MARC details
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04283nam a2200217 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20241203121913.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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241203b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9789811975912 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
339.015195 |
| Item number |
DUA |
| 245 ## - TITLE STATEMENT |
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| Title |
Macroeconometric methods: |
| Remainder of title |
applications to the Indian economy |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc. |
Springer |
| Place of publication, distribution, etc. |
Singapore |
| Date of publication, distribution, etc. |
2023 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xii, 390 p. |
| 365 ## - TRADE PRICE |
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| Price type code |
EUR |
| Price amount |
79.99 |
| 500 ## - GENERAL NOTE |
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| General note |
Table of content:<br/>Front Matter<br/>Pages i-xii<br/>Download chapter PDF <br/>Introduction<br/>Pami Dua<br/>Pages 1-16<br/>Macroeconomic Modelling and Policy<br/>Front Matter<br/>Pages 17-17<br/>Download chapter PDF <br/>Macroeconomic Modelling and Bayesian Methods<br/>Pami Dua<br/>Pages 19-37<br/>Monetary Policy Framework in India<br/>Pami Dua<br/>Pages 39-72<br/>Determinants of Yields on Government Securities in India<br/>Pami Dua, Nishita Raje<br/>Pages 73-96<br/>Monetary Transmission in the Indian Economy<br/>Pami Dua, Anshumaan Tuteja<br/>Pages 97-122<br/>India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach<br/>Pami Dua, Ritu Suri<br/>Pages 123-148<br/>Aggregate and Sectoral Productivity Growth in the Indian Economy: Analysis and Determinants<br/>Pami Dua, Niti Khandelwal Garg<br/>Pages 149-180<br/>Forecasting the Indian Economy<br/>Front Matter<br/>Pages 181-181<br/>Download chapter PDF <br/>Forecasting the INR/USD Exchange Rate: A BVAR Framework<br/>Pami Dua, Rajiv Ranjan, Deepika Goel<br/>Pages 183-224<br/>Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study<br/>Pami Dua, Deepika Goel<br/>Pages 225-259<br/>A Structural Macroeconometric Model for India<br/>Pami Dua, Hema Kapur<br/>Pages 261-305<br/>Business Cycles and Global Crises<br/>Front Matter<br/>Pages 307-307<br/>Download chapter PDF <br/>International Synchronization of Growth Rate Cycles: An Analysis in Frequency Domain<br/>Pami Dua, Vineeta Sharma<br/>Pages 309-337<br/>Inter-Linkages Between Asian and U.S. Stock Market Returns: A Multivariate GARCH Analysis<br/>Pami Dua, Divya Tuteja<br/>Pages 339-376<br/>The Increasing Synchronization of International Recessions<br/>Anirvan Banerji, Pami Dua<br/>Pages 377-390<br/>[https://link.springer.com/book/10.1007/978-981-19-7592-9] |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
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 emerging economy such as India. The data sources are given in each chapter, and students and researchers may replicate the analyses.<br/>The book is divided into three parts—Part I: Macroeconomic Modelling and Policy; Part II: Forecasting the Indian Economy and Part III: Business Cycles and Global Crises. It provides a holistic understanding of the techniques with each chapter delving into a relevant issue analysed using appropriate methods—Chapter 1: Introduction; 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; 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; 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.<br/><br/>Since the selection of issues is from macroeconomic aspects of the Indian economy, the book has wide applications and is useful for students and researchers of fields such as applied econometrics, time series econometrics, financial econometrics, forecasting methods andmacroeconomics.<br/>(https://link.springer.com/book/10.1007/978-981-19-7592-9) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Economics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Macroeconomics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Macroeconomics--Mathematical models |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Dua, Pami [Editor] |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Book |
| Source of classification or shelving scheme |
Dewey Decimal Classification |