پيش بيني تقاضاي پول در افق 1404 در ايران (كاربرد الگوهاي سري زماني)

Money Demand Forecast in Horizon of 1404 in Iran (Application of Time Series Models)

Assessing the demand for money is necessary for making decisions and determining the monetary policies for economic growth and development goals. In this article, Iranʹs money demand has been forecasted in 1404 horizon by using VECM, VAR and ARIMA time series models and using data during the 1355-1385. Results show that ARIMA model with 1.3 percent error is the most suitable approach for money demand forecast. Hence, results predict that money demand will have an annual average growth rate of 26 percent until 1404.