Cambios en la dinamica inflacionaria de la Republica Argentina (2004-2020). Un analisis a traves del filtro de Kalman

Ernesto Gabriel Pizarro Levi ()
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Ernesto Gabriel Pizarro Levi: Universidad Nacional de Chilecito, Departamento de Ciencias Básicas y Tecnológicas, La Rioja, Argentina.

EconoQuantum, Revista de Economia y Finanzas, 2024, vol. 21, issue 2, 1-27

Abstract: Objective: the aim of this study is to analyze the changes in the dynamics of inflation in Argentina between the years 2004 and 2020. Methodology: the Kalman filter is employed to estimate the relationship between the variables under study. By tracking the evolution of the estimated coefficients over time, this method identifies which variables explain the behavior of inflationary processes in Argentina. Results: the estimated coefficients exhibit fluctuations over time. Exchange rates and inflationary inertia are the varia-bles with the greatest impact. Limitations: while the Kalman filter addresses the issue of estimating time-varying parameters, it does not strictly determine the causes of inflation but rather changes in inflation dynamics. Originality: consistent with contemporary studies, this research confirms that Argentinian inflation can be explained by several variables. Conclusions: the study provides insights into the influence of different variables on the recurring inflationary proces-ses in Argentina, highlighting the significance of each to explain the phenomenon.

Keywords: Kalman filter; inflation; Argentina; inflation dynamics. (search for similar items in EconPapers)
JEL-codes: C01 C32 C51 E3 E31 (search for similar items in EconPapers)
Date: 2024
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