Quel avenir du dinar tunisien face à l'euro ? Prévision avec le modèle ARIMA

What future of the Tunisian dinar against the euro? Prediction with the ARIMA model

Mohamed Ilyes Gritli

MPRA Paper from University Library of Munich, Germany

Abstract: Summary: The European Union absorbs nearly 75% of Tunisian exports and represents about 50% of Tunisian imports, which explains the important weight of the euro in the Tunisian dinar anchor basket. Thus, the purpose of this article is to predict short-term exchange rate fluctuations EUR/TND, using the ARIMA model (0,1,1). The results show that a unit of euro will be exchanged for 3.05126 dinars (model without break) and for 3.22409 dinars (model with rupture), by October 2018. This suggests that the degree of depreciation of the dinar will depend on the policy pursued by the Central Bank of Tunisia.

Keywords: Mots clés : EUR; DNT; taux de change; prévision; ARIMA (search for similar items in EconPapers)
JEL-codes: C32 C53 F31 (search for similar items in EconPapers)
Date: 2018-01-15
New Economics Papers: this item is included in nep-ara and nep-mac
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:83937

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