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

Hassani Bouhassoun ()
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Hassani Bouhassoun: Université Ahmed Draia d’Adrar

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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%).

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 (search for similar items in EconPapers)
Date: 2024-06-30
New Economics Papers: this item is included in nep-ara and nep-mon
Note: View the original document on HAL open archive server: https://hal.science/hal-04678430
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Published in International Journal of Economic Performance - المجلة الدولية للأداء الاقتصادي, 2024, 07 (01)

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