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International Journal of Scientific and Research Publications

IJSRP, Volume 14, Issue 10, October 2024 Edition [ISSN 2250-3153]


Modelling and Forecasting Foreign Reserve Dynamics: Applications of ARIMA and GARCH Model
      Sabina Yasmin
Abstract: The primary purpose of holding reserve is to guarantee that a central government agency has cash reserves in case its national currency rapidly depreciates or runs out of money. Reserves provide central banks with the ability to exert control over the value of their currency, regulate inflation levels, and execute efficient monetary policies. This paper investigates how exchange rate and export influence foreign reserve in the long run using yearly time series data for Bangladesh from 1985 to 2022.

Reference this Research Paper (copy & paste below code):
Sabina Yasmin (2024); Modelling and Forecasting Foreign Reserve Dynamics: Applications of ARIMA and GARCH Model; International Journal of Scientific and Research Publications (IJSRP) 14(10) (ISSN: 2250-3153), DOI: http://dx.doi.org/10.29322/IJSRP.14.10.2024.p15440

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