Some evidence of smooth transition nonlinearity in Colombian inflation

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Borradores de Economía; No. 105

Date published

1998-09-16

Date

1998-09-16

Authors

Arango, Luis E.
González-Gómez, Andrés

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ISBN

Document language

spa
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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

Description

JEL Codes

E52 - Monetary Policy
C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
C51 - Model Construction and Estimation
E31 - Price Level; Inflation; Deflation

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Keywords

Keywords

Nonlinearity , Colombian , Inflation

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/5123
 https://hdl.handle.net/20.500.12134/5123
 https://ideas.repec.org/p/bdr/borrec/105.html
 https://doi.org/10.32468/be.105

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