Inflation-Growth Nexus: Evidence From a Pooled Cce Multiple-Regime Panel Smooth Transition Model

dc.contributor.author Omay, Tolga
dc.contributor.author van Eyden, Renee
dc.contributor.author Gupta, Rangan
dc.contributor.other Economics
dc.contributor.other 05. School of Business
dc.contributor.other 01. Atılım University
dc.date.accessioned 2024-07-05T15:27:37Z
dc.date.available 2024-07-05T15:27:37Z
dc.date.issued 2018
dc.description Van Eyden, Renee/0000-0002-6238-6215 en_US
dc.description.abstract This paper analyses the empirical relationship between inflation and growth using a panel data estimation technique, multiple-regime panel smooth transition regression, which takes into account the nonlinearities in the data. By using a panel data set for 10 countries in the Southern African Development Community permitting us to control for unobserved heterogeneity at both country and time levels, we find that a statistically significant negative relationship exists between inflation and growth for inflation rates above the critical threshold levels of 12 and 32% which are endogenously determined. Furthermore, we remedy the cross-section dependence with the common correlated effects estimator. en_US
dc.identifier.doi 10.1007/s00181-017-1237-2
dc.identifier.issn 0377-7332
dc.identifier.issn 1435-8921
dc.identifier.scopus 2-s2.0-85017177046
dc.identifier.uri https://doi.org/10.1007/s00181-017-1237-2
dc.identifier.uri https://hdl.handle.net/20.500.14411/2701
dc.language.iso en en_US
dc.publisher Physica-verlag Gmbh & Co en_US
dc.relation.ispartof Empirical Economics
dc.rights info:eu-repo/semantics/openAccess en_US
dc.subject Inflation en_US
dc.subject Growth en_US
dc.subject Threshold effects en_US
dc.subject Multiple-regime panel smooth transition regression model en_US
dc.subject Cross-section dependence en_US
dc.subject Common correlated effects en_US
dc.title Inflation-Growth Nexus: Evidence From a Pooled Cce Multiple-Regime Panel Smooth Transition Model en_US
dc.type Article en_US
dspace.entity.type Publication
gdc.author.id Van Eyden, Renee/0000-0002-6238-6215
gdc.author.institutional Omay, Tolga
gdc.author.scopusid 23978235900
gdc.author.scopusid 6506114390
gdc.author.scopusid 18037301200
gdc.author.wosid Van Eyden, Renee/AAO-3991-2021
gdc.bip.impulseclass C4
gdc.bip.influenceclass C5
gdc.bip.popularityclass C4
gdc.coar.access open access
gdc.coar.type text::journal::journal article
gdc.description.department Atılım University en_US
gdc.description.departmenttemp [Omay, Tolga] Atilim Univ, Dept Econ, Kizilcasar Mahallesi, TR-06836 Ankara, Turkey; [van Eyden, Renee; Gupta, Rangan] Univ Pretoria, Dept Econ, ZA-0002 Pretoria, South Africa en_US
gdc.description.endpage 944 en_US
gdc.description.issue 3 en_US
gdc.description.publicationcategory Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı en_US
gdc.description.startpage 913 en_US
gdc.description.volume 54 en_US
gdc.description.wosquality Q2
gdc.identifier.openalex W939903475
gdc.identifier.wos WOS:000429801200002
gdc.oaire.accesstype BRONZE
gdc.oaire.diamondjournal false
gdc.oaire.impulse 9.0
gdc.oaire.influence 3.072214E-9
gdc.oaire.isgreen false
gdc.oaire.keywords Southern African Development Community (SADC)
gdc.oaire.keywords Threshold autoregressive model
gdc.oaire.keywords Threshold effects
gdc.oaire.keywords Common correlated effects (CCE)
gdc.oaire.keywords Heterogeneous panel
gdc.oaire.keywords Growth
gdc.oaire.keywords Tax evasion
gdc.oaire.keywords Inflation
gdc.oaire.keywords Multiple-regime panel smooth transition regression (MR-PSTR)
gdc.oaire.keywords Unit root
gdc.oaire.keywords Inference
gdc.oaire.keywords 339
gdc.oaire.keywords Cross-section dependence
gdc.oaire.keywords Least-squares estimator
gdc.oaire.keywords Regression approach
gdc.oaire.keywords Economic growth
gdc.oaire.popularity 5.5475278E-9
gdc.oaire.publicfunded false
gdc.oaire.sciencefields 05 social sciences
gdc.oaire.sciencefields 0502 economics and business
gdc.openalex.fwci 4.469
gdc.openalex.normalizedpercentile 0.91
gdc.openalex.toppercent TOP 10%
gdc.opencitations.count 10
gdc.plumx.crossrefcites 10
gdc.plumx.mendeley 17
gdc.plumx.scopuscites 13
gdc.scopus.citedcount 13
gdc.wos.citedcount 12
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