التضخم
حجم الودائع
مؤشر سوق عمان المالي
اختبار جذر الوحدة
اختبار جوهانسون للتكامل المشترك
اختبار السببية
تحليل مكونات التباين
دالة الاستجابة لردة الفعل .
Inflation
Deposits
Amman Stock Exchange index
Unit Root Test
Johansen Co integration
Granger causality test
Variance Decomposition
Impulse Response Function Test.
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The study aims to show the correlation between inflation rates and the volume of private sector deposits in Jordan on one hand, and Amman Stock Exchange index for the period of 1999-2017. The study used the “Vector Auto Regression” model. Different types of tests are used such as: The “Johansen Co integration” test of joint integration, “Granger causality” test, the “Analysis of Variance Decomposition”, and “Impulse response Function” test.
The results showed there is a positive-one-way causal effect from Amman Stock Exchange index to inflation. Also, a one-way causal effect that comes from Amman Stock Exchange index to the size of private sec
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