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Inflation in Argentina: Analysis of Persistence Using Fractional Integration

Mateo Isoardi and Luis A. Gil-Alana ()
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Mateo Isoardi: International University of Andalucia
Luis A. Gil-Alana: University of Navarra

Eastern Economic Journal, 2019, vol. 45, issue 2, 204-223

Abstract: 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.

Keywords: Inflation; Argentina; Persistence; Fractional integration (search for similar items in EconPapers)
JEL-codes: C22 E31 (search for similar items in EconPapers)
Date: 2019
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