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Carte Macroeconometric Methods Pami Dua

Macroeconometric Methods

Applications to the Indian Economy

Autor: Pami Dua
Limbă: engleză
Legare: Carte broșată
Editura: Springer Nature B.V.
Disponibilitate: În depozitul extern
Expediem în 10-18 zile
290.61 lei
This book provides empirical applications of macroeconometric methods through discussions on  key is...

Informații despre carte

Autor
Pami Dua
Limbă
engleză
Legare
Carte - Carte broșată
Publicat
2023
Pagini
404
EAN
9789811975936
Enbook ID
43427709
Editura
Springer Nature B.V.
Greutate
565
Dimensiuni
156 x 234

Descriere completă

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.