Please use this identifier to cite or link to this item: http://dspace.univ-tiaret.dz:80/handle/123456789/10039
Title: An Application Of Ardl Bounds Testing Approach To The Estimation Of Level Relationship Between Inflation, Economic Activity And Oil Price In Algeria
Authors: Attouchi, Manel
Keywords: Inflation
GDP
ARDL
Oil Price
Issue Date: 9-ينا-2021
Publisher: كلية العلوم الاقتصادية والتجارية وعلوم التسيير
Citation: https://www.asjp.cerist.dz/en/article/141369
Series/Report no.: مجلة الدراسات التجارية والاقتصادية المعاصرة;Volume 4, Numéro 1
Abstract: 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 is a cointegration relationship between variables, which allows us to estimate the 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 ( & insignificant , respectively) . 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.
URI: http://dspace.univ-tiaret.dz:80/handle/123456789/10039
Appears in Collections:volume 04



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