Borradores de Economia
Número:
105
Publicado:
Clasificación JEL:
E31, E52, C51, C22
Palabras clave:
Nonlinearity, Colombian, Inflation
Lo más reciente
Diego Fernando Cuesta-Mora, Gómez-Molina Andrés Camilo
Andrés Nicolás Herrera-Rojas, David Camilo López-Valenzuela, Juan José Ospina-Tejeiro, Jesús Antonio Bejarano-Rojas
Jaime Alfredo Bonet-Moron, Yuri Carolina Reina-Aranza, Adriana Ortega, Ana Rosa Polanco
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