Особливості моделювання курсу національної валюти в умовах економічної кризи
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Дата
2016
Автори
Манталюк, О.В.
Mantalyuk, O.V.
Назва журналу
Номер ISSN
Назва тому
Видавець
Хмельницький національний університет
Анотація
У даній статті розглядаються питання побудови кореляційно-регресійних моделей формування курсу гривні під
дією низки чинників. Наведені рекомендації щодо вибору типу математичних моделей залежно від сутності поставлених
задач – прогнозування або аналізу – та врахування особливостей економічних умов під час побудови багаточинникових
регресійних моделей валютного курсу.
The aim of this work is the development and study of multifactor regression models of forming the UAH exchange rate towards the US dollar and making recommendations for their use in economic analysis and forecasting. Some multifactor regression models of the national currency have been built. It has been verified the adequacy of these models according to statistical criteria and estimated precision of the forecasts based on these models. The recommendations for the choice of the mathematical model type depending on the nature of the tasks to be solved - forecasting or economic analysis – have been developed. It has been also focused on the necessity to consider the economic conditions features in the construction of exchange rate regression models. The prospects of regression models further development have been outlined. It had been concluded that regression model, recognized more appropriate than another, according to statistical criteria, not necessarily provides a more precise forecast. When building regression models of the exchange rate, researcher should take into account the economic situation that is not directly included in any factors.
The aim of this work is the development and study of multifactor regression models of forming the UAH exchange rate towards the US dollar and making recommendations for their use in economic analysis and forecasting. Some multifactor regression models of the national currency have been built. It has been verified the adequacy of these models according to statistical criteria and estimated precision of the forecasts based on these models. The recommendations for the choice of the mathematical model type depending on the nature of the tasks to be solved - forecasting or economic analysis – have been developed. It has been also focused on the necessity to consider the economic conditions features in the construction of exchange rate regression models. The prospects of regression models further development have been outlined. It had been concluded that regression model, recognized more appropriate than another, according to statistical criteria, not necessarily provides a more precise forecast. When building regression models of the exchange rate, researcher should take into account the economic situation that is not directly included in any factors.
Опис
Ключові слова
кореляційно-регресійні моделі, прогнозування курсу національної валюти, адекватність та точність регресійних моделей, correlation and regression models, forecasting of the national currency, the adequacy and precision of regression models
Бібліографічний опис
Манталюк, О.В. Особливості моделювання курсу національної валюти в умовах економічної кризи [Текст] / О. В. Манталюк // Вісник Хмельницького національного університету. Економічні науки. – 2016. – № 4, т .2. – С. 170-172.