Bi-directional causality between volatility in output growth and price growth : evidence from rice production in India using ARCH/GARCH and panel VECM approach
Dipyaman Pal and Chandrima Chakraborty
| Year of publication: |
2023
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|---|---|
| Authors: | Pal, Dipyaman ; Chakraborty, Chandrima |
| Published in: |
Risks and Resilience of Emerging Economies : Essays in Honour of Professor Ajitava Raychaudhuri. - Singapore : Springer Nature Singapore, ISBN 978-981-99-4063-9. - 2023, p. 71-90
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| Subject: | ARCH model | GARCH model | Output volatility | Price volatility | Schätzung | Estimation | Volatilität | Volatility | ARCH-Modell | Indien | India | Bruttoinlandsprodukt | Gross domestic product | Reisanbau | Rice production | Wirtschaftswachstum | Economic growth | Kointegration | Cointegration |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-981-99-4063-9_4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014339164