ANALIZA KURSA SRPSKOG DINARA U ODNOSU NA EVRO PRIMENOM ANALIZE VREMENSKIH SERIJA
Authors/Creators
- 1. University of Belgrade, Faculty of Organizational Sciences
- 2. Faculty of Organizational Siences
Description
Apstrakt: Kretanje deviznog kursa predstavlja jedan od ključnih makroekonomskih pokazatelja koji utiču na ekonomske politike, međunarodnu trgovinu i investicije. Ovaj rad analizira kursnu listu srpskog dinara u odnosu na evro primenom analize vremenskih serija, sa ciljem identifikacije trendova, volatilnosti i predikcije budućih vrednosti. Fokus istraživanja je na modeliranju kursa dinara prema evru na osnovu podataka za period od 2002. do 2024. godine, koristeći Box-Jenkins metodologiju i ARIMA modele. Rezultati analize pokazuju da je kurs dinara u odnosu na evro u poslednjim godinama bio relativno stabilan, uz uticaj monetarne politike Narodne banke Srbije i eksternih ekonomskih faktora. Predikcije za period 2025–2029 ukazuju na nastavak stabilizacije kursa. Ovi nalazi mogu biti korisni za kreatore ekonomske politike i poslovne subjekte koji se suočavaju sa valutnim rizikom.
Ključne reči: Analiza vremenskih serija, ARIMA modelovanje, Devizni kurs, Monetarna politika, Prognoziranje, Srpski dinar.
Abstract
Abstract: The exchange rate is one of the key macroeconomic indicators influencing economic policies, international trade, and investments. This paper analyzes the exchange rate list of the Serbian dinar to the euro using time series analysis to identify trends, volatility, and forecast future values. The focus of the research is on modeling the dinar-euro exchange rate based on the data from 2002 to 2024 using the Box-Jenkins methodology and ARIMA models. The results indicate that the dinar exchange rate has remained relatively stable in recent years, influenced by the monetary policy of the National Bank of Serbia and external economic factors. Forecasts for the 2025–2029 period suggest a continuation of the exchange rate stabilization. These findings can be valuable for policymakers and business entities managing foreign exchange risk.
Keywords: Time series analysis, ARIMA modeling, Exchange rate, Monetary policy, Forecasting, Serbian dinar.
Files
26.12. ZBORNIK 2025-pages-68.pdf
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Additional details
Additional titles
- Translated title
- ANALYSIS OF THE EXCHANGE RATE LIST OF THE SERBIAN DINAR USING TIME SERIES ANALYSIS