Borradores de Economia
Número:
105
Publicado:
Clasificación JEL:
E31, E52, C51, C22
Palabras clave:
Nonlinearity, Colombian, Inflation
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Leonardo Fabio Morales, Diego Astorga-Rojas, Nicolas Guida-Johnson
Mauricio Villamizar-Villegas, Oscar Mauricio Valencia-Arana, Andrés Felipe Prado, Nicolás Aya
Leonardo Fabio Morales, Sergio Ocampo, Brenda Samaniego de la Parra
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