بنية معدل الصرف الحقيقي الفعلي للدينار الجزائري : دراسة قياسية اقتصادية باستعمال اختبارات المقاطع الهيكلية المتعددة للفترة 1980-2017

الملخص EN

This study aims to investigate the generating process of Algerian dinar's real effective exchange rate, based on (Quandt-Andrew.

1994) and (Bai, Perron.

1997) respective single and multiple structural breaks tests, Alongside the structural-break unit-root tests of (Zivot, Andrews.

1992) and (Perron.

1998) and those with gradual and discrete structural breaks.

The results of this study show that the Algerian dinar's exchange rate generating process includes at least one structural break, and the unit root tests confirm, due to the stationarity around a general trend result, the presence of a structural break with a difference in determining its date.