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~institution:"Nepal Rastra Bank"
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Dynamic Adjustment
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Inflation Persistence
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Non-linear Model
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Regime shifts
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Threshold Autoregressive (TAR) Model
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T.P. Koirala Ph.D.
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Nepal Rastra Bank
C.E.P.R. Discussion Papers
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Department of Economics, Oxford University
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Inflation Persistence in Nepal: A TAR Representation
T.P. Koirala Ph.D.
-
Nepal Rastra Bank
-
2012
inflation in Nepal goes through different degrees of persistence based on various
regime
shifts
. Using monthly time series of …
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