Nelinearnost i stacionarnost stopa inflacije - rezultati u slučaju zemalja Zapadnog Balkana

Saša Obradović; Gordana Obradović

doi:10.5937/ekonsig1901039X

Authors

Saša Obradović Univerzitet u Kragujevcu, Ekonomski fakultet, Srbija Author
Gordana Obradović Srednja turističko-ugostiteljska škola, Kragujevac Author

DOI:

https://doi.org/10.5937/ekonsig1901039X

Keywords:

inflacija, stacionarnost, linearnost, testovi jediničnog korena, monetarna politika

Abstract

U ovom članku istraživali smo prirodu dinamike i ponašanja stope inflacije na primeru zemalja Zapadnog Balkana. Stopa inflacije po rezultatima testiranja u većini posmatranih zemalja može se modelirati kao stacionarni proces. U radu je primenjen test linearnosti, a potom u zavisnosti od rezultata, baterija linearnih i nelinearnih testova jediničnog korena. Posebno su uzeti u obzir, kako strukturni prelomi, tako i asimetrična prilagođavanja u cilju dobijanja robustnih rezultata. Rezultati centrirane kalibracije u jednom slučaju ukazuju na potencijalnu nestacionarnost stope inflacije.

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