دراسة قياسية لتغير سعر صرف الدينار الجزائري مقابل الدولار و أثره على معدل التضخم في الجزائر للفترة 1990-2019

Abstract EN

The study aims to show the effect of the change in the exchange rate of the Algerian dinar against the US dollar on the inflation rate in Algeria in the period (1990-2019), using the descriptive and analytical approach to clarify and analyze the development of the exchange rate and the inflation rate, and by relying on the standard method using the co integration model.

The developed DickyFuller test (ADF) showed that the variables are complementary of the first order (the possibility of a relationship in the long run), but after the Johansen test, according to what the results of this test indicate, both under the Trace and Maximal Eigenvalue test at a level of significance of 5%, with respect to the rate of inflation Where we note that the value of Trace, which amounted to 10.

53 for the inflation rate, is less than the tabulated value, which was estimated at 15.

49, and from here we accept the hypothesis H0 which says that there is no integration.