مشاركة
تقلبات سعر صرف الدينار العراقي للمدة من عام 1996 لغاية منتصف عام 2005 والتنبؤ بسعره في المستقبل باستخدام سلاسل ماركوف == Fluctuating of The Iraqi Dinerexchange Rate Since 1996 Until Mid 2005 And Forecasting It In The Future By Using Markov Chains
اسم المؤلف:
خليل برهان الدين فرمان السعدي
اسم المشرف:
صباح منفي رضا الشمري
الموضوع العام:
الادارة والاقتصاد
السنة:
2007
الموضوع الدقيق:
الاحصاء
الدرجة:
ماجستير
الجامعة:
جامعة بغداد
اللغة:
العربية
مكان الجامعة:
بغداد
الصفحات الاولى:
07T3613 - p.pdf
المستخلص:
ان هذا البحث هو دراسة احصائية اقتصادية في مجال سعرالصرف بدراسته من عام 1996 لغاية منتصف عام 2005، ويتلخص بهذه العبارة (( الحاضر جني الماضي والمستقبل غرس الحاضر)) وهو محاولة متواضعة لبلورة هذا السعرفي اسلوب علمي احصائي، وكانت سلاسل ماركوف خير معبرعن ذلك | This research is considered as a first statistical and economic study in the field of Exchange rate during the period from 1996 till midd 2005. It could be summarized with this sentence (present is the fruit of the past and the future is the plantation of present). Markov chains was used as a scientific statistical method in forecasting process being one of the easiest models. When the data at present is represented in three conditions (i.e high, low, and stable) and between the past, present and future, it was possible to achieve the ideal method in the analysis by using Maximum Likelihood method and Ordinary Least Square method in estimating transitional probabilities matrix. The probability values have been put for all stages and for both methods in one table. The period was divided to three phases according to the political circumstances in Iraq in addition to general phase. The results of the matrices were clean and independent when multiplied by (n) times as shown in attached annexes and in stationary distribution vector, when the probability values were stable for the three cases in definite number and for each phase. The conclusions achieved in the third phase and the possible study to rise Iraqi Diner value to a certain level has been coincided. Finally , the study submitted some useful recommenda - tions.
