Real Exchange Rates and Fundamentals: Robustness Across Alternative Model Specifications: Algerian Case (1990-2019)
| المصدر: | مجلة اقتصاد المال والأعمال |
|---|---|
| الناشر: | جامعة الشهيد حمه لخضر الوادي |
| المؤلف الرئيسي: | Chetbani, Saida (Author) |
| مؤلفين آخرين: | Mouhoubi, Aissa (Co-Author) |
| المجلد/العدد: | مج6, ع2 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2021
|
| الشهر: | ديسمبر |
| الصفحات: | 583 - 600 |
| ISSN: |
2543-3660 |
| رقم MD: | 1254776 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Equilibrium Real Exchange Rate | BEER | NATREX | Algerian Currency | Misalignment
|
| رابط المحتوى: |
عدد مرات التحميل
4
| LEADER | 01905nam a22002297a 4500 | ||
|---|---|---|---|
| 001 | 2005783 | ||
| 041 | |a eng | ||
| 044 | |b الجزائر | ||
| 100 | |9 578610 |a Chetbani, Saida |e Author | ||
| 245 | |a Real Exchange Rates and Fundamentals: |b Robustness Across Alternative Model Specifications: Algerian Case (1990-2019) | ||
| 260 | |b جامعة الشهيد حمه لخضر الوادي |c 2021 |g ديسمبر | ||
| 300 | |a 583 - 600 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b This paper explores the robustness of behavioural equilibrium exchange rate (BEER) and natural equilibrium exchange rate (NATRAX) models, focusing on the appropriate approach for the Algerian currency exchange model with Algerian dinar real bilateral rates as dependent variable. It consists, in the first step, to determinate the equilibrium real exchange rate using BEER approach developed by Macdonald (1995), and Natrex approach developed by Lim & Stein. Cointegration technics and VECM models are used in this step. In a second step, we should choose the appropriate approach by the comparison between the two approaches. Obtained results show that the Natrex approach is advantageous in terms of degree of misalignment for the Algerian currency case. Therefore, we can conclude that it can be closer to the Algerian economic specification. | ||
| 653 | |a سعر الصرف |a السياسات النقدية |a العملة االجزائرية | ||
| 692 | |b Equilibrium Real Exchange Rate |b BEER |b NATREX |b Algerian Currency |b Misalignment | ||
| 700 | |a Mouhoubi, Aissa |e Co-Author |9 561009 | ||
| 773 | |4 الاقتصاد |6 Economics |c 038 |e Journal of the Economics of Finance and Business |f Mağallaẗ iqtiṣād al-māl wa al-aՙmāl |l 002 |m مج6, ع2 |o 1985 |s مجلة اقتصاد المال والأعمال |v 006 |x 2543-3660 | ||
| 856 | |u 1985-006-002-038.pdf | ||
| 930 | |d y |p y |q n | ||
| 995 | |a EcoLink | ||
| 999 | |c 1254776 |d 1254776 | ||
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