علاقة بعض المتغيرات الاقتصادية بسعر الصرف في الجزائر : دراسة قياسية 1980-2016

الملخص EN

The aim of this study is to investigate the nature relationship between the economic the real exchange rate and macro variables in Algeria in Algeria over the period 1980-2016.

To achieve this goal we used annual data from the World Bank data baseand we apply the co-integration test and error correction model.

The results showed that there is long-term relationship between the real exchange rate and the variables: GDP and money supply.

The estimate also showed that there is a negative impact of the GDP on the real exchange rate.

As the GDP increases by 1%, the real exchange rate is 1.

10 units and this is consistent with the study (Abida, 2011) and Martin et al.

(2011).