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EconoQuantum
On-line version ISSN 2007-9869Print version ISSN 1870-6622
Abstract
PIZARRO LEVI, Ernesto Gabriel. Changes in the inflation dynamics of the Argentine Republic (2004-2020). An analysis through the Kalman filter. EconoQuantum [online]. 2024, vol.21, n.2, pp.1-27. Epub Nov 15, 2024. ISSN 2007-9869. https://doi.org/10.18381/eq.vi21i2.7332.
Objective:
the aim of this study is to analyze the changes in the dynamics of inflation in Argentina between the years 2004 and 2020.
Methodology:
the Kalman filter is employed to estimate the relationship between the variables under study. By tracking the evolution of the estimated coefficients over time, this method identifies which variables explain the behavior of inflationary processes in Argentina.
Results:
the estimated coefficients exhibit fluctuations over time. Exchange rates and inflationary inertia are the variables with the greatest impact.
Limitations:
while the Kalman filter addresses the issue of estimating time-varying parameters, it does not strictly determine the causes of inflation but rather changes in inflation dynamics.
Originality:
consistent with contemporary studies, this research confirms that Argentinian inflation can be explained by several variables.
Conclusions:
the study provides insights into the influence of different variables on the recurring inflationary processes in Argentina, highlighting the significance of each to explain the phenomenon.
Keywords : Kalman filter; inflation; Argentina; inflation dynamics; C01; C32; C51; E3; E31.












