les cahiers du mecas
Volume 16, Numéro 2, Pages 55-71

Ecometric Modeling Of The Effect Of Some Macro Variable Determinants Of Exchange Rate On Economic Growth In Algeria Autoregressive Distributed Lag (ardl) Analysis

Authors : Taibi Boumedyen . Lamri Khadidja .


This article aims to study the relationship of the macroeconomic variables determining the exchange rate and GDP in Algeria for the period 1985 - 2018, where we used the Autoregressive Distributed Lag (ARDL) to test the Long-term equilibrium relationship between the variables. We employed annual time series data for six variables ( Gross domestic product, exchange rate, External balance, oil prices, real interest rate and inflation). The results of the study concluded that there is a long-term relationship between the macroeconomic variables determined for the exchange rate and the GDP.


Macro variable ; Exchange rate ; Economic growth ; ARDL