Determine the factors affecting the Gross domestic product of Algeria during the period 1980/2017 A standard study using the simultaneous integration method and causality tests

Abstract

This study aims to determine the factors affecting the Gross domestic product of Algeria during the period 1980 - 2017, using the method of simultaneous integration and multiple linear regression, and the causality tests of Granger, after studying the stability of the previous series using the tests adopted ADF (1981) - PP (1988).

          Annual data for Gross domestic product, Gross domestic savings, consumption, exchange rate, exports, imports and money supply were used for a sample of 38 annual views.

         The study concluded that there are more than three common rays of integration between Gross domestic product and the above mentioned factors, and a causal relationship between it and imports because of its significant impact on it. Except for the exchange rate due to the deterioration of the Algerian economy and the weakness of the Algerian dinar towards foreign currencies As well as consumption because Algeria is a developing country consuming heavily