Some evidence of smooth transition nonlinearity in Colombian inflation

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

Detalles Bibliográficos
Autores Principales: Arango-Thomas, Luis Eduardo, González-Gómez, Andrés
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 1998
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/5123
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spelling oai:RI-BanRep:20.500.12134-51232019-04-16T16:09:12Z Some evidence of smooth transition nonlinearity in Colombian inflation Arango-Thomas, Luis Eduardo González-Gómez, Andrés E52 - Monetary Policy C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes C51 - Model Construction and Estimation E31 - Price Level; Inflation; Deflation Nonlinearity Colombian Inflation Inflación -- Colombia E31 - Nivel de precios; Inflación; Deflación E52 - Política monetaria C51 - Construcción de modelos y estimación C22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión 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 1998-09-16 1998-09-16 Working Paper Documentos de trabajo Published Version http://repositorio.banrep.gov.co/handle/20.500.12134/5123 http://hdl.handle.net/20.500.12134/5123 spa Documentos de Trabajo Borradores de Economía Borradores de Economía; No. 105 https://ideas.repec.org/p/bdr/borrec/105.html https://ideas.repec.org/p/col/000094/003515.html Open Access https://creativecommons.org/licenses/by-nc-sa/4.0/ Acceso abierto Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 Las 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. PDF application/pdf image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg Bogotá Banco de la República
institution Repositorio Institucional del Banco de la República de Colombia
collection DSpace
language Español (Spanish)
topic E52 - Monetary Policy
C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
C51 - Model Construction and Estimation
E31 - Price Level; Inflation; Deflation
Nonlinearity
Colombian
Inflation
Inflación -- Colombia
E31 - Nivel de precios; Inflación; Deflación
E52 - Política monetaria
C51 - Construcción de modelos y estimación
C22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión
spellingShingle E52 - Monetary Policy
C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
C51 - Model Construction and Estimation
E31 - Price Level; Inflation; Deflation
Nonlinearity
Colombian
Inflation
Inflación -- Colombia
E31 - Nivel de precios; Inflación; Deflación
E52 - Política monetaria
C51 - Construcción de modelos y estimación
C22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión
Arango-Thomas, Luis Eduardo
González-Gómez, Andrés
Some evidence of smooth transition nonlinearity in Colombian inflation
description 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
format Documento de trabajo (Working Paper)
author Arango-Thomas, Luis Eduardo
González-Gómez, Andrés
author_facet Arango-Thomas, Luis Eduardo
González-Gómez, Andrés
author_sort Arango-Thomas, Luis Eduardo
title Some evidence of smooth transition nonlinearity in Colombian inflation
title_short Some evidence of smooth transition nonlinearity in Colombian inflation
title_full Some evidence of smooth transition nonlinearity in Colombian inflation
title_fullStr Some evidence of smooth transition nonlinearity in Colombian inflation
title_full_unstemmed Some evidence of smooth transition nonlinearity in Colombian inflation
title_sort some evidence of smooth transition nonlinearity in colombian inflation
publisher Banco de la República
publishDate 1998
url http://repositorio.banrep.gov.co/handle/20.500.12134/5123
_version_ 1637301615375417344
score 10,764886