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Evaluating The Effectiveness Of The Exchange Rate-Channel In Transmitting The Impact Of Monetary Policy To Inflation In Algeria

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  • Hassani Bouhassoun

    (Université Ahmed Draia d’Adrar)

Abstract

This study aims to evaluate the effectiveness of the exchange rate channel in transmitting the impact of monetary policy to inflation in Algeria during the period (1990 -2017 ), by trying to answer the problem of the study which is: in measuring the effectiveness of the exchange rate channel in transmitting the effects of monetary policy to inflation in Algeria, relying on the SVAR autoregressive methodology.The results of the study led to the acceptance of the second hypothesis, which is that there is little relative effectiveness of the exchange rate channel in transmitting the effects of monetary policy to inflation in Algeria, which reached a rate of (0.09%).

Suggested Citation

  • Hassani Bouhassoun, 2024. "Evaluating The Effectiveness Of The Exchange Rate-Channel In Transmitting The Impact Of Monetary Policy To Inflation In Algeria," Post-Print hal-04678430, HAL.
    • Handle: RePEc:hal:journl:hal-04678430
    Note: View the original document on HAL open archive server: https://hal.science/hal-04678430
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    More about this item

    Keywords

    exchange rate channel monetary policy inflation auto regression (Svar) JEL classification: E43 E52 O44 C32; exchange rate channel; monetary policy; inflation; auto regression (Svar) JEL classification: E43; E52; O44; C32;
    All these keywords.

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • O44 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Environment and Growth
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • O44 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Environment and Growth
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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