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Dinámica inflacionaria argentina pre-COVID 19: un mundo minado de outliers

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  • Fernando Zarzosa Valdivia

Abstract

Este paper extiende, para el período 2005M10-2020M03, el análisis de Zarzosa Valdivia (2020) al introducir outliers estocásticos en la dinámica de la inflación general y sus componentes (alimentos y bebidas, vestimenta o indumentaria, vivienda, equipamiento del hogar, salud, transporte y comunicación, recreación, educación y bienes y servicios varios). Encontramos evidencia de a) que en el 10\% de los últimos 15 años (34 meses) Argentina ha sufrido algún tipo de shock de precios, b) inercia inflacionaria cercana al 50% para la inflación general y los alimentos, c) la inflación aumentará en un 23% de una devaluación en el primer trimestre.

Suggested Citation

  • Fernando Zarzosa Valdivia, 2020. "Dinámica inflacionaria argentina pre-COVID 19: un mundo minado de outliers," Asociación Argentina de Economía Política: Working Papers 4428, Asociación Argentina de Economía Política.
    • Handle: RePEc:aep:anales:4428
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    References listed on IDEAS

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    More about this item

    Keywords

    Inflación; inflación sectorial; ARMAX; Outliers; Inercia;
    All these keywords.

    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling

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