The Comparative Comparison of Exchange Rate Models

Volume: 6 Number: 2 April 1, 2016
  • Kamran Mahmodpour
  • Yaser Sistani Badooei
  • Hadiseh Mohseni
  • Saman Veismoradi
EN

The Comparative Comparison of Exchange Rate Models

Abstract

One of the most important and effectiveness of macroeconomics variables is prediction of future exchange rate trend which heavily considered by economic scholars. Its changes affects different parts of economic, thus it is necessary to model it to provide more suitable economic advising. In order to do that, in this paper we have used SARIMA, ARCH and GARCH models to simulate the time series trends of exchange rate in Iranian non-official market. The results show that GARCH (Generalized Autoregressive Conditional Heteroskedastistiy) provides better and more acceptable outputs than SARIMA.

Keywords

Details

Primary Language

English

Subjects

-

Journal Section

-

Authors

Kamran Mahmodpour This is me

Yaser Sistani Badooei This is me

Hadiseh Mohseni This is me

Saman Veismoradi This is me

Publication Date

April 1, 2016

Submission Date

April 1, 2016

Acceptance Date

-

Published in Issue

Year 2016 Volume: 6 Number: 2

APA
Mahmodpour, K., Badooei, Y. S., Mohseni, H., & Veismoradi, S. (2016). The Comparative Comparison of Exchange Rate Models. International Journal of Economics and Financial Issues, 6(2), 380-385. https://izlik.org/JA95LW35FG
AMA
1.Mahmodpour K, Badooei YS, Mohseni H, Veismoradi S. The Comparative Comparison of Exchange Rate Models. IJEFI. 2016;6(2):380-385. https://izlik.org/JA95LW35FG
Chicago
Mahmodpour, Kamran, Yaser Sistani Badooei, Hadiseh Mohseni, and Saman Veismoradi. 2016. “The Comparative Comparison of Exchange Rate Models”. International Journal of Economics and Financial Issues 6 (2): 380-85. https://izlik.org/JA95LW35FG.
EndNote
Mahmodpour K, Badooei YS, Mohseni H, Veismoradi S (April 1, 2016) The Comparative Comparison of Exchange Rate Models. International Journal of Economics and Financial Issues 6 2 380–385.
IEEE
[1]K. Mahmodpour, Y. S. Badooei, H. Mohseni, and S. Veismoradi, “The Comparative Comparison of Exchange Rate Models”, IJEFI, vol. 6, no. 2, pp. 380–385, Apr. 2016, [Online]. Available: https://izlik.org/JA95LW35FG
ISNAD
Mahmodpour, Kamran - Badooei, Yaser Sistani - Mohseni, Hadiseh - Veismoradi, Saman. “The Comparative Comparison of Exchange Rate Models”. International Journal of Economics and Financial Issues 6/2 (April 1, 2016): 380-385. https://izlik.org/JA95LW35FG.
JAMA
1.Mahmodpour K, Badooei YS, Mohseni H, Veismoradi S. The Comparative Comparison of Exchange Rate Models. IJEFI. 2016;6:380–385.
MLA
Mahmodpour, Kamran, et al. “The Comparative Comparison of Exchange Rate Models”. International Journal of Economics and Financial Issues, vol. 6, no. 2, Apr. 2016, pp. 380-5, https://izlik.org/JA95LW35FG.
Vancouver
1.Kamran Mahmodpour, Yaser Sistani Badooei, Hadiseh Mohseni, Saman Veismoradi. The Comparative Comparison of Exchange Rate Models. IJEFI [Internet]. 2016 Apr. 1;6(2):380-5. Available from: https://izlik.org/JA95LW35FG