Is there a dynamic relationship between the real exchange rate and the fundamental variables on the Case of the Algerian economy?

Yahia Boucheta; Lakhdar Adouka; El Mustapha Kchırıd

TR EN

Is there a dynamic relationship between the real exchange rate and the fundamental variables on the Case of the Algerian economy?

Öz

The objective of this paper is to test the dynamic relationship between macroeconomic variables for the Algerian economy and the real exchange rate during the period 1986-2010, based on the notions of the theory of cointegration, we will try to estimate a macroeconomic model to analyze the impact of different variables determining the real equilibrium exchange rate RER long-term Algeria. We are trying through this article to estimate the relationships existing between the RER, trade openness Ouvr term exchange TE Have Outside Net NEA and external debt RDET relative to GDP, the net domestic credit and the ratio of expenditure to GDP. We concluded from our study that the external debt RDET, has a significant and positive effect on the long-term real exchange rate. Outside the Net Assets are also significant in determining the real exchange rate equilibrium in Algeria. With an elasticity of 0.0267, its importance is reflected by an increase in the competitiveness of the Algerian economy depreciation of the real exchange rate

Anahtar Kelimeler

TCR,cointegration,stationarity,ECM

Kaynakça

.

Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

-

Yazarlar

Yahia Boucheta Bu kişi benim

Lakhdar Adouka Bu kişi benim

El Mustapha Kchırıd Bu kişi benim

Yayımlanma Tarihi

1 Nisan 2014

Gönderilme Tarihi

-

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2014 Cilt: 2 Sayı: 2

IZ

https://izlik.org/JA78DY48YX

Kaynak Göster

RIS / Bibtex

APA

Boucheta, Y., Adouka, L., & Kchırıd, E. M. (2014). Is there a dynamic relationship between the real exchange rate and the fundamental variables on the Case of the Algerian economy? Siyaset, Ekonomi ve Yönetim Araştırmaları Dergisi, 2(2), 1-23. https://izlik.org/JA78DY48YX

AMA

1.Boucheta Y, Adouka L, Kchırıd EM. Is there a dynamic relationship between the real exchange rate and the fundamental variables on the Case of the Algerian economy? SEYAD. 2014;2(2):1-23. https://izlik.org/JA78DY48YX

Chicago

Boucheta, Yahia, Lakhdar Adouka, ve El Mustapha Kchırıd. 2014. “Is there a dynamic relationship between the real exchange rate and the fundamental variables on the Case of the Algerian economy?”. Siyaset, Ekonomi ve Yönetim Araştırmaları Dergisi 2 (2): 1-23. https://izlik.org/JA78DY48YX.

EndNote

Boucheta Y, Adouka L, Kchırıd EM (01 Nisan 2014) Is there a dynamic relationship between the real exchange rate and the fundamental variables on the Case of the Algerian economy? Siyaset, Ekonomi ve Yönetim Araştırmaları Dergisi 2 2 1–23.

IEEE

[1]Y. Boucheta, L. Adouka, ve E. M. Kchırıd, “Is there a dynamic relationship between the real exchange rate and the fundamental variables on the Case of the Algerian economy?”, SEYAD, c. 2, sy 2, ss. 1–23, Nis. 2014, [çevrimiçi]. Erişim adresi: https://izlik.org/JA78DY48YX

ISNAD

Boucheta, Yahia - Adouka, Lakhdar - Kchırıd, El Mustapha. “Is there a dynamic relationship between the real exchange rate and the fundamental variables on the Case of the Algerian economy?”. Siyaset, Ekonomi ve Yönetim Araştırmaları Dergisi 2/2 (01 Nisan 2014): 1-23. https://izlik.org/JA78DY48YX.

JAMA

1.Boucheta Y, Adouka L, Kchırıd EM. Is there a dynamic relationship between the real exchange rate and the fundamental variables on the Case of the Algerian economy? SEYAD. 2014;2:1–23.

MLA

Boucheta, Yahia, vd. “Is there a dynamic relationship between the real exchange rate and the fundamental variables on the Case of the Algerian economy?”. Siyaset, Ekonomi ve Yönetim Araştırmaları Dergisi, c. 2, sy 2, Nisan 2014, ss. 1-23, https://izlik.org/JA78DY48YX.

Vancouver

1.Yahia Boucheta, Lakhdar Adouka, El Mustapha Kchırıd. Is there a dynamic relationship between the real exchange rate and the fundamental variables on the Case of the Algerian economy? SEYAD [Internet]. 01 Nisan 2014;2(2):1-23. Erişim adresi: https://izlik.org/JA78DY48YX