Persistencia estadística de la inflación y cambio de régimen:El caso de la República Dominicana 1984-2011

Statistical Persistence of Inflation and Regime Change: The Case of the Dominican Republic from 1984-2011

Nerys Ramírez Mordán ()

MPRA Paper from University Library of Munich, Germany

Abstract: The research explores the evolution of the statistical persistence of inflation in the Dominican Republic, from a monetary approach, for the period 1984-2011. Persistence is defined as the rate at which inflation returns to its long-run average value after a unitary shock; Its analysis is performed on a series of monthly inflation calculated from the time difference of the log of the CPI (π

Keywords: Inflation; economic regime; structural breaks; regresive models (search for similar items in EconPapers)
JEL-codes: C31 E31 (search for similar items in EconPapers)
Date: 2012-07-01
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:76994

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