Template-Type: ReDIF-Article 1.0

Author-Name: Alfredo Navarro
Author-Workplace-Name: Universidad Católica de La Plata - Universidad Nacional de La Plata

Author-Name: Cristina Oppezzi
Author-Workplace-Name: Universidad Católica de La Plata - Universidad Nacional de La Plata

Title: Dinero, precios y tipo de cambio en Argentina: una aplicación del método Johansen-Juselius

Abstract: This study analyses the behaviour of external and domestic prices, exchange rate, interest rates and quantity of money in Argentina during the period 1983-1991. A VAR system in levels is estimated  by the Johansen-Juselius methodology and two cointegration vectors are found which contribute to explain the rich dinamic structure among the precited variables.

Journal: Económica
Pages: 103-130
Volume: XLV
Issue: 1
Year: 1999
Month: January-June

File-URL: https://revistas.unlp.edu.ar/Economica/article/view/8893/7729
File-Format: Application/pdf
Handle: RePEc:akh:journl:452