منهجية أشعة الانحدار الذاتي الهيكليةSVAR واختباراتToda Yamamoto للسببية - دراسة تطبيقية قياسية باستخدام برنامج Eviews 13على الآثار الاقتصادية للسياستين النقدية و المالية على البطالة في الجزائر-

Structural autoregressive vector (SVAR) methodology and Toda Yamamoto causality tests - An econometric study using the Eviews-13on the Economic Effects of Monetary and finanace Policies on Unemployment in Algeria-

Résumé

This paper is concerned with estimating the SVAR model and using Toda Yamamoto causality tests using the EVIEWS-13 program. It was applied to Algeria by highlighting the economic effects of monetary and fiscal policies on unemployment rates for the period (1990-2022). The study concluded several results, the most important of which are: All study variables are integrated at the first degree. The results of the response function analysis showed that a shock to rediscount rates has an increasing positive impact on unemployment rates in the short and long term. A shock to both the size of the money supply and government spending has a negative impact on unemployment rates in the medium and long term. The results also showed through the variance decomposition functions and causality tests the relative effectiveness of monetary policy tools in reducing unemployment rates, which is the opposite of fiscal policy tools.