Test of causality between the economics indexes in algeria

Abstract

This thesis is devoted to the study of causality tests applied to econometric indices. More specifically, we propose to study the problem of causality in Granger's sense of econometric indices in Algeria. This is an outstanding topic noted by the importance of using the concept of time-series cointegration as a forecasting tool that allows economists to properly analyze the impact of causality on the economic sector. we are mainly interested in the study of the causal relation between two chronological series (stationarity, unit root test, cointegration and VECM). At first, we consider two series X (t); Y (t) and we study them step by step according to the plane of causality in the sense of Granger. ie stat, root test, VECM as well as causality. In a second time, we make a contribution to the subject, by introducing simulation to motivate and illustrate our approaches and finally we come to the conclusion of this thesis.