قياس أثر سعر الصرف و سعر الفائدة في النمو الاقتصادي للجزائر للمدة (1990-2017)‎

Abstract EN

The research aims to identify the effect of the exchange rate and the interest rate on the growth of the gross domestic product in Algeria, as some statistical and standard tools were used, represented by the static test to find out the stability of the time series for the period (1990-2017), based on the Extended Dickie Fuller method.

Joint integration (Johansen) to find out the equilibrium relationship between the research variables in the long term, and the multiple linear regression model was built represented by the multiple linear regression equation, and the research concluded that the exchange rate is static at the first difference, the interest rate and the growth of the GDP is static at the level.

To that, there is a long-term equilibrium relationship between the search variables of degree (0), but the exchange rate and the interest rate in the long run have no effect on the growth of GDP and thus raising the level of economic growth in Algeria.