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Devaluación e Inflacion en Argentina despues de la Convertibilidad

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Author Info

  • Federico Marongiu

    (Universidad de Buenos Aires)

Abstract

This paper tries to explain the causes and consecuences of the inflationary process that Argentina suffered in the first half of year 2002. Here we show the importance of the devaluation and depreciacion of the nominal exchange rate in the explanation of the rise of the price level. We also show the differential impact that the devaluation ahd in consumer and wholesale prices. We used an exchange rate pass-through model in a vector autoregressive fashion to show all this aspects.

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File URL: http://128.118.178.162/eps/mac/papers/0404/0404013.pdf
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Bibliographic Info

Paper provided by EconWPA in its series Macroeconomics with number 0404013.

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Length: 24 pages
Date of creation: 16 Apr 2004
Date of revision:
Handle: RePEc:wpa:wuwpma:0404013

Note: Type of Document - pdf; pages: 24
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Web page: http://128.118.178.162

Related research

Keywords: exchange rate pass-through vector autorregressive inflation devaluation Argentina;

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References

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  1. Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2002. "Why Are Rates of Inflation So Low After Large Devaluations?," NBER Working Papers 8748, National Bureau of Economic Research, Inc.
  2. Jose Manuel Campa & Linda S. Goldberg, 2002. "Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?," NBER Working Papers 8934, National Bureau of Economic Research, Inc.
  3. Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne, 2002. "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," Working Paper Series 145, Sveriges Riksbank (Central Bank of Sweden).
  4. Michael B. Devereux & Charles Engel & Peter E. Storgaard, 2002. "Endogenous Exchange Rate Pass-Through When Nominal Prices are Set in Advance," Working Papers 212002, Hong Kong Institute for Monetary Research.
  5. Dalia Hakura & Ehsan U. Choudhri, 2001. "Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter?," IMF Working Papers 01/194, International Monetary Fund.
  6. Robert J. Hodrick & Edward Prescott, 1981. "Post-War U.S. Business Cycles: An Empirical Investigation," Discussion Papers 451, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  7. Campa, Jose Manuel & Gonzalez Minguez, Jose M., 2006. "Differences in exchange rate pass-through in the euro area," European Economic Review, Elsevier, vol. 50(1), pages 121-145, January.
  8. Guneratne Banda Wickremasinghe & Param Silvapulle, 2004. "Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan," International Finance 0406006, EconWPA.
  9. Bogdan Lissovolik, 2003. "Determinants of Inflation in a Transition Economy: the Case of Ukraine," IMF Working Papers 03/126, International Monetary Fund.
  10. José Manuel Campa & Jose M. González Mínguez, 2002. "Differences in exchange rate pass-through in the euro area," Banco de España Working Papers 0219, Banco de España.
  11. Hamid Faruqee & Dalia Hakura & Ehsan U. Choudhri, 2002. "Explaining the Exchange Rate Pass-Through in Different Prices," IMF Working Papers 02/224, International Monetary Fund.
  12. Agnes Belaisch, 2003. "Exchange Rate Pass-Through in Brazil," IMF Working Papers 03/141, International Monetary Fund.
  13. Billmeier, Andreas & Bonato, Leo, 2004. "Exchange rate pass-through and monetary policy in Croatia," Journal of Comparative Economics, Elsevier, vol. 32(3), pages 426-444, September.
  14. Marco Rossi & Daniel Leigh, 2002. "Exchange Rate Pass-Through in Turkey," IMF Working Papers 02/204, International Monetary Fund.
  15. Ashok Bhundia, 2002. "An Empirical Investigation of Exchange Rate Pass-Through in South Africa," IMF Working Papers 02/165, International Monetary Fund.
  16. Catherine L. Mann, 1986. "Prices, profit margins, and exchange rates," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jun, pages 366-379.
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