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Some Evidence of Smooth Transition Nonlinearity in Colombian Inflation

Luis Eduardo
Arango-Thomas
Andrés
González
Miércoles, 9 Septiembre 1998

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