الاكاديمية للدراسات الاجتماعية و الانسانية
Volume 13, Numéro 2, Pages 182-192
2021-01-18
نمذجة اختلال سعر الصرف الحقيقي للدينار الجزائري
الكاتب : باريك مراد . بلحرش عائشة .
الملخص
The purpose of the study is to modeling the misalignment of the real exchange rate of the Algerian dinar over the period 1980-2018 .for that we will estimate the real Behavioural equilibrium exchange rate that allows achieving internal and external equilibrieum by using ARDl methode , and then we calculate the misalignment between its and the current real exchange rate and specifying periods of under-evaluation and over-evaluation in the value of the currency.Finally we estimate the long-run misalignment of real exchange rate in terms of its short-run volatility and the deviation of the fondamental variables from its equilibrium value .Our results show that the long –term of real exchange rate mesalignment depends on short-term volatility , misalignment of previous period and the deviation of productivity differences from their long-term value .
الكلمات المفتاحية
the misalignment of the real exchange rate ; the real Behavioural equilibrium exchange rate ; productivity differences
مقالات مماثلة
مدوري عبدالرزاق
.
ص 239-275.
بوزيان مختارية
.
بن يحي يحي
.
ص 441-462.
