Detalle Publicación

Inflation in Argentina: Analysis of Persistence Using Fractional Integration

Título de la revista: EASTERN ECONOMIC JOURNAL
ISSN: 0094-5056
Volumen: 45
Número: 2
Páginas: 204 - 223
Fecha de publicación: 2019
This paper deals with the analysis of the persistence in the inflation rate in Argentina. For this purpose, we use fractionally integrated techniques based on monthly and annual data. The results show evidence of fractional integration and long memory behavior in both cases, being especially noticeable in the case of monthly data with shocks having long-lived effects.