Some evidence of smooth transition nonlinearity in Colombian inflation

Thumbnail
Borradores de Economía; No. 105
Date published
1998-09-16
Author
Arango-Thomas, Luis Eduardo
González-Gómez, Andrés
Document language
spa
Metadata
Show full item record
Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
Abstract
Evidence of smooth transition autoregressive (STAR) representations is found in two, out of three, time series of different measures of annual inflation in Colombia during this decade for monthly data. The STAR-type nonlinearities are asymmetric for infla
JEL Codes
Keywords
URI
http://repositorio.banrep.gov.co/handle/20.500.12134/5123
http://hdl.handle.net/20.500.12134/5123
https://ideas.repec.org/p/bdr/borrec/105.html
https://ideas.repec.org/p/col/000094/003515.html
Collections
This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit