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Raíces unitarias y ciclos en las principales variables macroeconómicas de argentina


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  • Jorge Eduardo Carrera
  • Mariano Féliz
  • Demian Tupac Panigo


In this paper we study the integration properties of some of the main macroeconomic series of Argentina. We present a robust methodology for the analysis of persistence of shocks affecting macroeconomic series and its consequences on the modeling of the cyclical and permanent components. Our strategy consists on testing the stationarity of the series by using a sequence of indicators in such a way that we can analyze the problem from three converging points of view: Persistence of the series, Unit Root (UR) and UR with a Structural Breaks, thus reaching robust results regarding the integration properties of the main 14 Argentinean macroeconomic time series. We are able to classify them in four homogenous groups according to its order of integration. This allows us to determine the best strategy for modeling the cyclical component of each variable. For example, we found that the GDP can be robustly considered integrated of order one, I (1)

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Bibliographic Info

Paper provided by Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata in its series Department of Economics, Working Papers with number 020.

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Length: 43 pages
Date of creation: Feb 2000
Date of revision:
Handle: RePEc:lap:wpaper:020

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