المصدر: | مجلة الدراسات التجارية والاقتصادية المعاصرة |
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الناشر: | جامعة ابن خلدون تيارت - الملحقة الجامعية قصر الشلالة |
المؤلف الرئيسي: | Tergou, Mohamed (Author) |
المجلد/العدد: | مج6, ع1 |
محكمة: | نعم |
الدولة: |
الجزائر |
التاريخ الميلادي: |
2023
|
الشهر: | جانفي |
الصفحات: | 109 - 117 |
DOI: |
10.55624/2382-006-001-006 |
ISSN: |
2661-7153 |
رقم MD: | 1358260 |
نوع المحتوى: | بحوث ومقالات |
اللغة: | الإنجليزية |
قواعد المعلومات: | EcoLink |
مواضيع: | |
كلمات المؤلف المفتاحية: |
Currency Substitution | Monetary Models | Equilibrium Exchange Rate | ARDL Method | Algerian Dinar
|
رابط المحتوى: |
المستخلص: |
The article attempts to investigate the estimation of Equilibrium exchange rate in Algeria during period (1995-2020), using the Currency substitution Monetary Model, by applied the Bounds Test of ARDL co-integration model, The Unit Root Testing (ADF) conceded the integration of the variables at (0) order and (1), We estimate the selected model an ARDL(1,0,1,3) and it long-run; short-term relationships, The results shows the long-run relationships with Exchange rate is adjusted towards the equilibrium within four (4) years. In short-term there are Current and Future effect of monetary supply difference gap, and no effect by GDP gap on the exchange rate, also; the result shows the superiority of the monetary effect against the reel effect on the equilibrium exchange rate in Algeria. |
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ISSN: |
2661-7153 |