Measuring the impact of the exchange rate on the Algerian balance of payments: An econometric study using different time frequencies MIDAS during the period (2000-2023)
Keywords:
Balance of payments, Exchange rate, MIDAS, AlgeriaAbstract
This research paper aims to measure the impact of the exchange rate on the Algerian balance of payments, as one of the main variables that affect the balance of payments. In order to achieve the objective of the study and try to answer the main question, various applied literature that tried to address the relationship between the two variables were addressed, as well as trying to analyze various previous studies on the subject, where the standard approach was relied on using the mixed time series model MIDAS PDL ALMON During the period 2000 _ 2023. The study concluded that there is a direct impact of the exchange rate on the balance of payments quarterly, and that the total effects are due by 69% to the changes in the daily exchange rate and to achieve compatibility of the effect, the daily exchange rate data must be delayed to 5 days.
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Copyright (c) 2025 Mohamed Cherif, Salima Belhaoues, Farid Belkheir
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