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2020, vol. 66, br. 2, str. 49-61
Test Međunarodnog Fišerovog efekta - istraživanje iz Srbije i Evropske unije
aCollege of Academic Studies "Dositej", Belgrade
bKriminalističko-policijski univerzitet, Beograd
cInstitut za ekonomiku poljoprivrede, Beograd

e-adresajoksimovicmarijana80@gmail.com, dusan.joksimovic@kpu.edu.rs, biljana_g@iep.bg.ac.rs
Ključne reči: IFE (Međunarodni Fišerov efekat ); inflacija; kamatne stope; devizni kursevi; regresiona analiza; Srbija i EU
Sažetak
Cilj ovog rada je istraživanje Međunarodnog Fišerovog efekta (IFE) između Srbije i Evropske unije u periodu 2004-2015 godine. Autori u ovom radu IFE istražuju regresionom analizom. Koristili su se istorijski podaci kursa RDS i EUR, realne kamatne stope i inflacije posmatranih zemalja. Svaka od pomenutih zemalja (Srbija i EU) su se naizmenično koristilie kao matična i strana zemlja. Istraživanje se zasnivalo na vremenskim serijama posmatranih podataka od 2004. do 2015. godine. Korišćeni su podaci ovlašćenih centralnih banaka iz baza: Svetske banke, Narodne banke Srbije i Evropske centralne Banke. Regresiona analiza izvršena je pomoću programskog paketa SPSS 20. Doprinos ovog rada se ogleda u dobijenim rezultatima. Rezultati pokazuju da rast nominalne kamatne stope od 1%, u proseku, dovodi do promene deviznog kursa za oko 0,3% u oba slučaja (Srbija - EU i EU - Srbija). Koeficijent determinacije R2 je veoma mali, takođe u oba slučaja. Samo 3.3% godišnje promene kursa RSD/EUR i 4.2% godišnje promene kursa EUR/RSD može biti objašnjeno promenom nominalne kamatne stope. Oko 96% godišnje promene kursa zavisi od drugih faktora.
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O članku

jezik rada: engleski
vrsta rada: originalan članak
DOI: 10.5937/ekonomika2002049J
objavljen u SCIndeksu: 12.08.2020.
Creative Commons License 4.0

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