Advances and Applications in Statistics
Volume 54, Issue 1, Pages 31 - 42
(January 2019) http://dx.doi.org/10.17654/AS054010031 |
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INTERVENTION MODEL FOR EXCHANGE RATE IN EGYPT
Maie M. Kamel
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Abstract: This paper attempts to analyze and model the impact of the decision to float the Egyptian pound on 3 November 2016. The intervention effect was described as sudden, abrupt and having a lasting effect. It is found that the ARIMA intervention model is more precise in explaining and analyzing the intervention effects of floating the Egyptian pound. |
Keywords and phrases: intervention model, transfer function model, time series analysis, exchange rate.
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