Determinants of inflation in Algeria : analysis with a vector error correction model from 2001 to 2016
Joint Authors
Source
Revue Algérien de Développement Économique
Issue
Vol. 7, Issue 2 (31 Dec. 2020), pp.429-444, 16 p.
Publisher
Publication Date
2020-12-31
Country of Publication
Algeria
No. of Pages
16
Main Subjects
Topics
Abstract EN
This study aims to identify the determinants of inflation, highlighting the case of Algeria from 2001 to 2016.
For better results, we have adopted the descriptive approach besides econometric methods on quadrennial data, by estimating a Vector Error Correction Model (VECM).
The empirical results showed that there is a positive causal relationship, starting from the broad money supply and public expenditure to inflation, whether in the short or the long term.
The same is for oil rents while going through an inverse relationship in the short term.
Another negative relationship was also found from the unemployment rate to inflation, and this only in the long term.
American Psychological Association (APA)
Atil, Asia& Sawli, Murad. 2020. Determinants of inflation in Algeria : analysis with a vector error correction model from 2001 to 2016. Revue Algérien de Développement Économique،Vol. 7, no. 2, pp.429-444.
https://search.emarefa.net/detail/BIM-1007749
Modern Language Association (MLA)
Atil, Asia& Sawli, Murad. Determinants of inflation in Algeria : analysis with a vector error correction model from 2001 to 2016. Revue Algérien de Développement Économique Vol. 7, no. 2 (2020), pp.429-444.
https://search.emarefa.net/detail/BIM-1007749
American Medical Association (AMA)
Atil, Asia& Sawli, Murad. Determinants of inflation in Algeria : analysis with a vector error correction model from 2001 to 2016. Revue Algérien de Développement Économique. 2020. Vol. 7, no. 2, pp.429-444.
https://search.emarefa.net/detail/BIM-1007749
Data Type
Journal Articles
Language
English
Notes
Includes appendices : p. 443
Record ID
BIM-1007749