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¿Cuánto es demasiada inflación? Una clasificación de regímenes inflacionarios

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  • De Mier Manuel

Abstract

Las clasificaciones de regímenes inflacionarios propuestas en la literatura se han basado en su mayoría en caracterizaciones arbitrarias, sujetas a juicios de valor por parte de los investigadores. El objetivo de este estudio es proponer un nuevo enfoque metodológico que reduzca la subjetividad y mejore la precisión en la construcción de dichos regímenes. El método se construye a partir de una combinación de técnicas de clustering y árboles de clasificación, que permite obtener una periodización histórica de la historia inflacionaria argentina para el período 1943-2022. Adicionalmente, se introducen dos procedimientos para suavizar la clasificación en el tiempo: una medida de contigüidad temporal de las observaciones y un método de agregación móvil basado en la regla de mayoría simple. Los regímenes obtenidos son contrastados con la literatura existente para la relación inflación-precios relativos, encontrando un mejor desempeño de los regímenes propuestos.

Suggested Citation

  • De Mier Manuel, 2023. "¿Cuánto es demasiada inflación? Una clasificación de regímenes inflacionarios," Asociación Argentina de Economía Política: Working Papers 4640, Asociación Argentina de Economía Política.
    • Handle: RePEc:aep:anales:4640
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    More about this item

    JEL classification:

    • C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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