Study of the asymmetric effects of the determinants of foreign direct investment in Algeria using the method of nonlinear autoregressive distributed lag (NARDL)‎ during the period (1970-2018)‎

Joint Authors

Khishibah, Zuhra
Jadidi, Rawdah

Source

Revue Reformes Economiques et Intégration En Economie Mondiale

Issue

Vol. 14, Issue 3 (31 Dec. 2020), pp.1-14, 14 p.

Publisher

Ecole Supérieure de Commerce laboratoire des Reformes Economiques Développement et Stratégies D’intégration En Economie Mondiale

Publication Date

2020-12-31

Country of Publication

Algeria

No. of Pages

14

Main Topic

Economy

Topics

Abstract AR

هدفت الدراسة إلى تبيان أهم محددات الاستثمار الأجنبي المباشر في الجزائر فضلا عن النمذجة القياسية التي تربط إلى العلاقة بينهما خلال الفترة (1970-2018)ولمعالجة إشكالية الموضوع و اختبار فرضياته تم الاستعانة ببرنامج القياس الاقتصادي Eviews من أجل تقدير النموذج و الكشف عن وجود تكامل مشترك بين الاستثمار الأجنبي المباشر و أهم محدداته وفق منهجية الانحدار الذاتي ذو الإبطاء الموزع غير الخطي (NARDL).

خلصت نتائج الاختبارات إلى وجود علاقة توازنية طويلة الأجل إلى جانب وجود عدم التماثل(عدم التناظر) بين حجم تدفقات الاستثمار الاجنبي المباشر و محدداته و المتمثلة في معدل التضخم سعر الصرف معدل النمو الاقتصادي التعداد السكاني أرصدة الدين الخارجي في الجزائر خلال الفترة المدروسة.

Abstract EN

The study is aimed to show the most important determinants of foreign direct investment in Algeria as well as the standard modeling that links to their relationship during the period (1970-2018).

In order to address the problematic of the research and test its hypotheses, Eviews Economic Measurement Program was used to estimate the model and reveal the existence of a common integration between foreign direct investment and its main determinants according to the method of Nonlinear Autoregressive Distributed Lag (NARDL).

The results of the tests concluded that there is a long-term balance relationship as well as an asymmetry between the size and determinants of foreign direct investment inflows, which are inflation, exchange rate, economic growth rate, population census, and external debt stocks in Algeria during the studied period.

American Psychological Association (APA)

Khishibah, Zuhra& Jadidi, Rawdah. 2020. Study of the asymmetric effects of the determinants of foreign direct investment in Algeria using the method of nonlinear autoregressive distributed lag (NARDL) during the period (1970-2018). Revue Reformes Economiques et Intégration En Economie Mondiale،Vol. 14, no. 3, pp.1-14.
https://search.emarefa.net/detail/BIM-987479

Modern Language Association (MLA)

Khishibah, Zuhra& Jadidi, Rawdah. Study of the asymmetric effects of the determinants of foreign direct investment in Algeria using the method of nonlinear autoregressive distributed lag (NARDL) during the period (1970-2018). Revue Reformes Economiques et Intégration En Economie Mondiale Vol. 14, no. 3 (2020), pp.1-14.
https://search.emarefa.net/detail/BIM-987479

American Medical Association (AMA)

Khishibah, Zuhra& Jadidi, Rawdah. Study of the asymmetric effects of the determinants of foreign direct investment in Algeria using the method of nonlinear autoregressive distributed lag (NARDL) during the period (1970-2018). Revue Reformes Economiques et Intégration En Economie Mondiale. 2020. Vol. 14, no. 3, pp.1-14.
https://search.emarefa.net/detail/BIM-987479

Data Type

Journal Articles

Language

English

Notes

Includes appendices : p. 13-14

Record ID

BIM-987479