In order to examine if the impact of oil price shocks depends on the structure of an economy, a vertical (VSC) and a … horizontal (HSC) long-run supply curve identification are successively imposed on a three variable VAR with Indian time series … data. While core inflation is measured with the VSC, the HSC requires a new concept of demand-driven inflation: Residual …

ensuring price and financial stability. [Bharti Annual Lecture at the Entrepreneurship Development Institute of India …

fundamental economic variables by decomposing a structural VAR vested with appropriate restrictions consistent with open economy …

This study investigates the nature of relationship between price and trading volume for 50 Indian stocks. Firstly the … contemporaneous and asymmetric relation between price and volume are examined. Then the dynamic relation between returns and volume … using VAR, Granger causality, variance decomposition (VD) and impulse response function (IRF) are examined. Mixture of …

The study uses co-integration and vector auto-regression (VAR) techniques to identify the determinants of income … affects VM negatively. The VAR estimates show that two variables, real GDP growth and financial development, jointly account …

markets; iii) and if Indian economy is affected by a shock in the world capital markets. VAR is constructed and impulse …

mechanization, infrastructural support, deviations from normal rainfall and price differences, higher are the chances that they will …