قياس أثر تقلبات أسعار البترول على التضخم بالجزائر باستخدام نموذج أشعة الانحدار الذاتي VAR خلال الفترة (1980-2020)‎

الملخص EN

The study aims to describe, analyze and measure the impact of oil price fluctuations on inflation rates in Algeria during the period (1980-2020), through the application of the vector autoregressive models VAR.

the study found an inverse relationship between the two variables, indicating that high oil prices it contributes to reducing the inflation rate, and the test of causality for granger indicated that there is a one-way causality that applies from oil prices towards the inflation rate, as the response of countries and the contrast showed the strong impact of oil prices on the inflation rate through increasing government revenues, and thus increasing public spending and supporting prices to address the phenomenon of inflation.