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

Lingxiang Zhang

Economics Letters, 2013, vol. 119, issue 1, 68-71

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: Inflation; China; Smooth transition error correction (search for similar items in EconPapers)
JEL-codes: C22 E31 E52 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:119:y:2013:i:1:p:68-71

DOI: 10.1016/j.econlet.2013.01.014

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