Acerca de la estacionalidad estocástica. Una aplicación para la demanda real de dinero en Uruguay

Elizabeth Bucacos ()
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Elizabeth Bucacos: Banco Central del Uruguay

No 2005001, Documentos de trabajo from Banco Central del Uruguay

Abstract: When the seasonal component of a particular statistical series is treated as if it were a mere deterministic phenomenon instead of a stochastic one, it may lead to inconsistent estimations, statistical inference errors and policy biases. This issue is addressed in this paper, focusing mainly on real money balances demand for Uruguay

Keywords: Señoreaje; demanda de dinero; inflación; política monetaria; Uruguay (search for similar items in EconPapers)
JEL-codes: C53 E41 E47 E52 N16 (search for similar items in EconPapers)
Pages: 30 pages
Date: 2005-06
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