Ecometric modeling of the effect of some macro variable determinants of exchange rate on economic growth in Algeria autoregressive distributed lag (ARDL)‎ analysis

Abstract EN

This article aims to study the relationship of the macroeconomic variables determining the exchange rate and GDP in Algeria for the period 1985 - 2018, where we used the Autoregressive Distributed Lag (ARDL) to test the Long-term equilibrium relationship between the variables.

We employed annual time series data for six variables ( Gross domestic product, exchange rate, External balance, oil prices, real interest rate and inflation).

The results of the study concluded that there is a long-term relationship between the macroeconomic variables determined for the exchange rate and the GDP.