The research aims to study the relationship between the health situation variables and
a group of economic variables in Syria during the Period (2000-2011), as the research
aims to create a mathematical model that illustrates the relationship betwe
en them using
Canonical Analysis.
The most significant results as follows:
- There is a very strong and statistically significant correlation between health level
variables and economic variables.
- The result of canonical analysis shows that national income per capita is the most
influential variable in health-level variables, followed by total investments, and hence
average per capita gross domestic product, and then the revised rate of activity.
- The result of canonical analysis shows that the average population per bed and
crude mortality rate have a strong impact on economic variables.
- We have come to build a mathematical model that represents the relationship
between health level variables and economic variables.
The research focuses on the demands on the study of the total investment evolution,
agricultural, investment and knowledge of the nature of the changes taking place during the
period (2000-2011), and evaluate the performance of the economy and its
ability to attract
investments from the lack of it, in addition to the analysis of the factors affecting the total
investment, agriculture and investment in Syria. Using descriptive and analytical approach,
and quantitative analysis of the record, and it was the most important findings: that the
annual growth of the net balance of payments is negative rate and the rate of 18.35-%,
which will result in the deterioration of its value from year to year, as demonstrated by the
total flexibility to function total investment transactions that increase the value of both
exports College (x1), and foreign reserves (X3), and the deficit in the state budget (X8) 1%
can lead both to increase the total investment by 3.5%, in total flexibility transactions to
function agricultural investment showed that the increase in the value of each of the total
exports GNP (X2), and foreign reserves (X3), the net balance of payments (X6) 1% can
lead both to increase the total investment by 22.3%, and is the former variables of the most
important determinants-oriented investment product and agriculture in Syria. Accordingly
it requires the Syrian economy in order to increase its investments create the economic
climate, and political investment and economic development.
هدفت هذه الدراسة إلى اختبار أثر بعض المتغيرات الاقتصادية الكلية على أسعار
الأسهم في سوق دمشق للأوراق المالية ، و تلك المتغيرات هي معدل التضخم و سعر
الصرف ، و شملت عينة الدراسة قيم مؤشر سوق دمشق للأوراق المالية و معدلات
التضخم الشهرية و سعر صرف الل
يرة السورية لسلسلةٍ زمنيةٍ شهريةٍ تمتد من شهر كانون
الثاني لعام 2011 م إلى شهر كانون الأول لعام 2013 م.
Given The Importance of Relationship between Macroeconomic Variables and
Financial Market for Researchers, Investors and officials, This Relationship has been
Studied in This Research during Period 1-1-2010 to 31-12-2011 Using Monthly Data for
Nom
inal Effective Exchange Rate SNEER, Money Supply SM2, Exports Coverage
Imports SXM, Inflation Rate SINF, Damascus Market Index SDWX.
Stability of Time Series Studied through Augmented Dickey Fuller Test, Johansen
Co-Integration Test Confirmed There is Longitudinal Relationship-Term, Using Granger-
Causality Test Appeared That The Relationship Reciprocal between Money Supply and
The Index, Nominal Effective Exchange Rate is Causing Change in The Index, VAR
Model Estimated, and Characterized by High R2, Jarque-Bera Test Shows The Residuals
do not Follow Normal Distribution, Finally, Prediction in Some Time Periods Close to
Realistic Values of Index. By Analyzing This Result We Come up That The Relationship
between Macroeconomic Variables and Damascus Market Index has a Medium Strength.
This paper aims to examine the relationship between stock prices and
macroeconomic variables in the United States using quarterly data for the period
1988 to 2012. We dentify five macroeconomic variables ( i.e, gross domestic
product, inflation, r
eal money supply, Treasury bill rate, and oil prices) that
researchers have linked to stock prices. We then examine the relationship
between these macroeconomic variables and the S&P500 by estimating
cointegration system using Johansen technique. Moreover, this paper will use
Vector Error Correction Model (VECM) to test the short run relationships. Also,
we use variance decomposition technique to understand which macroeconomic
variable have more explantory power of the variation in the S&P500.
تناولت الدراسة العوامل المؤثرة في حجم صافي الاستثمار الأجنبي في بورصة عمان للأوراق المالية، و قد عد متغير حجم صافي الاستثمار الأجنبي مؤشراً على حجم الطلب على الاستثمار في أسهم السوق، و قد بينت الدراسة أثر كل من متغير أسعار الصرف الحقيقية، و متغير عرض
النقد، و متغير سعر السهم السوقي، و متغير حجم الإنفاق المحلي و الأجنبي، في حجم صافي الاستثمار الأجنبي.