Revue des Economies financières bancaires et de management
Volume 14, Numéro 2, Pages 158-174
2025-12-18

Macroeconomic Impact Of Interest Rates And Exchange Rates On Unemployment: Var Approach



Authors : Benslimane Hajar .

Abstract

This study uses a Vector Autoregression (VAR) model to examine the impact of two macroeconomic indicators, the real interest rate and the real exchange rate, on the unemployment rate in Algeria over the period from 2000 to 2023. The results of the econometric estimation reveal a significant and positive effect of the real interest rate on the unemployment rate. Furthermore, the analysis also highlights a significant and positive impact of the real exchange rate on unemployment.

Keywords

Interest rate, exchange rate, unemployment, Algeria, Vector Autoregression (VAR) modeling.

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