أثر تقلبات أسعار النفط على ميزان المدفوعات الجزائري : دراسة قياسية باستخدام نموذج أشعة الانحدار الذاتي (VAR)‎ خلال الفترة (2000-2019)‎

Abstract EN

This study aims to measure the impact of oil price fluctuations on the Algerian balance of payments during the period (2000-2019), the study used statistical and standard tools, such as vector autoregrissive (VAR), stationary test, contegration test, causality.

In addition to check the long-term relationship between variables and its direction.

Through this study, we concluded that there a significant effect at level of 5% of oil price fluctuations on the balance of payments.

Although, the results of contegration shows that three has been a lack of a long-term relationship between price fluctuations and balance of payments.

It also found a one-way relationship starts from oil prices to the balance of payments, which is compatible with economic theory and this is cleared by the results of causal tests.