مجلة البحوث الاقتصادية والمالية
Volume 10, Numéro 2, Pages 423-447
2023-12-31
Investigating The Causal Relationship Between Imports And Foreign Exchange Reserves In Algeria During The Period 1990-2021
Authors : Oulad Brahim Laila .
Abstract
The present study relies on Granger causality and co-integration based on Engel and Granger's method and the autoregressive ray model to analyse the causal and dynamic link between imports and foreign exchange reserves in Algeria during the period 1990–2021. The study concluded that there is a one-way causal relationship between foreign exchange reserves and imports, and based on estimation models, we found that foreign exchange reserves directly affect imports in the long term by 0.10% and directly in the short term by 0.12%, while there is no significant effect of imports on foreign exchange reserves in the short and long term.
Keywords
Foreign exchange reserve ; Imports ; VAR ; Algeria
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