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dc.creatorArango-Thomas, Luis Eduardo
dc.creatorGonzález-Gómez, Andrés
dc.date.created1998-09-16
dc.date.issued1998-09-16
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5123
dc.description.abstractEvidence 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
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 105
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleSome evidence of smooth transition nonlinearity in Colombian inflation
dc.typeWorking Paper
dc.subject.jelE52 - Monetary Policy
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
dc.subject.jelC51 - Model Construction and Estimation
dc.subject.jelE31 - Price Level; Inflation; Deflation
dc.subject.keywordNonlinearity
dc.subject.keywordColombian
dc.subject.keywordInflation
dc.subject.lembInflación -- Colombia
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaE31 - Nivel de precios; Inflación; Deflación
dc.subject.jelspaE52 - Política monetaria
dc.subject.jelspaC51 - Construcción de modelos y estimación
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.105
dc.rights.disclaimerLas 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.
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/105.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/003515.html
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5123
dc.creator.firmaAndres Gonzalez
dc.creator.firmaLuis E. Arango
dc.source.handleRepecRePEc:col:000094:003515
dc.source.handleRepecRePEc:bdr:borrec:105


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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