مجلة دفاتر اقتصادية
Volume 16, Numéro 1, Pages 116-131
2025-05-25

Impact Of Exchange Rate Volatility On Inflation In Algeria-



Authors : Djorfi Zakaria . Almi Hassiba .

Abstract

Examining the interplay between inflation and currency volatility in Algeria from 2010 to 2022 is the primary objective of this study. The study used MIDAS regressions using Almon Lag Polynomials to analyze quarterly Inflation Rate and monthly Exchange Rate data evaluated using Eviews 12. During the period under consideration, when high exchange rates occurred more frequently (monthly), the data indicate that low inflation rates occurred more frequently. The study found that the exchange rate and inflation have a positive link immediately and an even larger correlation after four months. With the current exchange rate data only allowing for inflation rate forecasts up to the first quarter of 2023, this study also shows that inflation's short-term forecasting capabilities are limited. Keywords: Exchange Rate Volatility, Inflation Rate, MIDAS regressions, Almon Lag Polynomials, Forecasting, Algeria. JEL Classification: F31, E31, C11, O55

Keywords

Exchange Rate Volatility, ; Inflation Rate ; MIDAS regressions ; Algeria

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