Revisiting the empirics of inflation in China: A smooth transition error correction approach

Lingxiang Zhang

doi:10.1016/j.econlet.2013.01.014

Revisiting the empirics of inflation in China: A smooth transition error correction approach

Lingxiang Zhang^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

6 Citations (Scopus)

Abstract

Using the same data as Chow and Wang (2010) [Chow, Gregory C., Wang, Peng, 2010. The empirics of inflation in China. Economics Letters 109, 28-30], as well as a smooth transition regression model, this paper reconsiders the empirics of inflation in China. The estimated smooth transition error correction model indicates the significant regime-switching behavior of inflation in China, in contrast to the results derived with Chow and Wang's model of constant parameters.

Original language	English
Pages (from-to)	68-71
Number of pages	4
Journal	Economics Letters
Volume	119
Issue number	1
DOIs	https://doi.org/10.1016/j.econlet.2013.01.014
Publication status	Published - Apr 2013

Keywords

China
Inflation
Smooth transition error correction

Access to Document

10.1016/j.econlet.2013.01.014

Cite this

@article{2599afc8db604ea89e7f643d5e6d925f,

title = "Revisiting the empirics of inflation in China: A smooth transition error correction approach",

abstract = "Using the same data as Chow and Wang (2010) [Chow, Gregory C., Wang, Peng, 2010. The empirics of inflation in China. Economics Letters 109, 28-30], as well as a smooth transition regression model, this paper reconsiders the empirics of inflation in China. The estimated smooth transition error correction model indicates the significant regime-switching behavior of inflation in China, in contrast to the results derived with Chow and Wang's model of constant parameters.",

keywords = "China, Inflation, Smooth transition error correction",

author = "Lingxiang Zhang",

year = "2013",

month = apr,

doi = "10.1016/j.econlet.2013.01.014",

language = "English",

volume = "119",

pages = "68--71",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

number = "1",

}

TY - JOUR

T1 - Revisiting the empirics of inflation in China

T2 - A smooth transition error correction approach

AU - Zhang, Lingxiang

PY - 2013/4

Y1 - 2013/4

N2 - Using the same data as Chow and Wang (2010) [Chow, Gregory C., Wang, Peng, 2010. The empirics of inflation in China. Economics Letters 109, 28-30], as well as a smooth transition regression model, this paper reconsiders the empirics of inflation in China. The estimated smooth transition error correction model indicates the significant regime-switching behavior of inflation in China, in contrast to the results derived with Chow and Wang's model of constant parameters.

AB - Using the same data as Chow and Wang (2010) [Chow, Gregory C., Wang, Peng, 2010. The empirics of inflation in China. Economics Letters 109, 28-30], as well as a smooth transition regression model, this paper reconsiders the empirics of inflation in China. The estimated smooth transition error correction model indicates the significant regime-switching behavior of inflation in China, in contrast to the results derived with Chow and Wang's model of constant parameters.

KW - China

KW - Inflation

KW - Smooth transition error correction

UR - https://www.scopus.com/pages/publications/84874432817

U2 - 10.1016/j.econlet.2013.01.014

DO - 10.1016/j.econlet.2013.01.014

M3 - Article

AN - SCOPUS:84874432817

SN - 0165-1765

VL - 119

SP - 68

EP - 71

JO - Economics Letters

JF - Economics Letters

IS - 1

ER -

Revisiting the empirics of inflation in China: A smooth transition error correction approach

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this