المجلة الجزائرية للتنمية الإقتصادية
Volume 7, Numéro 2, Pages 429-444
2020-12-29

Determinants Of Inflation In Algeria: Analysis With A Vector Error Correction Model From 2001 To 2016



Authors : Atil Assia . Saouli Mourad .

Abstract

To well understand the phenomenon of the persistent increase in the general level of prices, this study aims to identify the determinants of inflation rate, highlighting the case of the Algerian economy, during the period from 2001 to 2016. For better results, the descriptive approach has adopted, besides the econometric methods on a quadrennial basis, by estimating a Vector Error Correction Model (VECM). The empirical results have shown 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. And 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.

Keywords

Inflation ; Money Supply ; Oil Rents ; Unemployment ; VECM

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