تحليل و قياس أثر تغيرات سعر الصرف الأسمي على معدل التضخم في الجزائر خلال الفترة (1985-2017)‎

الملخص EN

TThis paper aimed to analyze and measure impact nominal exchange rate changes on the inflation rate by using annual data in Algeria during 1985- 2017, it has used and applied the tests used in modern econometrics, Which is basing on testing the properties of time series of the property of silence and the reliance on standard tests that fit these properties, as well as the co-integration of the Johanson method, where after confirming the lack of a co-integration we estimate vector autoregressive model.

With the help of the econometric analysis program (EVIEWS-10) to analysis and measure the impact of nominal exchange rate changes on the inflation rate in Algeria.

It turned out by estimating the vector autoregressive model (VAR) to measure impact, it was found that there was a negative impact of nominal exchange rate on inflation in Algeria.