Inflation in Argentina: Analysis of Persistence Using Fractional Integration View Full Text


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Article Info

DATE

2019-04

AUTHORS

Mateo Isoardi, Luis A. Gil-Alana

ABSTRACT

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. More... »

PAGES

204-223

Identifiers

URI

http://scigraph.springernature.com/pub.10.1057/s41302-019-00133-8

DOI

http://dx.doi.org/10.1057/s41302-019-00133-8

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1111406374


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