مجلة الاقتصاد والتنمية المستدامة
Volume 7, Numéro 1, Pages 80-97
2024-03-01

Econometric Study Of How Exchange Rate Fluctuations Affect Economic Growth In Algeria (1990-2022)



Authors : Ghedjati Abdelhamid . Almi Hassiba .

Abstract

This paper does an econometric analysis to investigate the relationship between changes in exchange rates and Algerian economic growth from 1990 to 2022. This paper examines previous data to determine how exchange rate swings affect Algeria's economy, emphasizing its export dependency. The research examined immediate and long-term exchange rate- Gross Domestic Product (GDP) connections using an Autoregressive Distributed Lag (ARDL) model. The model's stability and optimal time delay are assessed in the early tests. The ARDL limits testing method confirms a cointegrating connection, demonstrating a stable long-term balance between variables. An initial study shows that the exchange rate negatively impacts economic development, exposing the difficulties of imported inflation and currency instability. The study reveals no significant effects, proposing separating nominal and real aspects over more extended periods. These results help policymakers understand how exchange rate policies affect economic growth.

Keywords

Exchange Rate ; Economic Development ; Algeria ; ARDL Model ; Inflation ; Cointegration

Les articles similaires

تقييم دور البنك المركزي الجزائري في توجيه وتحديد سعر الصرف: دراسة قياسية على سعر الصرف الإسمي للدينار مقابل الدولار الأمريكي خلال الفترة(1990-2017) Evaluating The Role Of Central Bank Of Algeria In Guiding And Determination Of Exchange Rate: An Empirical Study On The Nominal Exchange Rate Of The Dinar/dollar During (1990- 2017)

بوزيان مختارية .  بن يحي يحي . 
ص 441-462.

الآثار الاقتصادية لتقلبات أسعار الصرف على متغيرات مربع كالدور في الجزائر دراسة قياسية باستخدام أشعة الإنحدار الذاتي Var للفترة )1980-2019( The Economic Impacts Of Exchange Rate Fluctuations On The Variables Square As The Magic Role In Algeria An Econometric Study Using (var) For The Period (1980-2019)

مختاري عادل .  بن البار امحمد .  بوعبيد ميلود . 
ص 308-338.

العلاقة بين تقلبات سعر صرف و سوق الأوراق المالية الإسلامية –دراسة حالة سوق الأوراق المالية الإسلامية التركية – جانفي 2015-جوان 2022. - The Relationship Between Exchange Rate Fluctuations And The Islamic Stock Market - A Case Study Of The Turkish Islamic Stock Market - January 2015-june 2022 .

نزعي روة .  دربال أمينة . 
ص 1-19.

اثر تقلبات سعر الصرف والتضخم على العجز الموازني في ظل الأزمات – دراسة قياسية لحالة الجزائر للفترة (1990-2021)- The Impact Of The Exchange Rate And Inflation On The Budget Deficit In Light Of Crisis - An Econometric Study Of The Case Of Algeria Over The Period (2000-2022)

بن عامر عبد الكريم . 
ص 46-67.

The Impact Of Exchange Rate On Inflation And Economic Growth In Algeria – Econometric Study –

Tahraui Farid .  Benelbar Mohamed . 
pages 1-16.

Formats de citation