تطبيق نموذج أشعة تصحيح الخطأ Vecm لدراسة العلاقة بين سعر الصرف الفعلي الاسمي و التضخم الشهري في الجزائر خلال الفترة 1980-2020 عبد المجيد بوساق، فريد برارة

الملخص EN

VECM.

This research paper aims to study the relationship between the nominal effective exchange rate and the rate of inflation during the period from January 1980 to January 2020.

The study results showed a causal relationship in one direction that applies from the nominal effective exchange rate towards the rate of inflation.

In addition, the study showed a Long-term equilibrium relationship between the two variables allowing the application of a vector error correction model VECM.