Jordan : Technical Assistance Report-Forecasting Framework for Currency in Circulation.

The currency in circulation forecasting model presently used by the Central Bank of Jordan is aligned with international practices and provides a solid basis for liquidity management. The central bank uses an Auto Regressive Integrated Moving Average (ARIMA) model with many indicator variables to mo...

সম্পূর্ণ বিবরণ

গ্রন্থ-পঞ্জীর বিবরন
সংস্থা লেখক: International Monetary Fund. Monetary and Capital Markets Department
বিন্যাস: পত্রিকা
ভাষা:English
প্রকাশিত: Washington, D.C. : International Monetary Fund, 2022.
মালা:IMF Staff Country Reports; Country Report ;No. 2022/101
বিষয়গুলি:
অনলাইন ব্যবহার করুন:Full text available on IMF
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245 1 0 |a Jordan :   |b Technical Assistance Report-Forecasting Framework for Currency in Circulation. 
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300 |a 1 online resource (38 pages) 
490 1 |a IMF Staff Country Reports 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a The currency in circulation forecasting model presently used by the Central Bank of Jordan is aligned with international practices and provides a solid basis for liquidity management. The central bank uses an Auto Regressive Integrated Moving Average (ARIMA) model with many indicator variables to model binary seasonality and to capture special events. The ARIMA model is fitted on daily currency in circulation data using a standard maximum likelihood estimator. This ARIMA approach is aligned with the models traditionally used by central banks in emerging and middle-income countries. 
538 |a Mode of access: Internet 
650 7 |a International Agreements and Observance  |2 imf 
650 7 |a International Organizations  |2 imf 
650 7 |a Monetary Policy  |2 imf 
651 7 |a Jordan  |2 imf 
830 0 |a IMF Staff Country Reports; Country Report   |v ;No. 2022/101 
856 4 0 |z Full text available on IMF  |u https://elibrary.imf.org/openurl?genre=journal&issn=1934-7685&volume=2022&issue=101  |z IMF e-Library