دراسة السببية بين الإنفاق الحكومي و ميزان المدفوعات في الجزائر للفترة (2000 - 2017)‎ باستخدام نماذج أشعة الانحدار الذاتي (VAR)‎

Abstract EN

This study aims at identifying the causal relationship between government expenditure and the balance of payments in the Algerian economy as a model for developing countries during the period 2000-2017 using the standard and analytical method using Eviews 9 and the VECM method.

Analysis of variance and reaction response functions Based on a study of the behavior of total government expenditure in the interpretation of the Algerian balance of payments balance.

In light of this, the Granger's re and the balance of payments in the Algerian economy and a causal relationship was found in one direction of government expenditure to the balance of payments.

Just as we tested Johansen to verify a long-term relationship between the two vcausality test was used to detect the causal relationship between government expendituariables, we found that there was no correlation between government expenditure and balance of payments in the Algerian economy during the study period.

Key words: Government Expenditure; Balance of Payments; Algerian Economy; Joint Integration; Granger Test.

JEL classification: H50; F10; H70; C40; C32.