تقدير دالة سعر الصرف في السودان باستخدام نموذج الانحدار الذاتي ذي الفجوات الموزعة (ARDL)‎ للفترة 1980-2016م

الملخص EN

The study aimed at measuring the impact of economic variables on exchange rate in Sudan at both short and long run, besides estimating the error correction model to measure the modification speed in the short run imbalance to return to long run balance.

The study adopted the descriptive analytical method, as well as using the econometric technique to measure the equilibrium relationships between variables of study.

The study most important findings include the existence of a statistically significant positive relationship between Gross Domestic Product and exchange rate in the long run, and the existence of a statistically significant negative relationship between (exports and South Sudan secession) and exchange rate in the long run.

The study recommended that financial and monetary policies should be activated to reduce exchange rate.