Macroeconometric methods: applications to the Indian economy

Contributor(s):

Dua, Pami [Editor]

Material type: Text

TextPublication details: Springer Singapore 2023Description: xii, 390 pISBN:

9789811975912

Subject(s):

DDC classification:

339.015195 DUA

Summary: 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. 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. 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. (https://link.springer.com/book/10.1007/978-981-19-7592-9)

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Book	Indian Institute of Management LRC General Stacks	Public Policy & General Management	339.015195 DUA (Browse shelf(Opens below))	1	Checked out	03/20/2025	006731

Table of content:
Front Matter
Pages i-xii
Download chapter PDF
Introduction
Pami Dua
Pages 1-16
Macroeconomic Modelling and Policy
Front Matter
Pages 17-17
Download chapter PDF
Macroeconomic Modelling and Bayesian Methods
Pami Dua
Pages 19-37
Monetary Policy Framework in India
Pami Dua
Pages 39-72
Determinants of Yields on Government Securities in India
Pami Dua, Nishita Raje
Pages 73-96
Monetary Transmission in the Indian Economy
Pami Dua, Anshumaan Tuteja
Pages 97-122
India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach
Pami Dua, Ritu Suri
Pages 123-148
Aggregate and Sectoral Productivity Growth in the Indian Economy: Analysis and Determinants
Pami Dua, Niti Khandelwal Garg
Pages 149-180
Forecasting the Indian Economy
Front Matter
Pages 181-181
Download chapter PDF
Forecasting the INR/USD Exchange Rate: A BVAR Framework
Pami Dua, Rajiv Ranjan, Deepika Goel
Pages 183-224
Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study
Pami Dua, Deepika Goel
Pages 225-259
A Structural Macroeconometric Model for India
Pami Dua, Hema Kapur
Pages 261-305
Business Cycles and Global Crises
Front Matter
Pages 307-307
Download chapter PDF
International Synchronization of Growth Rate Cycles: An Analysis in Frequency Domain
Pami Dua, Vineeta Sharma
Pages 309-337
Inter-Linkages Between Asian and U.S. Stock Market Returns: A Multivariate GARCH Analysis
Pami Dua, Divya Tuteja
Pages 339-376
The Increasing Synchronization of International Recessions
Anirvan Banerji, Pami Dua
Pages 377-390
[https://link.springer.com/book/10.1007/978-981-19-7592-9]

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.
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.

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.
(https://link.springer.com/book/10.1007/978-981-19-7592-9)

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