Equilibrium relationship between Exchange rate and economic indicators of Syrian economy


Abstract in English

This research presents a model to determine the exchange rate for the Syrian Pound in the long term by using monetary quantity theory; it uses annual data for the period of 1980 to 2011; it employs Johansen co-integration technique by using E-Views statistic program. The research purpose is to determinate the equilibrium relationship between Exchange rate of Syrian Pound and economic indicators in the long term, besides studying the Granger Causality Test between Exchange rate of Syrian Pound and economic indicators; and analyzing the correlation relationship Test between Exchange rate of Syrian Pound and economic indicators.

References used

MISHKIN,F, 2001"The Economics of Money, Banking Financial Markets", Sixth Edition, USA, P156
Mishkin,Frederic s. 2002"The Economics of Money, Banking Financial Markets", Seventh Edition, printed in USA, 221-222

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