مجلة أداء المؤسسات الجزائرية
Volume 4, Numéro 1, Pages 147-156
2015-07-01
العلاقة بين التضخم و البطالة و النمو الاقتصادي في الجزائر باستخدام التكامل المشترك و نموذج تصحيح الخطأ
الكاتب : خربوش مصطفى .
الملخص
This research examines the relationship between unemployment, inflation and economic growth rates in Algeria during the period of 1991-2013, using the methodology of the Co-integration, causality test and ECM model. . The research found that the time series of inflation rate and unemployment rate and GDP are non-stationary, and to make them stationary the first differences are applied. Therefore, the time series are integrated of the first orders and using Johanson test, we found a co-integration between inflation and economic growth rates in Algeria, in addition to a causal relationship in one direction between them. After error correction model estimation, we found that the actual deviation from equilibrium between the two variables, is corrected by 32.41 each year.
الكلمات المفتاحية
unemployment, inflation, economic growth, Co-integration, ECM model.
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