les cahiers du mecas
Volume 9, Numéro 1, Pages 137-161
The goal of this study is to measure the effect of the foreign exchange rate on Algerian trade. In the empirical analysis we use VAR Model (Vector autoregressive) over the years (1990- 2010) of annually data for the main of this study. Our results showed that the external shocks (oil price, euro-us dollar exchange rate,financial crises, Food price) as explanatory variables affected on Algerian trade.The Impulse responses (IFR) analysis of Algerian exports concluded there are positive impact of the foreign exchange rates, oil shock and GDP world.In addition,the results of the desegregated imports show that national production, the real effective exchange rate (REER) and total expanding affect significantly real imports of food, intermediate and equipment.
Algerian trade, foreignexchange rate, VAR Model.Impulse Response Fonction(IFRS), Decompositions Variance(VDCS).
مراد بن سماعين
بن زكري بن علو مديحة