قياس أثر تغيرات أسعار النفط على سعر الصرف الحقيقي في الجزائر باستخدام نموذج من المعادلات الآنية

Abstract EN

This study aims to investigate in the nature of the relationship between the real exchange rate in Algeria and oil price changes.

for this purpose, we used a simultaneous equations model by relying on annual data covering the period from 1980 to 2017.

The results of the empirical study showed a significant negative effect for each of oil prices, real GDP and government final consumption expenditure, on the real exchange rate.

there also showed a significant positive impact for each of trade openness and the terms of trade on the real exchange rate.