بناء مؤشر مركب للبورصة و قياس تأثيره على التضخم : دراسة حالة بورصة سنغافورة

Abstract EN

The aim of this study is to try to build a composite index to survey the performance of the Singapore Stock Exchange and then measure its impact on the inflation index, during the period 2005-2020, using the Principal Component Analysis (PCA) method and the Bounds Testing methodology: Autoregressive distributed lag models (ARDL), by adopting advanced statistical packages in R program.

Singapore was selected as having a well-developed and successful free market economy in terms of price stability and GDP per capita, which are higher than those of most developed countries.

The study concluded that there is an inverse relationship in the short term and a long term equilibrium relationship between the two indicators.

At the end of the study suggestions are made for future research