Carrera, Jorge Eduardo; Féliz, Mariano; Panigo, Demian … - Facultad de Ciencias Económicas, Universidad Nacional … - 2000
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...