Evolución de la demanda por dinero en chile (1974-86): una aplicación del filtro de kalman

Raul Labán

Brazilian Review of Econometrics, 1988, vol. 8, issue 1

Abstract: The purpose of this paper is to study the evolution of the demand for money in Chile during a period ( 1974-1986) which is plenty of structurat reforms and policy changes. This paper attempts to present empírical evidence with respect to the stability and predictability of this demand for a country exposed to continuous instabilities. The application of the Kalman Filter serves our purpose of estimating changing elaticities.

Date: 1988
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Persistent link: https://EconPapers.repec.org/RePEc:sbe:breart:v:8:y:1988:i:1:a:3094

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