قياس أثر السياسة النقدية على سعر الصرف الرسمي في الجزائر للفترة 2000-2020

Abstract

This study aims to measure the impact of monetary policy on the official exchange rate in Algeria during the period between 2000-2020 using the Autoregressive Model of Delayed Distributed Time Gaps (ARDL). On the subject to build the theoretical side and the quantitative method in the applied side. A set of results has been reached, perhaps the most prominent of which is that there is a long-term equilibrium relationship between the studied variables in the short term, and that the impact of inflation and the money supply on the official exchange rate in the short term has been negative and significant, which indicates that there is an inverse relationship between each of the Variables.