Please use this identifier to cite or link to this item: http://dspace.univ-ouargla.dz/jspui/handle/123456789/8906
Title: Les modèles monétaires peuvent ils expliquer le comportement du taux de change en Algérie ? Can monetary models explain exchange rate behavior in Algeria?
Authors: Radia BENZIANE
Keywords: Exchange Rate
Money
Interest Rate
Long Run Dynamic
E52, F31
Issue Date: 2015
Series/Report no.: Number 15 2015 Foreign Sec;
Abstract: This paper attempts to test whether the monetary model could explain or not the behavior of the exchange rate in Algeria using data during the period 1989-2013. Applied tests demonstrated the non-stationary series which led us to apply cointégration tests to finally estimate the Error Correction Model (ECM). We concluded that monetary model was more robust in the long run than the short run, since monetary fundamentals require time to exert their influence on the Algerian exchange rate.
Description: Revue El Bahith
URI: http://dspace.univ-ouargla.dz/jspui/handle/123456789/8906
ISSN: 1112-3613
Appears in Collections:numéro 15 2015 foreign sec

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