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REGRESSION MODEL OF FOREIGN EXCHANGE MOVEMENT

Journal: The Way of Science (Vol.1, No. 21)

Publication Date:

Authors : ; ;

Page : 90-93

Keywords : exchange-value of ruble; inflation; regressional dependence; Chow test; slack variables; structural changes.;

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Abstract

The article deals with the dynamics analysis of exchange-value of ruble from January 2014 to September 2015. The authors assessed regressional dependence, checked the hypothesis on structural change using Chow test. The authors came to the conclusion on structural changes in Russian economy and their statistical significance.

Last modified: 2016-07-08 16:09:46