حوصلة حول اختبارات جذر الوحدة مع التطبيق على معطيات السلاسل الزمنية المتعلقة بسعر الصرف و مركبات رصيد الموازنة : حالة الاقتصاد الجزائري

Abstract EN

This study aims to investigate the generating process of Algerian dinar’s exchange rate, budget balance compment (government revenues and expenditures), based on single and multiple structural breaks tests, Alongside the therd generation of unit-root tests.

The results of this study show that all variables generating process includes at least one structural break, and the unit root tests confirm, due to the stationarity around a general trend result, the presence of a structural break with a difference in determining its date.