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Central Asian Economic Review

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CONSTRUCTING AN EXCHANGE RATE MODEL OF THE LOCAL CURRENCY IN R PROGRAM

Аннотация

Научная статья посвящена исследованию по выявлению факторов, влияющих на обменный курс национальной валюты в Казахстане с использованием программы R, а также изучению применимости авторегрессионной интегрированной скользящей средней (ARIMA) моделей для построения его прогнозов в краткосрочной перспективе.

Об авторах

N. B. Ussenbayev
University Narxoz
Казахстан


T. B. Akhmetov
University Narxoz
Казахстан


A. O. Agymbai
University of Foreign Languages and Business Career
Казахстан


Y. M. Raushanov
Narxoz University
Казахстан


Список литературы

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2. Hasanov, F., Mikayilov, J., Bulut, C., Suleymanov E., Aliyev, F. (2017), “The Role of Oil Prices in Exchange Rate Movements: The CIS Oil Exporters”, Economies, Vol. 5 No 13, pp. 1-18.

3. Frankel, J.A. (2017), “The Currency-Plus-Commodity Basket: A Proposal for Exchange Rates in OilExporting Countries to Accommodate Trade Shocks Automatically”, HKS Working Paper No. RWP17-034, Harvard University, available at: https://ssrn.com/abstract=3024910 (Accessed April 2018)

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Рецензия

Для цитирования:


Ussenbayev N.B., Akhmetov T.B., Agymbai A.O., Raushanov Y.M. CONSTRUCTING AN EXCHANGE RATE MODEL OF THE LOCAL CURRENCY IN R PROGRAM. Central Asian Economic Review. 2018;(4):26-35.

For citation:


Ussenbayev N.B., Akhmetov T.B., Agymbai A.O., Raushanov Y.M. CONSTRUCTING AN EXCHANGE RATE MODEL OF THE LOCAL CURRENCY IN R PROGRAM. Central Asian Economic Review. 2018;(4):26-35.

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