A Nonlinear Approach to Tunisian Inflation Rate

In this study, we investigated the properties and the macroeconomic performance of the nonlinearity of the Inflation Rate Set in Tunisia. We developed an inference asymptotic theory for an unrestricted two-regime threshold autoregressive (TAR) model with an autoregressive unit root. We proposed two...

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Bibliographic Details
Main Authors: Thouraya Boujelbène Dammak, Kamel Helali
Format: Article
Language:English
Published: Editura ASE Bucuresti 2016-09-01
Series:Romanian Economic Journal
Subjects:
Online Access:http://www.rejournal.eu/article/nonlinear-approach-tunisian-inflation-rate