دراسة العلاقة السببية بين تقلبات سعر الصرف و التغير في المستوى العام للأسعار في الجزائر خلال الفترة 1980-2014

الملخص EN

Many of the mechanisms have been suggested to explain the causal relationship between exchange rates and commodity prices which had raised different results.

This study aims to test the causal relationship between exchange rate fluctuations and changes in the general level of prices in Algeria during the period 1980-2014, using the vector autoregression model (VAR) in order to assess and describe the nature of their relationship.

The results of study found a long-term relationship of dynamic single exchange rate towards inflation, they also showed that the contribution of the real effective exchange rate of the dinar in inflation was very weak.