محددات سعر صرف الدينار الجزائري : دراسة تحليلية قياسية للفترة (1970- 2011)

Abstract

This work paper tries to build an model of real exchange rate determinants for Algerian Dinar, We use an empirical model (VAR) based on co-integration test, error correction model ECM and causality test), using some macro-economic variables, The results of the study showed positive effect of government expenditures, oil prices and real gdp, Negative effect of FDI and trades openness, The study concludes by demonstrating results and making recommendations that have been approached.