التأثيرات المتماثلة و الغير المتماثلة للصدمات النفطية على تنويع الصادرات : دراسة تطبيقية باستخدام NARDL

Abstract EN

This paper analyzes the relation between oil shocks and export diversification in Algeria during the period 1995-2019 using the nonlinear autoregressive distributed lag model recently developed by Shin et al.

(2014), with two main variables are : HHI index and the oil price volatility chain, in addition to other explanatory variables included in the form.

the results indicate that oil price volatility has asymmetric relationship with export diversification index in the short and long run, and therefore shows a non-linear relationship with respect to export diversification, as the positive change in the oil price volatility has a negative impact on export diversification while the negative change has a positive effect on export diversification, and this means that the focus on the oil sector is hindering the diversification performance in Algeria.