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