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Title: Relation entre Taux d’intérêt et Inflation en Algérie: 1990-2015 The Relationship Between Interest Rate and Inflation in Algeria: 1990-2015
Authors: Radia BENZIANE
Nadine SALAH
Keywords: Inflation
Interest Rate
Fisher Effect
Issue Date: 2017
Series/Report no.: Number 17 2017 Foreign Sec;
Abstract: This study focuses on the relationship between inflation and nominal interest rate in Algeria, more commonly known as the "Fisher relationship", using quarterly data from the first quarter of 1990 to the last quarter of 2015. The econometric study concluded that there is a causal relationship between the two variables and a long run equilibrium relationship. The application of VAR has confirmed the results obtained by indicating that there is a long run relationship, but the effect of inflation on interest rates is higher than the effect of interest rate on inflation.
Description: Revue El Bahith
ISSN: 1112-3613
Appears in Collections:numéro 17 2017 foreign sec

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