| Titre : | Dynamic Interactions Between Monetary Policy, Exchange Rates, and Inflation: A VAR Analysis of Developing Economies |
| Auteurs : | Bouderbala ikhlas amani, Auteur ; SEG-P AOUAD Hadjar Soumia, Directeur de thèse ; SEG-P AOUAD Hadjar Soumia |
| Type de document : | texte imprimé |
| Editeur : | SAIDA [ALGERIE] : 1- جامعة سعيدة الدكتور مولاي الطاهر / كلية العلوم الاقتصادية والتجارية وعلوم التسيير, 2025-2026 |
| Format : | 120p / 27cm |
| Accompagnement : | +CD-ROM |
| Langues: | Arabe |
| Catégories : | |
| Note de contenu : |
TABLE OF CONTENTS
Title page Praise Dedication General Introduction a Chapter One: the dynamic Interaction between the Algerian and usa Inflation and and DZD/ USD Exchange Rate in the context of Purchasing power parity (ppp) theory Part One: Theoretical Dimension 06 Preamble to the Theoretical Part 06 Definition of the Theory 06 Core Assumptions 07 Mathematical Formulation 07 Forms of the Theory 08 Mechanism of Action 09 Significance of the Theory 09 Criticisms and Limitations 10 Part 2 : Historical Development and Literature REVIEW 10 Previous Studies on Purchasing Power Parity (PPP) 11 Recent Studies on Purchasing Power Parity (PPP) 12 Summary of the Theoretical Part 17 Stander study of the dynamic interaction between the algerian and american extrangrate inflation Introduction to the Econometric Section 19 Data and methodology 19 Methodology 19 Data 19 First step: madura model presentation 20 Logarithmic Transformation 21 Second step : graphs and descriptive stats 22 Statistical and Econometric Tables 22 Econometric Analysis of the ADF Test Results 27 Third Step: Wald Test for PPP 27 Fourth step 29 ARDL Model 29 VAR Modelling 29 Chapter 02 : the dynamic interaction between the Algerian and usa interastrat and and extrangerate under the international ficher effect Part 1: Theoretical Dimension 41 Preamble to the Theoretical Part 41 Definition of the Theory 41 Core Assumptions 42 Mathematical Formulation 42 Mechanism of Action 44 Significance of the Theory 44 Criticisms and Limitations 45 Part 2: Historical Development and Literature 45 3 Previous Studies on the International Fisher Effect (IFE) 46 More modern research has confirmed these rejections time and again. 46 Empirical Literature Review of the International Fisher Effect (IFE) 48 the dynamic interaction between the Algerian and usa interastrat and extrangerate under the international ficher effect Data and Methodology 56 56 Methodology Data 56 First step: Madura model presentation 57 Data Imputation of the Algerian Interest Rate Series 58 Graphs and Descriptive Statistics 59 Wald Test for IFE 67 VEC Residual Serial Correlation LM Test 70 Impulse Response Functions (IRFs) 73 Conclusion 73 Dynamics Interactions Between Monetary Policy, Exchange Rates, and Inflation General conclusion 83 Annex 86 REFERENCES 115 |
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Documents numériques (1)
BUC-M 010979 Adobe Acrobat PDF |
