The macroeconomic effects of credit supply in Algeria : evidence from a restricted var analysis
Author
Source
Revue Algérien de Développement Économique
Issue
Vol. 7, Issue 1 (30 Jun. 2020), pp.423-432, 10 p.
Publisher
Publication Date
2020-06-30
Country of Publication
Algeria
No. of Pages
10
Main Subjects
Topics
Abstract EN
This paper reports evidence of credit supply impact on macroeconomic variables in Algeria.
Using a restricted vector auto-regression model as well as employing Granger causality tests, impulse response functions and variance decomposition analysis, we examine the link between credit supply and some standard macroeconomic aggregates over 2001: 1Q-2017: 4Q period in Algeria.
The main findings of the study reveal the relative ability of credit supply to explain the circumstantial fluctuations in the economic variables especially on labor rate, consumer price index and gross fixed capital formation.
American Psychological Association (APA)
Ammari, Rim. 2020. The macroeconomic effects of credit supply in Algeria : evidence from a restricted var analysis. Revue Algérien de Développement Économique،Vol. 7, no. 1, pp.423-432.
https://search.emarefa.net/detail/BIM-982194
Modern Language Association (MLA)
Ammari, Rim. The macroeconomic effects of credit supply in Algeria : evidence from a restricted var analysis. Revue Algérien de Développement Économique Vol. 7, no. 1 (2020), pp.423-432.
https://search.emarefa.net/detail/BIM-982194
American Medical Association (AMA)
Ammari, Rim. The macroeconomic effects of credit supply in Algeria : evidence from a restricted var analysis. Revue Algérien de Développement Économique. 2020. Vol. 7, no. 1, pp.423-432.
https://search.emarefa.net/detail/BIM-982194
Data Type
Journal Articles
Language
English
Notes
Includes Appendices : p. 429-430
Record ID
BIM-982194