Measuring the Relationship between Devaluation and Domestic Inflation in The Short Term: The Case Of Algeria an Econometric Study for the Period "1990-2021"
| المصدر: | مجلة الاقتصاد والتنمية المستدامة |
|---|---|
| الناشر: | جامعة الشهيد حمه لخضر الوادي - كلية العلوم الاقتصادية والتجارية وعلوم التسيير - مخبر اقتصاديات الطاقات المتجددة ودورها في تحقيق التنمية المستدامة |
| المؤلف الرئيسي: | Toumi, Mohamed (Author) |
| مؤلفين آخرين: | Toumi, Bilal (Co-Author) |
| المجلد/العدد: | مج6, ع2 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2023
|
| الشهر: | سبتمبر |
| الصفحات: | 813 - 830 |
| ISSN: |
2661-7986 |
| رقم MD: | 1417259 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Local Inflation | Currency Devaluation | VAR Model
|
| رابط المحتوى: |
| المستخلص: |
The aim of this study is to shed light on the measurement of the relationship and determine the direction of causality between the reduction of currency value and short-term local inflation rates. The study draws its importance from evaluating the actual impact on inflation rates as a direct result of currency devaluation. The study used a Vector Autoregression (VAR) model based on annual data for the period from 1990 to 2021. The results of the study showed, through a causality test, that there is a dynamic relationship between the reduction of currency value (exchange rate) and local inflation. By analyzing response functions, a response to local inflation rates was observed due to shocks in the rate of change of the nominal exchange rate and imported inflation rates, and this response decreases over time. |
|---|---|
| ISSN: |
2661-7986 |
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