Standard Model for Analyzing the Effect of Devaluation Algerian Dinar on Imports Using the Vectorial AutoRegressive (VAR) for the Period (1980-2018)
DOI:
https://doi.org/10.33977/1760-007-017-003Keywords:
exchange rate, Algerian dinar, import, VARAbstract
This study examined the effect of the Algerian dinar exchange rate on exports from 1980 to 2018. To verify this relationship, we used the Impulse Function Response (IFR) and Decompositions Variance (VDC) using the VAR (Vectorial AutoRegressive) model. This is after unit root testing, co-integration, and Granger Causality. We have relied on the deductive approach using the descriptive-analytical method for the indicators related to the subject of the research and using the standard method that depends on the use of time series for the phenomenon variables. We have reached the following results: No strong effect among the changes in the exchange rate of the dinar against the dollar on Algerian exports and imports. This is due to the dependence of the Algerian economy on exports of a single commodity, which is oil, which exceeds 97% of the total Algerian exports.
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