تقلبات أسعار النفط و تنويع الصادرات في الجزائر : دراسة قياسية لحالة الجزائر باستخدام نموذج الانحدار الذاتي الموزع غير الخطي (Nardl)‎ للفترة (1995-2018)‎

الملخص EN

This research paper aims to try disclosing the relationship between oil price volatility and export diversification in Algeria for the period from 1995 to 2018 using a non-linear Autoregressive Distributed Lag (NARDL) model, which is becoming increasingly important to capture asymmetrical effects of many economic variables because of the volatility could be positive or negative.

The results showed that there is an asymmetric relationship between oil price volatility and export diversification in the short and long run, Our study also concluded that the focus on the oil sector has impeded the process of diversification in Algeria as high volatility reduce export divercification while her Low raises the performance of diversification.