Revue Organisation et Travail
Volume 10, Numéro 2, Pages 308-319
2021-07-18

Real Equilibrium Exchange Rate Modeling: Econometric Study Using The Ardl Methodology Over The Period (1986-2018)



Authors : Brakni Soumia . Azzazi Farida .

Abstract

This study aims to identify the determinants of the real equilibrium exchange rate of the Algerian dinar using the ARDL approach during the period (1986-2018). The results of the long-term model estimation have shown that oil prices and productivity differentials have a positive effect on the real effective exchange rate, while inflation and trade openness have a negative effect on it, and the results of the error correction model showed that the deviation of the exchange rate from the equilibrium rate is corrected each year by 28.36%.

Keywords

Real equilibrium exchange rate ; Real effective exchange rate ; ARDL model ; Algeria.

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