IDEAS home Printed from https://ideas.repec.org/p/cem/doctra/465.html
   My bibliography  Save this paper

El Ciclo Ganadero y el Modelo de Díaz Alejandro

Author

Listed:
  • Roque B. Fernández

Abstract

El ciclo ganadero se ha repetido en diferentes períodos de la historia Argentina. Normalmente el ciclo surge por políticas de controles de precios, que luego se abandonan para posteriormente ser reintroducidas generando un nuevo ciclo. Reescribo aquí el modelo original de Díaz Alejandro con la doble intención de, por un lado, ilustrar los ciclos que ocurrieron con posterioridad a los sesenta y por otro lado especificar algunos aspectos dinámicos del modelo, que no fueron tratados en su versión original. El marco conceptual que utilizo está estrechamente vinculado con otro trabajo, Fernández (2011), donde estudio la dinámica de prácticas populistas que últimamente han tenido amplia difusión y soporte teórico de numerosos autores en el área de la sociología y ciencias políticas como, por ejemplo, Panizza (2009) y Laclau (2010).

Suggested Citation

  • Roque B. Fernández, 2011. "El Ciclo Ganadero y el Modelo de Díaz Alejandro," CEMA Working Papers: Serie Documentos de Trabajo. 465, Universidad del CEMA.
  • Handle: RePEc:cem:doctra:465
    as

    Download full text from publisher

    File URL: https://www.ucema.edu.ar/publicaciones/download/documentos/465.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Calvo, Guillermo A., 1983. "Staggered prices in a utility-maximizing framework," Journal of Monetary Economics, Elsevier, vol. 12(3), pages 383-398, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Thomas Lubik, 2003. "Investment Spending,Equilibrium Indeterminacy and the Interactions of Monetary and Fiscal Policy," Economics Working Paper Archive 490, The Johns Hopkins University,Department of Economics.
    2. Mumtaz, Haroon & Theodoridis, Konstantinos, 2017. "Common and country specific economic uncertainty," Journal of International Economics, Elsevier, vol. 105(C), pages 205-216.
    3. Martin Cerisola & Gaston Gelos, 2009. "What drives inflation expectations in Brazil? An empirical analysis," Applied Economics, Taylor & Francis Journals, vol. 41(10), pages 1215-1227.
    4. Choudhri, Ehsan U. & Hakura, Dalia S., 2015. "The exchange rate pass-through to import and export prices: The role of nominal rigidities and currency choice," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 1-25.
    5. Morita, Hiroshi, 2014. "External shocks and Japanese business cycles: Evidence from a sign-restricted VAR model," Japan and the World Economy, Elsevier, vol. 30(C), pages 59-74.
    6. Dumas, Bernard & Savioz, Marcel René, 2020. "A Theory of the Nominal Character of Stock Securities," CEPR Discussion Papers 15507, C.E.P.R. Discussion Papers.
    7. Murray, James, 2014. "Fiscal Policy Uncertainty and Its Macroeconomic Consequences," MPRA Paper 57409, University Library of Munich, Germany.
    8. Javier Andrés & Pablo Burriel & Ángel Estrada, 2006. "BEMOD: a DSGE model for the Spanish economy and the rest of the Euro area," Working Papers 0631, Banco de España.
    9. Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2013. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 913-932, August.
    10. Carvalho, Carlos & Schwartzman, Felipe, 2015. "Selection and monetary non-neutrality in time-dependent pricing models," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 141-156.
    11. Ghironi, Fabio & Hernandez, Kolver, 2004. "Comments on "Monetary policy rules and exchange rate flexibility in a simple dynamic general equilibrium model"," Journal of Macroeconomics, Elsevier, vol. 26(2), pages 309-313, June.
    12. Sveen, Tommy, 2014. "Capital accumulation, sectoral heterogeneity and the Taylor principle," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 20-28.
    13. Alex Cukierman & Anton Muscatelli, 2001. "Do Central Banks have Precautionary Demands for Expansions and for Price Stability?," Working Papers 2002_4, Business School - Economics, University of Glasgow, revised Mar 2002.
    14. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
    15. Paustian, Matthias & Stoltenberg, Christian, 2008. "Optimal interest rate stabilization in a basic sticky-price model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3166-3191, October.
    16. Idriss Fontaine, 2021. "Uncertainty and Labour Force Participation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 437-471, April.
    17. Rajesh Singh & Chetan Subramanian, 2008. "The optimal choice of monetary policy instruments in a small open economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 105-137, February.
    18. Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo.
    19. Mellár, Tamás, 2010. "Válaszút előtt a makroökonómia? [Does macroeconomics face a dilemma?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 591-611.
    20. Forni, L. & Gerali, A. & Notarpietro, A. & Pisani, M., 2015. "Euro area, oil and global shocks: An empirical model-based analysis," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 295-314.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cem:doctra:465. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Valeria Dowding (email available below). General contact details of provider: https://edirc.repec.org/data/cemaaar.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.