Asymmetric Transmission of Monetary Policy through Interest Rate, Credit Volumes and Exchange Rate Channels Using Nonlinear Autoregressive Distributed Lags "NARDL" Method: Evidence from Algeria
| المصدر: | المجلة الدولية للأداء الاقتصادي |
|---|---|
| الناشر: | جامعة أمحمد بوقرة بومرداس - مخبر أداء المؤسسات الاقتصادية الجزائرية في ظل الحركية الاقتصادية الدولية |
| المؤلف الرئيسي: | Yahia, Amel (Author) |
| المجلد/العدد: | مج6, ع2 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2023
|
| الشهر: | ديسمبر |
| الصفحات: | 469 - 494 |
| DOI: |
10.54241/2065-006-002-025 |
| ISSN: |
2661-7161 |
| رقم MD: | 1438616 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Monetary Policy | NARDL | Monetary Policy Transmission Channels | Inflation | Gross National Product
|
| رابط المحتوى: |
| LEADER | 02328nam a2200229 4500 | ||
|---|---|---|---|
| 001 | 2185362 | ||
| 024 | |3 10.54241/2065-006-002-025 | ||
| 041 | |a eng | ||
| 044 | |b الجزائر | ||
| 100 | |9 642324 |a Yahia, Amel |e Author | ||
| 245 | |a Asymmetric Transmission of Monetary Policy through Interest Rate, Credit Volumes and Exchange Rate Channels Using Nonlinear Autoregressive Distributed Lags "NARDL" Method: |b Evidence from Algeria | ||
| 260 | |b جامعة أمحمد بوقرة بومرداس - مخبر أداء المؤسسات الاقتصادية الجزائرية في ظل الحركية الاقتصادية الدولية |c 2023 |g ديسمبر | ||
| 300 | |a 469 - 494 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b This article aims to study the effectiveness and symmetry of the transmission of monetary policy in Algeria through the channels of interest rates, credit, and exchange rates in both the short and long term, using the Nonlinear Autoregressive Distributed Lag (NARDL) method. The study of asymmetric effects of monetary policy channels on both output and prices stability is of paramount value for monetary policy analysis and implementation. The results have shown that the transmission of monetary policy in Algeria exhibits an asymmetric nature, except for the effect of bank lending interest rates on real gross domestic product and inflation and that the traditional interest rate channel is the most effective in transmitting the effects of monetary policy to real gross domestic product, while positive variations in credit volume are most effective in the long term, and negative changes in the exchange rate are the most efficient in the short-term concerning the transmission to inflation. | ||
| 653 | |a السياسات النقدية |a أسعار الصرف |a الناتج المحلي الاجمالي |a الجزائر | ||
| 692 | |b Monetary Policy |b NARDL |b Monetary Policy Transmission Channels |b Inflation |b Gross National Product | ||
| 773 | |4 الإدارة |6 Management |c 025 |e International Journal of Economic Performance IJEP |f Al-Mağallaẗ al-duwaliyaẗ li-l-adā’ al-iqtiṣādī |l 002 |m مج6, ع2 |o 2065 |s المجلة الدولية للأداء الاقتصادي |v 006 |x 2661-7161 | ||
| 856 | |u 2065-006-002-025.pdf | ||
| 930 | |d y |p y |q n | ||
| 995 | |a EcoLink | ||
| 999 | |c 1438616 |d 1438616 | ||
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