The Intertemporal Relation Between Money and Prices: Evidence from Argentina

dc.creatorGabrielli,María Florencia
dc.creatorMc Candless,George
dc.creatorRouillet,María Josefina
dc.date2004-08-01
dc.date.accessioned2017-03-07T15:19:15Z
dc.date.available2017-03-07T15:19:15Z
dc.identifierhttp://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0717-68212004012300002
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/382626
dc.descriptionWe study the relationship between money and prices in Argentina for the periods 1976-1989 and 1991-2001, which represent different monetary, fiscal, exchange rate and political regimes. We perform structural unit root tests, apply a filter similar to Lucas (1980), calculate correlations, perform Granger causality tests and estimate VAR models. The results from the two periods are very different and differ from those found for developed countries. The reaction times we get are much shorter and the direction of causality (Granger) for the earlier period is the opposite of that normally encountered in the literature
dc.formattext/html
dc.languageen
dc.publisherInstituto de Economía, Pontificia Universidad Católica de Chile
dc.sourceCuadernos de economía v.41 n.123 2004
dc.subjectQuantitative Theory
dc.subjectEmpirical Evidence
dc.subjectStructural Unit-Root Testing
dc.subjectVARs
dc.titleThe Intertemporal Relation Between Money and Prices: Evidence from Argentina
dc.typeArtículos de revistas


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