نمذجة قياسية لأثر تغيرات سعر الصرف على الميزان التجاري الجزائري للفترة (1989-2018)‎

Abstract EN

This study aims to analyze and measure the effect of the change in the nominal exchange rate of the Algerian dinar on the trade balance during the period (1989-2018), by applying the Vector Auto Regression models.

The results concluded that there is no causal relationship and no long-term balance relationship between the variables, and the results of the Impulse Response Functions concluded that the occurrence of any random shock to the extent of one standard deviation in the exchange rates, has a positive effect on the trade balance, but with a small percentage, and the results of the analysis of variance decomposition showed that the ratio of the exchange rate contribution to the interpretation of the prediction error for the trade balance for a future period was low.