Inflation dynamics in Algeria : a closer look at the consumer price index
Joint Authors
Bilarabi, Yasin
Muhaybil, Samir
Source
Revue D'économie et de Statistique Appliquée
Issue
Vol. 14, Issue 2 (31 Dec. 2017), pp.1-15, 15 p.
Publisher
National Higher School of Statistics and Applied Economics
Publication Date
2017-12-31
Country of Publication
Algeria
No. of Pages
15
Main Subjects
Abstract EN
In this paper, we analyze Inflation Dynamics in Algeria between 2002 and 2016.
For a better understanding of inflation we split the Consumer Price Index (CPI) into its components and we explore its basic time series properties.
For the analysis, we used a Vector Auto Regressive model (VAR), impulse response functions (IRF) and variance error decomposition (VDC) to uncover possible links between the components of inflation.
According to the results we found, inflation in Algeria is persistent; shocks are lasting longer and having impact on the future inflation path.
American Psychological Association (APA)
Muhaybil, Samir& Bilarabi, Yasin. 2017. Inflation dynamics in Algeria : a closer look at the consumer price index. Revue D'économie et de Statistique Appliquée،Vol. 14, no. 2, pp.1-15.
https://search.emarefa.net/detail/BIM-868423
Modern Language Association (MLA)
Muhaybil, Samir& Bilarabi, Yasin. Inflation dynamics in Algeria : a closer look at the consumer price index. Revue D'économie et de Statistique Appliquée Vol. 14, no. 2 (2017), pp.1-15.
https://search.emarefa.net/detail/BIM-868423
American Medical Association (AMA)
Muhaybil, Samir& Bilarabi, Yasin. Inflation dynamics in Algeria : a closer look at the consumer price index. Revue D'économie et de Statistique Appliquée. 2017. Vol. 14, no. 2, pp.1-15.
https://search.emarefa.net/detail/BIM-868423
Data Type
Journal Articles
Language
English
Notes
Includes margin notes.
Record ID
BIM-868423
