Open Conference Systems, ICQQMEAS2015

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Money Supply in the Stat of Qatar University
Adil Yousif, Maryam Al Tamimi, Ameena Al Abdalla, Amna Alabduljabar, Khadija Al Majid

Last modified: 2015-09-25

Abstract


The objective of this paper is to study the trend of the money supply in Qatar Central Bank. This study displays comprehensive view of the time series properties of monthly returns of Qatar Central Bank money supply. Data for this project was obtained from the monthly bulletins over the time period between: 2007 - 2014. Several time series models were used for the data analysis and forecasting, and multiple linear regression was utilized to estimate the relationship between the currency in circulation (response) and other factors. Based on the time series analysis the Double Exponential Smoothing model was found to be the best fitting model for all variables except the Quasi money, where the Additive Decomposition model was the best fitting one. Ten months ahead were predicted using all models that fit the data. Actual values for few months were obtained, after the data for this study was finalized, and were compared with the forecast values

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