دراسة قياسية تنبؤية لظاهرة التضخم في الجزائر من خلال الفترة : (2002-2020)‎

Abstract EN

This research aims at taking advantage of statistical and quantitative methods provided by the theory of economic measurement, in modeling the inflationary phenomenon in Algeria, through the analysis of monthly time series of inflation rate of consumption prices during the period of 2002-2020.

The suggested econometric model ARIMA(2, 0, 2) gave an estimate of an increase in inflation rate with different percentages during 2020.

The same pattern is recorded in last years, with annual average of 0.

59% bigger than the years of the study period.

This provides an econometric image of this phenomenon in the near future -in the short run-, wich may help decision makers to prepare necessary supervising tools at least to maintain prices stability.

However, these results remain limited to future values of Algerian economic indicators.

Keyterms: inflation, time series, ARIMA models, ARCH models, Box-Jenkins methodology