Long-term correlation test between Algeria's general income and expenditure for 1992-2022 Standard study using Angel-Granger joint integration method, VAR model and Granger causation test

  • مكاوي محمد
Keywords: General income, General expenditure, Joint integration method Angel-Granger, Self-regression radiation model, Granger's causal test

Abstract

The study aims to test the long-term correlation between general income and general expenditure components of Algeria's general budget for 1992-2022.The joint integration method of Langle-Granger, self-regression radiation model, and causation test of Granger, was used for an estimated sample of 31 annual views.The study found that there was no long-term complementarity between the two, an explanation of public revenues in their past, public expenditures and past, an isolated relationship between public revenues and public expenditures, and a lack of causal two-way relationship between them

Published
2024-06-30