Unit roots and cycles in the main macroeconomic variables for Argentina

In this paper we study the integration properties of some of the main macroeconomic series of Argentina. We present a robust methodology for the analysis of persistence of shocks affecting macroeconomic series and its consequences on the modeling of the cyclical and permanent components. Our strateg...

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Autores principales: Carrera, Jorge Eduardo, Féliz, Mariano, Panigo, Demian Tupac
Formato: Articulo Documento de trabajo
Lenguaje:Inglés
Publicado: 2000
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Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/3508
http://www.depeco.econo.unlp.edu.ar/doctrab/doc20.pdf
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