| dc.creator | Gabrielli,María Florencia | |
| dc.creator | Mc Candless,George | |
| dc.creator | Rouillet,María Josefina | |
| dc.date | 2004-08-01 | |
| dc.date.accessioned | 2020-02-17T15:32:52Z | |
| dc.date.available | 2020-02-17T15:32:52Z | |
| dc.identifier | https://scielo.conicyt.cl/scielo.php?script=sci_arttext&pid=S0717-68212004012300002 | |
| dc.identifier.uri | https://revistaschilenas.uchile.cl/handle/2250/130438 | |
| dc.description | We 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.format | text/html | |
| dc.language | en | |
| dc.publisher | Instituto de Economía, Pontificia Universidad Católica de Chile | |
| dc.relation | 10.4067/S0717-68212004012300002 | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.source | Cuadernos de economía v.41 n.123 2004 | |
| dc.subject | Quantitative Theory | |
| dc.subject | Empirical Evidence | |
| dc.subject | Structural Unit-Root Testing | |
| dc.subject | VARs | |
| dc.title | The Intertemporal Relation Between Money and Prices: Evidence from Argentina | |
