مجلة بحوث الإدارة والاقتصاد
Volume 5, Numéro 2, Pages 154-170
2023-06-11
Dynamic Panel Inflation Threshold Model: An Econometric Study For A Group Of Arab Countries During The Period 1980-2021
Authors : Cheloufi Omeyr . Hicher Ahmed Tidjani . Chermat Tahar .
Abstract
This paper deals with the application of a modern non-linear and asymmetric dynamic inflation threshold model using the (GMM) estimation method to treat the problem of unobserved individual heterogeneity and the assumption that the threshold variable is exogenous in threshold models such as (PTR); (PSTR), where we chose a sample consisting of seven (7) Arab countries during the period 1980-2021 to estimate the inflation threshold, and the results of the study reached through estimating the DPTR model with the presence of kink that the threshold level for these countries is within the range of 5.02%, so that low inflation rates below the threshold level are considered a catalyst for economic growth, while high levels of inflation above the threshold level are detrimental to economic growth.
Keywords
Kink ; Heterogeneity ; Dynamic Panel Threshold Model ; GMM
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