Measurement and Analysis of the Relationship Between the Exchange Rate and Inflation Rates in Iraq for the Period 1990-2016

	Measurement and Analysis of the Relationship Between the Exchange Rate and Inflation Rates in Iraq for the Period 1990-2016
Tikrit Journal For Administration & Economics Sciences
Article 1, Volume 4, Issue 40, 2017, Pages 234-252
Abstract
The problem that was discussed in this paper is the analysis of the relationship between the exchange rate of the Iraqi dinar and inflation rates in the Iraqi economy for the period 1990-2016 using the modern quantitative methods used in economic measurement, starting from the stability tests time series of tests of self-correlation function (ACF) , The unit root test (ADF), the Phelps-Peron test (PP), and the search for a long-term equilibrium relationship. The Juselius-Johansen integration test was used, and to detect the causal relationship, the Granger test was used. Through the Economic measurement In all silence tests, the study reached the stability of the time series after taking the first difference. The causal test revealed a mutual effect between the variables in both directions. In the joint integration test, the results were not determined. The impact test was significant, This is explained by structural distortions in the Iraqi economy during the study period.

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