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Estimating Optimal Inflation Rate in Saudi Arabia: Using Dynamic Threshold Regression Model
International Journal of Economics and Finance
This study evaluates the relationship between inflation and the output gap in Saudi Arabia. Specifically, it determines a level of optimal inflation for the output gap given the changes in the economic cycle. The novelty of this study’s research question is linking optimal inflation with the non-oil output gap in Saudi Arabia by constructing a dynamic threshold regression model. The estimation is carried out by using a yearly time series from 1981 to 2019. The variables used in our modeldoi:10.5539/ijef.v13n3p40 fatcat:ax27pkgoljcs7fkozknyvomhle