Persistencia de la Inflación en Uruguay

Elena Ganón Garayalde ()
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Elena Ganón Garayalde: Banco Central del Uruguay

No 2012013, Documentos de trabajo from Banco Central del Uruguay

Abstract: In this paper, for the period 1939-2012, we analyze reduced measures of inflation persistence, also studied their evolution over time. As global inflation indicator used Consumer Price Index variations, also exclusion CPI are employed for core inflation analysis. The study takes into account the frequency of the series, the temporal aggregation shape and size of the mobile data window.Reduced measures considered are: autocorrelation function, the evolution of lag one autocorrelation and sum AR(p) coeficients among others.

Keywords: inflation persistence; reduced measures; persistencia; inflación.; medidas; reducidas (search for similar items in EconPapers)
JEL-codes: E31 (search for similar items in EconPapers)
Pages: 55 pages
Date: 2012, Revised 2013
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Persistent link: https://EconPapers.repec.org/RePEc:bku:doctra:2012013

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