قياس أثر تقلبات سعر الصرف على ميزان المدفوعات : دراسة تطبيقية على اقتصاد السودان (1970 م-2013 م)‎

Abstract EN

The objective of this study is to measure the impact of exchange rate fluctuations on Sudan balance of payment.

The study used a descriptive approach and the methodology of econometrics to construct the model and E-views Program for data analysis.

The Data was collected from the Bank of Sudan for the period (1970-2013).

Stationery of the variables was checked using Augmented Dickey-Fuller (ADF) and Phillips Perron (PP) unit roots tests; in addition the co-integration test was conducted for the variables, whereas it indicated that the variables were integrated in the long run.

Also, when using OLS Method to estimate balance of payment equation, the value of R2 (0.78), which indicated that the independent variables affect the dependent variable by (78%).

The study findings indicated` that exchange rate has a significant impact on the balance of payments position, whereas a unit change in exchange rate generates 5.35 units decrease in balance of payments position.

The study recommends the achievement of growth in the real sector to enhance exports and for creation of employment opportunities; besides curbing inflation and reducing poverty, while cutting on non-productive imports.