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Analysis of Unemployment Determinants in North Africa Countries, à Panel Data co-integration Approach

Author

Listed:
  • RABAH BELABBAS

    (University of Mouhamed Boudiaf M?sila ALGERIA)

  • rabia bellatreche

    (university of Bouira)

  • talal zaghba

    (university of msila)

Abstract

The aim of this study is to determine the Macroeconomic Determinants of unemployment in four countries of North Africa which are: Morocco, Algeria, Tunisia and Egypt. This study has applied the PANEL-VECM Model using annual data from 2000 to 2016 of unemployment rate, growth economic, government expenditure, money supply, oil price and population size, the data were taken From World Bank (WDI).Our results show that there is a long run relationship between unemployment and those macroeconomics variables in north Africa countries. in the short run, unemployment is defined by growth economic with a strong negative effect, but in the long run growth economic affects positively unemployment, but economic policies don?t affect unemployment in the short run, in the long run government expenditure and money supply affect negatively unemployment, but the impact of fiscal policy is more than monetary policy impact, oil price has a negative significant effect in the lag two, in the long run the impact of oil prices on unemployment is positive, population size don?t affect unemployment in the short run, however its impact is positively in the long run.

Suggested Citation

  • RABAH BELABBAS & rabia bellatreche & talal zaghba, 2018. "Analysis of Unemployment Determinants in North Africa Countries, à Panel Data co-integration Approach," Proceedings of International Academic Conferences 7208996, International Institute of Social and Economic Sciences.
  • Handle: RePEc:sek:iacpro:7208996
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    File URL: https://iises.net/proceedings/36th-international-academic-conference-london/table-of-content/detail?cid=72&iid=002&rid=8996
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    More about this item

    Keywords

    Unemployment; Economic Growth; economic policies; Panel Data Cointegration.;
    All these keywords.

    JEL classification:

    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • J69 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Other

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