Macroeconometric Methods Applications to the Indian Economy /

This book provides empirical applications of macroeconometric methods through discussions on key issues in the Indian economy. It deals with issues of topical relevance in the arena of macroeconomics. The aim is to apply time series and financial econometric methods to macroeconomic issues of an eme...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Dua, Pami (Editor)
Format: Electronic eBook
Language:English
Published: Singapore : Springer Nature Singapore : Imprint: Springer, 2023.
Edition:1st ed. 2023.
Subjects:
Online Access:Full text (Wentworth users only)
Table of Contents:
  • Chapter 1: Introduction
  • Part I: Macroeconomic Modelling and Policy
  • Chapter 2: Macroeconomic Modelling and Bayesian Methods
  • Chapter 3: Monetary Policy Framework in India
  • Chapter 4: Determinants of Yields on Government Securities in India
  • Chapter 5: Monetar y Transmission in the Indian Economy
  • Chapter 6: India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach
  • Chapter 7: Aggregate and Sectoral Productivity Growth in the Indian Economy: Analysis and Determinants
  • Part II: Forecasting the Indian Economy
  • Chapter 8: Forecasting the INR/USD Exchange Rate: A BVAR Framework
  • Chapter 9: Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study
  • Part III: Business Cycles and Global Crises
  • Chapter 10: A Structural Macroeconometric Model for India
  • Chapter 11: International Synchronization of Growth Rate Cycles: An Analysis in Frequency Domain
  • Chapter 12: Inter-Linkages Between Asian and U.S. Stock Market Returns: A Multivariate GARCH Analysis
  • Chapter 13: The Increasing Synchronization of International Recessions.