Topics in Middle Eastern and North African Economies

Document Type

Article

Publication Date

9-1-2016

Abstract

This study examined the relationship between oil price changes and inflation rate in Algeria from 1970 – 2014. The study method that able to capture for asymmetries in the relationship between oil price and inflation known as nonlinear autoregressive distributed lags (NARDL). The estimated model revealed the existence of nonlinear effect of oil price on inflation. Specifically, we found a significant relation between oil price increases and inflation rate, whereas, a significant relation between oil price reduction and the inflation was absent.

Journal Title

Topics in Middle Eastern and North African Economies

ISSN

2334-282X

Publisher

Middle East Economic Association and Loyola University Chicago

Volume

18

Issue

2

Comments

Presentation of the articles in the Topics in Middle Eastern and North African Economies was made possible by a limited license granted to Loyola University Chicago and Middle East Economics Association from the authors who have retained all copyrights in the articles.

Creative Commons License

Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 3.0 License.

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