Propiedades temporales y relaciones de cointegración de variables nominales en Argentina

Authors

  • Hildegart Ahumada

Keywords:

tasa de inflación, cointegración

Abstract

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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Published

1994-12-30

How to Cite

Ahumada, H. (1994). Propiedades temporales y relaciones de cointegración de variables nominales en Argentina. Económica, 40(1), p. 1–29. Retrieved from https://revistas.unlp.edu.ar/Economica/article/view/5427

Issue

Vol. 40 No. 1 (1994)

Section

Articles

License

The material published in the journal is distributed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0) license. This license requires proper credit to be given, a link to the license to be provided, and changes to be indicated. It does not permit commercial use of the work, and if the work is remixed, transformed, or otherwise modified, distribution of such modification is not allowed.