The Effect of Oil Prices Fluctuation on Inflation in Algeria: Using MIDAS Regressions
| المصدر: | مجلة بحوث الإدارة والاقتصاد |
|---|---|
| الناشر: | جامعة زيان عاشور بالجلفة - كلية العلوم الاقتصادية والتجارية وعلوم التسيير |
| المؤلف الرئيسي: | Zerrouk, Ben Mouaffek (Author) |
| مؤلفين آخرين: | Khallout, Manal (Co-Author), Kesri, Mohamed Adel (Co-Author), Djorfi, Zakaria (Co-Author) |
| المجلد/العدد: | مج5, ع3 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2023
|
| الشهر: | سبتمبر |
| الصفحات: | 630 - 646 |
| ISSN: |
2676-184x |
| رقم MD: | 1417506 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Oil Prices | Inflation | MIDAS | Algeria
|
| رابط المحتوى: |
| المستخلص: |
The purpose of this study is to contribute to the literature by studying the effects of sudden changes in crude oil prices on inflation in Algeria. Since an inflation-targeting regime is being carried out by the Central Bank of Algeria, the determination of such effects is becoming more important. Therefore empirical evidence in this paper proposed MIDAS regressions resorting to Almon Lag Polynomials to determine the nature and strength of the relationship that binds the Oil prices fluctuation to the rate of inflation in Algeria during the period 2010-2022, using the Eviews program 12. The result of the empirical analysis reveals the positive impact of the frequency of the high Oil prices (monthly) on the frequency of the low Inflation Rate (quarterly) in Algeria during the period 2010-2022, which concluded that there is an immediate positive effect for Oil prices in the Inflation variable, whereas it appears in the larger way after 04 months, also the findings point to predict of inflation until the second quarter of 2023, according to available information about the Oil prices. |
|---|---|
| ISSN: |
2676-184x |
عناصر مشابهة
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