Revue algérienne d'économie et gestion
Volume 18, Numéro 2, Pages 110-125
2024-12-02
Attempts To Analyse The Relationship Between The Variation In The Exchange Rate Of The Algerian Dinar And The Evolution Of The Foreign Trade Balance.
Authors : Benlekhal Nawel .
Abstract
The purpose of this article is to analyze and empirically estimate the relationship between the evolution of foreign trade and the variation in the rate of the Algerian exchange rate (compared to its first reference currency, the dollar). Annual data were used, they cover the period from 2000 to 2022. The econometric analysis of the time series was carried out through the practice of the Johanson cointegration test (for verification of the long-term relationship) we also had use of autoregressive modeling (VAR) noted an absence of correlation between short-term variables. The result is the non-existence of a significant relationship between our two variables; this reflects the existence of other factors affecting the variation in the rate of the Algerian dinar, which will need to be investigated.
Keywords
Exchange rate ; Foreign trade ; Cointegration ; VAR model.
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