Inference of Spurious Regression (Factors Affecting the Exchange Rate in Iraq as an Example

EasyChair Preprint 11008

Abstract

The research dealt with studying the concept of false regression and researching the reasons for the emergence of this problem in some economic studies. The research aims to identify some statistical, measuring and economic indicators to infer the problem of false regression. The descriptive and analogical method was used to determine the dimensions of this problem by studying the factors affecting the price of false regression. Exactly, the research reached many conclusions, such that the presence of a general trend (Trend) and the absence of causal relationships according to the (Granger) test is an indicator of possible inference about the problem of spurious regression. The research recommends not relying on statistical and standard tests only, but rather focusing on the economic criterion in studying and analyzing economic phenomena.

Keyphrases: NARDL, spurious regression, spurious regression indicators

@booklet{EasyChair:11008,
  author    = {Samer Muhammad Fakhr and Anis D Bouabid},
  title     = {Inference of Spurious Regression (Factors Affecting the Exchange Rate in Iraq as an Example},
  howpublished = {EasyChair Preprint 11008},
  year      = {EasyChair, 2023}}