Inflation and inflation uncertainty in Argentina, 1810-2005

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 98
Issue: 3
Pages: 247-252

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Unit root tests results suggest that inflation in Argentina for the period 1810-2005 is a stationary series when account is taken of structural breaks that coincide with bouts of hyperinflation. A GARCH (1,1) model of annual inflation suggests a positive short-run relation between the mean and variance of inflation, supporting Friedman's hypothesis that high inflation is associated with more variable inflation.

Technical Details

RePEc Handle
repec:eee:ecolet:v:98:y:2008:i:3:p:247-252
Journal Field
General
Author Count
1
Added to Database
2026-01-29