التكامل الاقتصادي
Volume 13, Numéro 3, Pages 240-253
2025-09-30
Exchange Rate Pass-through To Consumer Prices In Algeria: An Nardl Model
Authors : Zeraka Mohammed . Benbouziane Mohammed .
Abstract
This study aims to determine the potential effects of positive and negative changes in the effective nominal exchange rate of the Algerian dinar on the consumer price index during the period from 2004 to 2022. For this purpose, the NARDL model was used to test the asymmetric relationship between exchange rates and consumer prices. The results of the study showed that the relationship between these two variables is characterized by asymmetry, as the impact of the improvement in the value of the dinar is more strong and clear compared to the effects resulting from the deterioration of its value. These results call for the adoption of balanced economic policies that focus on enhancing the stability of the exchange rate and supporting domestic production in addition to working to improve inflation management in the short and long term
Keywords
exchange rate ; consumer prices ; NARDL Model ; asymmetric ; effect
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