Modeling Philippine inflation using non-linear models; threshold autoregression and Markov Regime-Switching approaches

Modeling Philippine inflation using non-linear models; threshold autoregression and Markov Regime-Switching approaches

Abstract (Given the high impact of inflation on the poor household, inflation studies deserve more attention especially now that the Philippines is at the onset of TRAIN Law. This paper aims to study inflation rate in the Philippines using nonlinear models: 1 Threshold Autoregressive Model (TAR) and...

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Bibliographic Details
Main Author: Gallentino Marc Victor F.
Format: Thesis
Language:English
Subjects:
Inflation rate.
Threshold autoregression.
Markov regime switching.