قياس وتحليل العلاقة بين سعر الصرف الحقيقي والميزان التجاري

دراسة تطبيقية على الاقتصاد الليبي

Authors

  • أ. اسامه عبدالكريم عاشور بعيبش جامعة طرابلس كليه الاقتصاد والعلوم السياسية

Keywords:

سعر الصرف الحقيقي، الميزان التجاري، التكامل المشترك

Abstract

تهدف هذه الدراسة الى محاولة دراسة وتحليل تأثير سلوك سعر الصرف الحقيقي على الميزان التجاري في الاقتصاد الليبي، ومحاولة التأكيد على أهمية مدلول حركة سعر الصرف الحقيقي بالنسبة لتنافسية السلع الموجهة للتصدير في الاقتصاد الليبي خلال الفترة من 2000 حتى 2021م ولهذا تم تقدير الانحدار الذاتي بالاعتماد على نموذج الانحدار الذاتي للإبطاء الموزع (Autoregressive Distributed Lag: ARDL) وحيث أوضحت نتائج اختبار التكامل المشترك بين متغيرات الدراسة الى وجود ارتباط بعلاقة توازنيه ذات الأجل الطويل (علاقة تكامل مشترك) وهذه العلاقة ذات اتجاه من المتغيرات المستقلة الى المتغير التابع، كما بينت نتائج اختبار العلاقة السببية بأسلوب Toda and Yamamoto (1995) وجود علاقة سببية أحادية الاتجاه تتجه من متغير سعر الصرف الحقيقي TCR الى متغير الميزان التجاري TB أي بمعني ان التغيرات التي تحدث في متغير سعر الصرف الحقيقي تفسر التغيرات التي تحدث في متغير الميزان التجاري.

This study aims to attempt to study and analyze the impact of the behavior of the real exchange rate on the trade balance in the Libyan economy, and to attempt to emphasize the importance of the significance of the movement of the real exchange rate in relation to the competitiveness of goods destined for export in the Libyan economy during the period from 2000 to 2021 AD. Therefore, autoregression was estimated based on a model Autoregressive Distributed Lag (ARDL): Whereas the results of the co-integration test between the study variables indicated the existence of a long-term equilibrium relationship (co-integration relationship) and this relationship has a direction from the independent variables to the dependent variable, The results of the causal relationship test in the style of Toda and Yamamoto (1995) also showed the existence of a unidirectional causal relationship that goes from the real exchange rate variable TCR to the trade balance variable TB, meaning that the changes that occur in the real exchange rate variable explain the changes that occur in the trade balance variable.

 

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Published

2024-08-21

How to Cite

أ. اسامه عبدالكريم عاشور بعيبش. (2024). قياس وتحليل العلاقة بين سعر الصرف الحقيقي والميزان التجاري : دراسة تطبيقية على الاقتصاد الليبي. Journal of Economics and Political Sciences, (18). Retrieved from https://uot.edu.ly/journals/index.php/jeps/article/view/1253

Issue

No. 18 (2024): Journal of Economics and Political Science

Section

Articles

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