Borradores de Economia
Número:
105
Publicado:
Clasificación JEL:
E31, E52, C51, C22
Palabras clave:
Nonlinearity, Colombian, Inflation
Lo más reciente
Oscar Botero-Ramírez, Andrés Murcia, Hernando Vargas-Herrera
Juliana Jaramillo-Echeverri, Adriana Sofía Rodríguez
Gaurav Khanna, Carlos Alberto Medina-Durango, Anant Nyshadham, Daniel Ramos-Menchelli, Jorge Andrés Tamayo-Castaño, Audrey Tiew
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