The effect of exchange rate on foreign direct investment in Algeria (1980-2021) , using Vector autoregressive VAR  model and Granger causality

Kara, Brahim; Djemai, Samira; Chekalil, Imane

les cahiers du mecas
Volume 21, Numéro 1, Pages 327-340
2025-06-01

The Effect Of Exchange Rate On Foreign Direct Investment In Algeria (1980-2021) , Using Vector Autoregressive Var Model And Granger Causality

Authors : Kara Brahim . Djemai Samira . Chekalil Imane .

Abstract

Abstract : this study uses the granger causality test and the vector autogressive model var to examine and evaluate the link between algerias currency rate and foreign direct investment from 1980 to 2021 fdi inflows into the algerian economy are not caused by the exchange rate according to the granger causality test results and the pp test of stationarity test shows that all time series are integrated for order one i1 according to the var models estimations there is no statistically significant relationship between the exchange rate and foreign direct investment

Keywords

:, Foreign direct investment ; exchange rate ; VAR model ; Granger causality test

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The Effect Of Exchange Rate On Foreign Direct Investment In Algeria (1980-2021) , Using Vector Autoregressive Var Model And Granger Causality

Abstract

Keywords

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