P-star model for India: a nonlinear approach

DOI10.1515/SNDE-2017-0067OpenAlexW2888670725WikidataQ129400849 ScholiaQ129400849MaRDI QIDQ2691776

Aditi Chaubal

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2017-0067

zbMATH Keywords

inflationoutput gap modelsP-star modelsprice gap modelthreshold vector error correctionvelocity gap

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

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• THE RELATIONSHIP BETWEEN FRACTIONAL CALCULUS AND FRACTALS
• Threshold Cointegration
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

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