أثر السيولة على الاقتصاد الجزائري : دراسة قياسية لدولة الجزائر

Other Title(s)

The impact of liquidity on the Algerian economy

Joint Authors

ابن نافلة، نصيرة
ابن بوزيان، محمد

Source

مجلة جامعة القدس المفتوحة للأبحاث و الدراسات

Issue

Vol. 2017, Issue 41، ج. 1(s) (31 Jan. 2017), pp.171-180, 10 p.

Publisher

al-Quds Open University Deanship of Scientific Research and Graduate Studies

Publication Date

2017-01-31

Country of Publication

Palestine (West Bank)

No. of Pages

10

Main Subjects

Economy and Commerce

Topics

Abstract EN

The purpose of this study was to investigate the effect of liquidity in Algeria, through using the following economic variables: M1 and M2 money supply, interest rate, the general index of consumer prices, and deposits according to the monthly data of the State of Algeria from December 2001 to December 2014.

Also to determine the impact of growth in money supply to interest rate model which used autoregressive record.

The statistical results showed that we managed using EViews 6.

As the dependent variables are not stable in the zero degree when it becomes stable, when the variables are the first difference, this signifies they are part of the first class, using the ADF test and PP, and then subjecting the cointegration test variables of Angel Granger, and test the stability of residues and found that it is not stable any residual non - free unit root.

In order to ensure cointegration, we tested cointegration by using Johansson way.

There is no cointegration between the variables, and there is a dynamic relationship between interest rates in the short term and explanatory variables.

The reference was compatible with what has been imposed in the estimation of the model under consideration, and this is supported by economic theory.

Since the liquidity effect represented in each of M1 and M2 money supply.

The quality of the relationship between the dependent variable and the rest of independent variables, which explained that the inverse relationship to interest rates.

We can say that liquidity impacts economy and it is not neutral.

American Psychological Association (APA)

ابن نافلة، نصيرة وابن بوزيان، محمد. 2017. أثر السيولة على الاقتصاد الجزائري : دراسة قياسية لدولة الجزائر. مجلة جامعة القدس المفتوحة للأبحاث و الدراسات،مج. 2017، ع. 41، ج. 1(s)، ص ص. 171-180.
https://search.emarefa.net/detail/BIM-723454

Modern Language Association (MLA)

ابن نافلة، نصيرة وابن بوزيان، محمد. أثر السيولة على الاقتصاد الجزائري : دراسة قياسية لدولة الجزائر. مجلة جامعة القدس المفتوحة للأبحاث و الدراسات ع. 41، ج. 1 (كانون الثاني 2017)، ص ص. 171-180.
https://search.emarefa.net/detail/BIM-723454

American Medical Association (AMA)

ابن نافلة، نصيرة وابن بوزيان، محمد. أثر السيولة على الاقتصاد الجزائري : دراسة قياسية لدولة الجزائر. مجلة جامعة القدس المفتوحة للأبحاث و الدراسات. 2017. مج. 2017، ع. 41، ج. 1(s)، ص ص. 171-180.
https://search.emarefa.net/detail/BIM-723454

Data Type

Journal Articles

Language

Arabic

Notes

يتضمن مراجع ببليوجرافية : ص. 180

Record ID

BIM-723454