出版社：Mediterranean Center of Social and Educational Research (MCSER)
摘要：Inflation appears as a first challenge for recent economy performance in Algeria. This study uses the Markov Switching model to examine the relationship between Algerian Inflation and inflation Uncertainty using quarterly data for the period 1974-2014. The main result supports the Friedman-Ball hypothesis for the Algerian case that there is a positive association between the level of inflation and inflation uncertainty. This means that the increase in the level of inflation in Algeria leads to a rise in inflation uncertainty.
关键词：Inflation;Inflation Uncertainty;Markov Switching Model
