ОЦЕНКА АСИММЕТРИИ ПЕРЕНОСА ВАЛЮТНОГО КУРСА В ПОТРЕБИТЕЛЬСКИЕ ЦЕНЫ УЗБЕКИСТАНА
Annotatsiya
Ushbu ishning maqsadi asimmetrik ADL (avtoregressiv taqsimlangan kechikish) modeli yordamida 2018-yil apreldan 2026-yil avgustigacha (2018M04-2026M08, 101 ta kuzatuv) boʻlgan oylik maʼlumotlar asosida soʻm valyuta kursining isteʼmol narxlariga oʻtkazilishi hajmi va mumkin boʻlgan asimmetriyasini baholashdan iborat. Empirik baholashlar shuni koʻrsatadiki, oʻtkazilish kichik va tez sodir boʻladi: soʻmning 1% ga qadrsizlanishi joriy oyda isteʼmol narxlari indeksini 0,095% ga, 12 oy ichida esa 0,14% ga oshiradi, bunda yillik effektning 96% i dastlabki uch oyda namoyon boʻladi. Soʻmning qadrlanishi effektining nuqtaviy bahosi -0,04% ni (SE = 0,14) tashkil etadi va statistik jihatdan noldan farq qilmaydi. Biroq, tanlamada qadrlanish epizodlarining cheklangan soni (101 oydan 29 tasi) tufayli, rasmiy Uold (Wald) testi koeffitsiyentlarning tengligi haqidagi gipotezani rad etmaydi (p = 0,25). Shunday qilib, asimmetriya haqidagi xulosa dastlabki xarakterga ega boʻlib, mavjud maʼlumotlardagi statistik quvvatning yetarli emasligini aks ettiradi. Oʻtkazilish effekti asosan oziq-ovqat toifasida toʻplangan (yiliga 0,26%, p < 0,01), oziq-ovqat boʻlmagan tovarlar va xizmatlarda esa qadrsizlanishdan kelib chiqadigan oʻtkazilish deyarli mavjud emas.Kalit so'zlar
valyuta kursining oʻtkazilishi, asimmetriya, isteʼmol narxlari, oziq-ovqat narxlari, inflyatsion targetlash, asimmetrik ADL modeli
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Yuklab olishlar
Yuklab olish ma’lumotlari hali mavjud emas.