{"id":5743,"date":"2023-03-03T13:23:48","date_gmt":"2023-03-03T13:23:48","guid":{"rendered":"https:\/\/aaep.org.ar\/?p=5743"},"modified":"2023-03-03T13:23:49","modified_gmt":"2023-03-03T13:23:49","slug":"determinantes-de-la-inflacion-en-argentina-durante-el-periodo-2004-2022","status":"publish","type":"post","link":"https:\/\/aaep.org.ar\/?p=5743","title":{"rendered":"Determinantes de la inflaci\u00f3n en Argentina durante el per\u00edodo 2004-2022"},"content":{"rendered":"<iframe loading=\"lazy\" class=\"wonderplugin-pdf-iframe\" src=\"https:\/\/aaep.org.ar\/wp-content\/plugins\/wonderplugin-pdf-embed\/pdfjslight\/web\/viewer.html?v=2&file=https:\/\/aaep.org.ar\/works\/works2022\/4555.pdf\" width=\"100%\" height=\"600px\" style=\"border:0;\"><\/iframe>\n","protected":false},"excerpt":{"rendered":"<p>Este documento analiza la relaci\u00f3n emp\u00edrica entre la tasa de inflaci\u00f3n y sus determinantes pr\u00f3ximos en Argentina utilizando datos mensuales durante el per\u00edodo 2004-2022 y un enfoque de modelos de vectores de correcci\u00f3n al error (VEC). El modelo VEC permite analizar tanto relaciones de largo plazo como la din\u00e1mica de corto entre variables que se determinan de forma simult\u00e1nea. A diferencia de la literatura previa, este trabajo parte de un modelo te\u00f3rico que motiva la inclusi\u00f3n de diferentes variables que se espera contribuyan a explicar la inflaci\u00f3n, lo cual permite disminuir el riesgo de omitir variables relevantes y, a su vez, formalizar mecanismos claves. La inferencia es realizada a trav\u00e9s de an\u00e1lisis de causalidad de Granger, funciones de impulso respuesta, y descomposici\u00f3n de la varianza de los errores de pron\u00f3stico. Los resultados sugieren que un plan antiinflacionario para Argentina deber\u00eda tener en consideraci\u00f3n, tanto la mayor relevancia que tienen el componente inercial, el tipo de cambio, y la tasa de inter\u00e9s en la din\u00e1mica de corto plazo del nivel de precios, como la relaci\u00f3n de largo plazo entre precios, tasa de inter\u00e9s, y tarifas.<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"_coblocks_attr":"","_coblocks_dimensions":"","_coblocks_responsive_height":"","_coblocks_accordion_ie_support":"","footnotes":""},"categories":[29],"tags":[30],"class_list":["post-5743","post","type-post","status-publish","format-standard","hentry","category-anales","tag-aaep-anales-2022"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.5 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Determinantes de la inflaci\u00f3n en Argentina durante el per\u00edodo 2004-2022 - Asociaci\u00f3n Argentina de Econom\u00eda Pol\u00edtica<\/title>\n<meta name=\"robots\" content=\"noindex, follow\" \/>\n<meta property=\"og:locale\" content=\"es_ES\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Determinantes de la inflaci\u00f3n en Argentina durante el per\u00edodo 2004-2022 - Asociaci\u00f3n Argentina de Econom\u00eda Pol\u00edtica\" \/>\n<meta property=\"og:description\" content=\"Este documento analiza la relaci\u00f3n emp\u00edrica entre la tasa de inflaci\u00f3n y sus determinantes pr\u00f3ximos en Argentina utilizando datos mensuales durante el per\u00edodo 2004-2022 y un enfoque de modelos de vectores de correcci\u00f3n al error (VEC). El modelo VEC permite analizar tanto relaciones de largo plazo como la din\u00e1mica de corto entre variables que se determinan de forma simult\u00e1nea. A diferencia de la literatura previa, este trabajo parte de un modelo te\u00f3rico que motiva la inclusi\u00f3n de diferentes variables que se espera contribuyan a explicar la inflaci\u00f3n, lo cual permite disminuir el riesgo de omitir variables relevantes y, a su vez, formalizar mecanismos claves. La inferencia es realizada a trav\u00e9s de an\u00e1lisis de causalidad de Granger, funciones de impulso respuesta, y descomposici\u00f3n de la varianza de los errores de pron\u00f3stico. Los resultados sugieren que un plan antiinflacionario para Argentina deber\u00eda tener en consideraci\u00f3n, tanto la mayor relevancia que tienen el componente inercial, el tipo de cambio, y la tasa de inter\u00e9s en la din\u00e1mica de corto plazo del nivel de precios, como la relaci\u00f3n de largo plazo entre precios, tasa de inter\u00e9s, y tarifas.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/aaep.org.ar\/?p=5743\" \/>\n<meta property=\"og:site_name\" content=\"Asociaci\u00f3n Argentina de Econom\u00eda Pol\u00edtica\" \/>\n<meta property=\"article:published_time\" content=\"2023-03-03T13:23:48+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2023-03-03T13:23:49+00:00\" \/>\n<meta name=\"author\" content=\"aaepolitica\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:creator\" content=\"@aaepoficial\" \/>\n<meta name=\"twitter:site\" content=\"@aaepoficial\" \/>\n<meta name=\"twitter:label1\" content=\"Escrito por\" \/>\n\t<meta name=\"twitter:data1\" content=\"aaepolitica\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"https:\\\/\\\/aaep.org.ar\\\/?p=5743#article\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/aaep.org.ar\\\/?p=5743\"},\"author\":{\"name\":\"aaepolitica\",\"@id\":\"https:\\\/\\\/aaep.org.ar\\\/#\\\/schema\\\/person\\\/7150b747ba20875259c74b2cd177316c\"},\"headline\":\"Determinantes de la inflaci\u00f3n en Argentina durante el per\u00edodo 2004-2022\",\"datePublished\":\"2023-03-03T13:23:48+00:00\",\"dateModified\":\"2023-03-03T13:23:49+00:00\",\"mainEntityOfPage\":{\"@id\":\"https:\\\/\\\/aaep.org.ar\\\/?p=5743\"},\"wordCount\":27,\"publisher\":{\"@id\":\"https:\\\/\\\/aaep.org.ar\\\/#organization\"},\"keywords\":[\"AAEP Anales 2022\"],\"articleSection\":[\"Anales\"],\"inLanguage\":\"es\"},{\"@type\":\"WebPage\",\"@id\":\"https:\\\/\\\/aaep.org.ar\\\/?p=5743\",\"url\":\"https:\\\/\\\/aaep.org.ar\\\/?p=5743\",\"name\":\"Determinantes de la inflaci\u00f3n en Argentina durante el per\u00edodo 2004-2022 - 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