Propiedades temporales y relaciones de cointegración de variables nominales en Argentina
Keywords:
tasa de inflación, cointegraciónAbstract
Persistent deviations of the rates of interest, devaluation and inflation could be an indicator on the performance of stabilization plans. This work analyses time-properties of these variables and their long-run relationship by using dynamic system cointegratíon techniques (Argentina 76-91). Although some changes in behavior can be observed after the "Convertibility Plan", the more stable relationship found is between the rates of interest and inflation.
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