Revue d'ECONOMIE et de MANAGEMENT
Volume 17, Numéro 1, Pages 111-126
2018-06-01
The Algerian Exchange Rate Determinants
Authors : Alioui Fatima Zahra .
Abstract
The exchange rate is the key relative price in international finance .This paper indentifies the main determinants of real exchange rate in Algeria from 1974 to 2013. For that purpose we tried to apply El badawi’s (1998) model which include (the real effective exchange rate, Termes of trade , openness and foreign exchange reserves) to the Algerian dinar using a Vector autoregressive model ‘VAR’ . Our results show that mouvement in terms of trade and oppenness are very important in explaining the real effectif exchange rate in Algeria
Keywords
Real effective exchange rate, VAR, terms of trade
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