The impact oil price on inflation rate in Algeria during the period 1986-2018

الملخص EN

This work aimed at evaluating the impact oil prices at inflation rate in Algeria for the period 1986-2018.

It builds on the tests used and applied in modern econometrics to analyze the properties of time series in terms of stationary property and rely on standard tests that fit with these properties, as well as on the Johansen co-integration method; where after confirming the lack of a co-integration, we estimate the vector autoregressive model, Where after confirming the ence of Co-integration we estimated the vector autoregressive (VAR) model.

The estimation of the vector autoregressive model and the results obtained have shown the presence of a negative impact on the cost of oil on inflation in Algeria.