دراسة قياسية لأثر سعر الصرف على التضخم للفترة 1970-2020

Abstract EN

This study aims to study the impact of the official exchange rate on inflation rates in Algeria during the period between 1970-2020, to achieve the study, we relied on the principle of standardize data, and (VAR) methodology.

this study was divided into two parts : where we first touched on the most important concepts about the study variables represented by the exchange rate and inflation, then in the next section the standard study to try to model the relationship between the two variables and study the impact of the exchange rate on the inflation rate, which is the focus of our problem, and after applying the various stages of the methodology VAR, we concluded through the causality test that the exchange rate causes inflation and through the analysis of shocks, we concluded that there is a negative impact on inflation rates in the event of shocks to the official exchange rate and this effect disappears with the passage of periods