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Dinero, precios y tipo de cambio en Argentina: una aplicación del método Johansen-Juselius

Author

Listed:
  • Alfredo Navarro

    (Universidad Católica de La Plata - Universidad Nacional de La Plata)

  • Cristina Oppezzi

    (Universidad Católica de La Plata - Universidad Nacional de La Plata)

Abstract

This study analyses the behaviour of external and domestic prices, exchange rate, interest rates and quantity of money in Argentina during the period 1983-1991. A VAR system in levels is estimated by the Johansen-Juselius methodology and two cointegration vectors are found which contribute to explain the rich dinamic structure among the precited variables.

Suggested Citation

  • Alfredo Navarro & Cristina Oppezzi, 1999. "Dinero, precios y tipo de cambio en Argentina: una aplicación del método Johansen-Juselius," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0(1), pages 103-130, January-J.
    • Handle: RePEc:lap:journl:452
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    Cited by:

    1. Néstor A. Le Clech, 2006. "Ajuste de los fundamentos del modelo monetario en la determinación del tipo de cambio argentino," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 44(2), pages 59-79, Diciembre.

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