مجلة دراسات وأبحاث اقتصادية في الطاقات المتجددة
Volume 13, Numéro 1, Pages 475-490
2026-06-10

Inflation Dynamics In Algeria: An Econometric Analysis Using The Vector Autoregression (var) Model



Authors : Djemmani Messaoud . Hellal Abdesselam .

Abstract

This study analyzes inflation dynamics in Algeria from 1990 to 2024, a period marked by significant economic reforms and structural transitions. Given Algeria's heavy reliance on oil revenues, understanding inflation is crucial for maintaining macroeconomic stability and living standards. Utilizing a Vector Autoregression (VAR) model, this research examines the dynamic interactions between inflation and key macroeconomic determinants, including money supply, public expenditure, exchange rates, and import volumes. The methodology employs annual data from the Bank of Algeria and the World Bank, incorporating unit root tests, optimal lag length selection, and Granger causality analysis. Furthermore, Impulse Response Functions (IRF) and Variance Decomposition are applied to track the transmission of economic shocks. The findings aim to clarify how external and internal shocks propagate through the Algerian economy, providing policy recommendations to enhance the effectiveness of monetary frameworks in achieving long-term price stability.

Keywords

: Inflation; VAR Model; Money Supply; Exchange Rate; Monetary Policy.

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