مجلة العلوم الاقتصادية وعلوم التسيير
Volume 26, Numéro 1, Pages 80-96
2026-07-31

The Asymmetric Effects Of Global Food Price And Exchange Rate Shock's On Food Security In Algeria : An Empirical Investigation Using The Nardl Framework (2000-2025)



Authors : Loughreit Wided . Sahali Noureddine . Batache Abderrahmane .

Abstract

This study examines the asymmetric impact of global food price shocks and exchange rate fluctuations on food security in Algeria, using a NARDL model with quarterly data (first quarter of 2000 through fourth quarter of 2025). Based on the entitlement approach developed by Sen and the theory of asymmetric price pass-through, the results reveal that positive food price shocks (0.347, p < 0.01) and a depreciation of the exchange rate (0.283, p < 0.01) significantly exacerbate food insecurity, whereas positive shocks lead only to marginal and delayed improvements. Wald tests decisively reject the null hypothesis. Dynamic simulations confirm that negative effects materialize within 4–6 quarters, while recovery requires 10–14 quarters. Domestic agricultural output acts as a mitigating buffer. These findings reveal deep structural vulnerabilities and call for exchange rate stability, import diversification, and sustainable agricultural investment.

Keywords

Food security ; NARDL ; Asymmetric price transmission ; Exchange rate ; Algeria

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