منابع مشابه
Asymmetric Behavior of Inflation in Iran: New Evidence on Inflation Persistence Using a Smooth Transition Model
T his paper investigates the asymmetric behavior of inflation. We use logistic smooth transition autoregressive (LSTAR) model to characterize the regime-switching behavior of Iran’s monthly inflation during the period May 1990 to December 2013. We find that there is a triple relationship between the inflation level, its fluctuations and persistence. The findings imply that the behavi...
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متن کاملasymmetric behavior of inflation in iran: new evidence on inflation persistence using a smooth transition model
t his paper investigates the asymmetric behavior of inflation. we use logistic smooth transition autoregressive (lstar) model to characterize the regime-switching behavior of iran’s monthly inflation during the period may 1990 to december 2013. we find that there is a triple relationship between the inflation level, its fluctuations and persistence. the findings imply that the behavior of infla...
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ژورنال
عنوان ژورنال: Studies in Nonlinear Dynamics and Econometrics
سال: 2013
ISSN: 1558-3708,1081-1826
DOI: 10.1515/snde-2012-0042