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La economía argentina ayer y hoy: hechos estilizados y des-estilizados

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  • Mara Leticia Rojas

Abstract

El objetivo del trabajo es observar el comportamiento de un conjunto ampliado de variables macroeconómicas para Argentina en el período 2004-2020, mediante el análisis de funciones de correlación cruzada entre los componentes cíclicos de las series desestacionalizadas y las series desestacionalizadas y preblanqueadas. Este segundo paso implica utilizar una metodología más rigurosa que el filtrado comúnmente utilizado siendo que los componentes cíclicos suelen tener elementos inerciales. Se pretende actualizar los resultados en referencia al tema, establecer comparaciones con trabajos previos a fin de verificar o no la persistencia de los fenómenos observados y ampliar el análisis dado que se incluyen 30 variables representativas del producto, el mercado laboral, el sector público, sector monetario y sector externo. Las principales conclusiones muestran que, mientras que los hechos estilizados comúnmente observados se mantienen para las variables reales, como ser el consumo, la inversión o el salario real, las variables monetarias, el gasto público y variables representativas del sector externo (incluidas algunas referidas a movimientos de capitales) merecen un análisis mucho más detallado.

Suggested Citation

  • Mara Leticia Rojas, 2020. "La economía argentina ayer y hoy: hechos estilizados y des-estilizados," Asociación Argentina de Economía Política: Working Papers 4400, Asociación Argentina de Economía Política.
    • Handle: RePEc:aep:anales:4400
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    References listed on IDEAS

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    More about this item

    Keywords

    ciclo económico; hechos estilizados; Argentina; filtro HP; preblanqueo;
    All these keywords.

    JEL classification:

    • E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
    • N1 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations

    NEP fields

    This paper has been announced in the following NEP Reports:

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