تحليل و تقدير أثر متغيرات السياسة المالية على النمو الاقتصادي في الجزائر باستخدام نماذج الانحدار الذاتي 1985-2015

Abstract EN

Fiscal policy is one of the macroeconomic policy brackets because it contributes to achieve to the stability of economy and adjust the fluctuations in the economy of many countries.

This study aims to estimate the impact of the fiscal policy on the real gross domestic product (rgdp) in Algeria by using the autoregressive model, variance decomposition and impulse responses.

The results of Johansen test denoted to absence cointegration relationship in the long term.

The estimation results affirm that the impact of fiscal policy instruments on real gdp is very weak, because it influenced by its precedent value (rgdpt- more than the precedent values of government expenditure and taxes revenues.

The results of variance decomposition show that the contribution of government expenditure in explaining the fluctuation in rgdp is more than the contribution of taxes revenues in the long term.

This can mean that the expenditure policy is more important in studying the relation between fiscal policy and real gdp in Algeria