التحليل الكمي لمزادات العملة الأجنبية و أثرها على سعر صرف الدينار العراقي للمدة 2003-2013 باستخدام نماذج كرانجر

Abstract EN

This research aims to test whether there was a common integration relationship or a causal relationship is moving from foreign currency auctions to foreign exchange in iraq rate, or vice versa from the foreign exchange rate to the currency auctions or both directions for the period 2003-2013, but this goal has been to use a form engle kranger joint integration, and then model (granger) of causality, were among the analysis that the currency auctions caused install the foreign exchange rate in iraq for nearly ten years, and this proves the positive impact of auction currency on the foreign exchange rate, it was reached a set of conclusions of the most important is proof of joint integration analysis of the model angel - kranger moral parameters as well as the moral faculty of the model, meaning that the model free of the standard problems and therefore can rely on the relationship resulting from the analysis to benefit economically, as well as the foreign exchange rate is one of the most important economic indicators that show the country's economic center, as the stability in this index indicates the macro-economic stability, and vice versa, because of its effect on the general level of prices and therefore inflation, as well as that of foreign iraqi central bank currency auctions have had a clear impact on the improvement or try to install the foreign exchange rate in iraq post-general 2003.