Inflationary regimes and relative price variability: Evidence from Argentina

This paper explores the relation between inflation and relative prices for Argentina over the 1960-1993 period. The study is carried out in the framework of four inflationary regimes: moderate, high, very high inflation and hyperinflation. The evidence favors the view of non-neutrality of inflation:...

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Detalles Bibliográficos
Autor: Dabús, Carlos Darío
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2000
País:Argentina
Institución:Consejo Nacional de Investigaciones Científicas y Técnicas
Repositorio:CONICET Digital (CONICET)
Idioma:inglés
OAI Identifier:oai:ri.conicet.gov.ar:11336/96064
Acceso en línea:http://hdl.handle.net/11336/96064
Access Level:acceso abierto
Palabra clave:INFLATIONARY REGIMES
RELATIVE PRICE VARIABILITY
https://purl.org/becyt/ford/5.2
https://purl.org/becyt/ford/5
Descripción
Sumario:This paper explores the relation between inflation and relative prices for Argentina over the 1960-1993 period. The study is carried out in the framework of four inflationary regimes: moderate, high, very high inflation and hyperinflation. The evidence favors the view of non-neutrality of inflation: relative price variability is increasing in inflation, but decreasing when inflation climbs smoothly and gradually. The inflation rate and its volatility are the main explanatory factors of price variability, while the effects of expected and unexpected inflation are ambiguous. In contrast to previous consensus, we found that fix price variability is always increasing in inflation, and particularly in extreme inflation. In addition, the relation between inflation and relative prices exhibits structural changes across different levels of inflation.