Using and the Autoregressive Distributed Lag (ARDL) Model to Analyze the Key Factors Influencing the Exchange Rate
DOI:
https://doi.org/10.59325/sjhas.v8i2.273Keywords:
Exchange Rate, Autoregressive Distributed Lag Model (ARDL)Abstract
This study aimed to analyze the factors influencing the exchange rate in the Republic of Yemen during the period (1990–2017), by focusing on key economic variables, including Gross Domestic Product (GDP), inflation, money supply, budget deficit, and balance of payments. To achieve this objective, the study employed both the Autoregressive Distributed Lag (ARDL) model the time series data of the selected variables, The study adopted the descriptive analytical approach to examine the phenomenon and analyze the relationships among the studied variables. The results indicated the existence of a long-term equilibrium (cointegration) between the exchange rate and the independent variables. The study recommended enhancing the effectiveness of monetary and fiscal policies to mitigate exchange rate fluctuations.
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