Some evidence of smooth transition nonlinearity in Colombian inflation

dc.coverage.sucursalBogotáspa
dc.creatorArango-Thomas, Luis Eduardospa
dc.creatorGonzález-Gómez, Andrésspa
dc.creator.firmaAndres Gonzalezspa
dc.date.accessioned1998-09-16T08:30:10Zeng
dc.date.available1998-09-16T08:30:10Zspa
dc.date.created1998-09-16spa
dc.date.issued1998-09-16eng
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 inflaeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5123spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5123spa
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.105spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/003515.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 105spa
dc.relation.numberBorrador 105spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/105.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:col:000094:003515spa
dc.subject.jelE52 - Monetary Policyeng
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processeseng
dc.subject.jelC51 - Model Construction and Estimationeng
dc.subject.jelE31 - Price Level; Inflation; Deflationeng
dc.subject.jelspaE31 - Nivel de precios; Inflación; Deflaciónspa
dc.subject.jelspaE52 - Política monetariaspa
dc.subject.jelspaC51 - Construcción de modelos y estimaciónspa
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusiónspa
dc.subject.keywordNonlinearityeng
dc.subject.keywordColombianeng
dc.subject.keywordInflationeng
dc.subject.lembInflación -- Colombiaspa
dc.titleSome evidence of smooth transition nonlinearity in Colombian inflationspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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