Some evidence of smooth transition nonlinearity in Colombian inflation
Borradores de Economía; No. 105
Date published
1998-09-16Date of last update
1998-09-16Document language
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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
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URI
http://repositorio.banrep.gov.co/handle/20.500.12134/5123http://hdl.handle.net/20.500.12134/5123
https://doi.org/10.32468/be.105
https://ideas.repec.org/p/bdr/borrec/105.html
https://ideas.repec.org/p/col/000094/003515.html
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