Use VAR model to predict and study the causal relationship between the Damascus Securities Exchange and the inflation index for the period 2011- 2015


Abstract in English

The index of consumer prices is an important economic indicators, which are relied upon as an indicator of the scale where expresses the good economic performance so attention is required to correct the methods predictable given the important economic effects, including the stock market This study aimed to the conclusion based on the models VAR standard form of inflation.

References used

Maged Shawky Sourial,"Monetary policy and its impacts on stock market, the Egyptian case, Ministry of economy foreign trade
Mohammed Omran, Jhon Pointon,"does the inflation rate affect the performance of the stock market? The case of Egypte, 17 april 2001, Arab Academy for science and technology and Maritime transport, Alexandria, Egypte

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