights into India’s Economy." International Journal For Multidisciplinary Research 7, no. 1 (2025). https://doi.org/10.36948/ijfmr.2025.v07i01.36887.

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This study analyses the dynamic interplay between the growth rate of gold prices, rupee-dollar exchange rates, and India's foreign exchange reserves over the period from 1970 to 2018. Applying cointegration and vector error correction models, we will be able to assess long-run and short-run relationships between the variables under investigation. The findings will reveal strong long-run equilibrium relationships and short-run causality among the variables in question and have implications for India's economic scenario. The results will enable policymakers to increase their understanding of the

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Kallianiotis, Ioannis N. "Exchange Rate Determination: The Portfolio-Balance Approach." Journal of Applied Finance & Banking, October 13, 2020, 19–40. http://dx.doi.org/10.47260/jafb/1112.

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The portfolio-balance approach to exchange rate determination is part of the Asset Market Models and is largely attributed to economists after 1973 when the exchange rate became flexible (market determined). This article first introduces the setting of the model embedded in the portfolio balance approach that encompasses two assets (money and bonds), which deviates a little from the models and approaches used for the monetary approach to the balance of payment, the overshooting model, and from the associated market equilibria. The effects of monetary policy, of current account, and of wealth u

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-, Rohit Kashinath Pithale. "Assessing Fiscal Policy Effectiveness in India’s Union Budget 2025-26 Using Dynamic Econometric Models." International Journal For Multidisciplinary Research 7, no. 1 (2025). https://doi.org/10.36948/ijfmr.2025.v07i01.37680.

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The Union Budget 2025-26 is a crucial financial plan aimed at driving India's economic growth through strategic fiscal policies. This paper evaluates the budget's projected growth using an advanced econometric approach. We employ a Dynamic Structural Vector Autoregression (DSVAR) model, incorporating government expenditure, tax revenue, inflation, interest rates, foreign direct investment (FDI), exchange rates, employment levels, private sector investment, and consumer sentiment. Primary data collection through business surveys, expert interviews, and consumer confidence indices enhances the m

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Dona, Elva. "Model Dinamik Paritas Suku Bunga Indonesia Menggunakan Error Correction Model." JURNAL PUNDI 1, no. 3 (2018). http://dx.doi.org/10.31575/jp.v1i3.10.

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The purchasing power parity doctrine in determining exchange rate changes focuses on price factor changes (Jiang, Li, Chang, & Su, 2013)This study examines how currency and interest rates interact with each other to achieve a balance position in the foreign exchange market.Through this approach the exchange rate is determined by the balance of demand and supply between two currencies. This approach also explains how the influence of economic variables such as money supply, national income, price level, and interest rate on the formation of currency rates. Data using the first quarter of 20

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"Annex I. Fiscal Policy Simulations Using Forward-Looking Exchange Rates in Gem by Andrew Gurney∗." National Institute Economic Review 131 (February 1990): 47–50. http://dx.doi.org/10.1177/002795019013100104.

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In the past year we have attempted to incorporate forward-looking exchange rates into our econometric model, GEM. This work is still at an experimental stage, and hence will not be immediately available to model-users, but we feel we have made sufficient progress to present some of the results.The introduction of forward-looking exchange rates is consistent with modern economic theories of exchange-rate determination. These view the exchange rate as an asset price, which is valued according to the expected returns from holding domestic and foreign assets. This gives rise to the short-run arbit

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Feng, Yun, and Yan Cui. "Dual and single hedging strategy: a novel comparison from the direct and cross hedging perspective." China Finance Review International ahead-of-print, ahead-of-print (2020). http://dx.doi.org/10.1108/cfri-05-2020-0053.

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PurposeThe purpose of this paper is to deeply study and compare the dual and single hedging strategy, from the direct and cross hedging perspective.Design/methodology/approachThe authors not only first consider the dual hedge of integrated risks in this oil prices and foreign exchange rates setting but also make a novel comparison between the dual and single hedging strategy from a direct and cross hedging perspective. In total, six econometric models (to conduct one-step-ahead out-of-sample rolling estimation of the optimal hedge ratio) and two hedging performance criteria are employed in two

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"The Influence of Oil Prices on Stock Market Returns in Saudi Arabian Companies: The Implementation of Econometric Models." MANAGEMENT AND ECONOMICS REVIEW 6, no. 2 (2021). http://dx.doi.org/10.24818/mer/2021.12-10.

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The countries in the sample are of special importance, as they have different rates of growth, different important characteristics of the financial system and levels of stock market progress. The research looks on equity market growth and measures its foreign economic effect, not in terms of profitability to investors (not beyond the scope of our study), but in terms of progress relative to the scale of these economies and the capital expenditure fund needs of those countries. The data used in this study were taken from GCC's monthly time series over the 2008-2018 period. Such factors are actu

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Han, Ayşegül. "SATIN ALMA GÜCÜ PARİTESİ HİPOTEZİNİN SINANMASI: DOĞRUSAL OLMAYAN BİRİM KÖK TESTLERİNDEN KANITLAR / TESTING THE PURCHASING POWER PARITY HYPOTHESIS: EVIDENCE FROM NON-LINEAR UNIT ROOT TESTS." December 6, 2022. https://doi.org/10.5281/zenodo.7404907.

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EXTENDED ABSTRACT The exchange rate, which indicates the value of the national currency in terms of the currencies of foreign countries, is an important variable that affects many variables such as import, export, employment, production, consumption and income level. Since the exchange rate is a very important economic factor for the studies, it plays an important role in determining the value of the country's currency. The real value of one unit of national currency is obtained by deducting the value of goods and services purchased in terms of one unit of foreign currency from inflation.

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"The dynamics of export-import interaction." Journal of Economics and International Relations, no. 13 (2021). http://dx.doi.org/10.26565/2310-9513-2021-13-06.

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This work is devoted to the dynamic interpretation of the basic provisions of the quantitative theory of money. Namely, the construction of models of price changes for marketable products in the performance of export-import activities both in discrete and continuous time. A number of hypotheses are used to determine the conditions for the violation of the equilibrium states of the trade balance using the classical macroeconomic Fisher equation. An overview of scientific works is presented, which highlights the main factors for the implementation of foreign economic activity: exchange rates and

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Namwanga, Damalie, and Daniel Akuei. "The Twin Deficit Hypothesis: An Empirical Analysis for Uganda." North American Academic Research 2, no. 7 (2019). https://doi.org/10.5281/zenodo.3357228.

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<em>This study explored the validity of the twin deficit hypothesis in Uganda for the period 1980-2017. The methodology involved employing the Johansen co-integration test to find out whether there exists a long run link among variables current account deficit, fiscal deficit, RGDP, lending Interest rate and real effective exchange rate. The VECM is used to check how stable is the long run link between the variables while the granger causality test was done to conclude the direction of causality between current account deficit and fiscal deficit. The result confirms a long run link between all

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