An Application of ARDL Bounds Testing Approach to the Estimation of Level Relationship between Inflation, Economic Activity and Oil Price in Algeria
| المصدر: | مجلة الدراسات التجارية والاقتصادية المعاصرة |
|---|---|
| الناشر: | جامعة ابن خلدون تيارت - الملحقة الجامعية قصر الشلالة |
| المؤلف الرئيسي: | Attouchi, Manel (Author) |
| المجلد/العدد: | مج4, ع1 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2021
|
| الصفحات: | 169 - 179 |
| DOI: |
10.55624/2382-004-001-010 |
| ISSN: |
2661-7153 |
| رقم MD: | 1238765 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Inflation | GDP | Oil Price | ARDL | Algeria
|
| رابط المحتوى: |
| المستخلص: |
The present paper analyzes the relationship between CPI, GDP& oil prices by adopting ARDL bounds testing approach in Algeria over the period 1970 - 2018. The findings indicate there isa cointegration relationship between variables, which allows us to estimate the error correction model (ECM), at the short run GDP affects consumer price inflation positively only after one lag period at 1% of significance. While, at the long run both oil prices and GDP have an impact on consumer price inflation and those effects are economically significant. Hence an increase in oil prices in Algeria would raise the volume of exports, which may increase the GDP and subsequently, CPI follows as well. |
|---|---|
| ISSN: |
2661-7153 |
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