الخصائص السكونية للسلاسل الزمنية : تطبيق على المتغيرات المالية في الجزائر، منهج الاختبارات، للفترة 1970-2017

الملخص EN

C51This research aims to analyze the characteristics of time series and verify the hypothesis of the random walk process and the structural changes of the fiscal policy variables in Algeria for the period from 1970 to 2017, using the traditional unit root tests with estimated structural change.

The results of the research show that all the variables contain a unit root and are of type (DS), except for the variable total expenditure at constant prices, which shows the behavior of a process of type (ts) with the presence of structural change, in addition to the recurrence of the year (2008) as the date of the structural change in the behavior of most study variables.