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La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012

The relationship between inflation's and growth's discrete cycles: Peru 1993-2012

Carlos Barrera-Chaupis ()

MPRA Paper from University Library of Munich, Germany

Abstract: We search for evidence against the hypothesis of a non-linear relationship between inflation and growth rates for 1993-2012 Peruvian data. A family of dichotomous models provide the way to model the relationship between the those two variables' cycles. Given the acceleration/de-acceleration phases' persistence, we estimate auto-regressive uni-variate logit models as well as both static and auto-regressive bi-variate probit models. The results suggest the existence of an stochastic relationship between the discrete cycles of inflation and growth rates.

Keywords: time series models; discrete regression; logit model; construction and evaluation of models; prediction; business fluctuations (search for similar items in EconPapers)
JEL-codes: C22 C25 C51 C52 C53 E32 (search for similar items in EconPapers)
Date: 2014-12-22
New Economics Papers: this item is included in nep-mac
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Related works:
Working Paper: La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012 (2014) Downloads
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