Some evidence of smooth transition nonlinearity in Colombian inflation

Thumbnail Image
Download
Borradores de Economía; No. 105

Date published

1998-09-16

Date

1998-09-16

Authors

Arango-Thomas, Luis Eduardo
González-Gómez, Andrés

Part of book title

ISSN

ISBN

Document language

spa
Metrics
downloads: 0
abstract_views: 0

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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

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

Temática

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

Collections

Borradores de Economía

Seleccionar año de consulta:
Full item page

Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.

Este documento ha sido depositado por parte de el(los) autor(es) bajo la siguiente constancia de depósito