About this document
Time Series Analysis of Exchange Rate Impact by M.Majid Shaikh is a document available to read on EtoBox.
The document discusses time series econometrics and removing trends from time series data. It estimates trends in exports and exchange rate data from Pakistan from 2002 to 2006 using ordinary least squares regression. Trends were found to significantly impact both exports and exchange rate over time. The residuals series obtained after detrending the data removes the impact of trends, allowing for a more accurate analysis of the relationship between exports and exchange rates over the period.
- Author
- M.Majid Shaikh
- Language
- EN