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The Fundamental Equilibrium Real ExchangeRate in India : An Approach to Estimation and Measurement of Misalignment
Joshi, Himanshu - eSocialSciences - 2008
fundamental economic variables by decomposing a structural VAR vested with appropriate restrictions consistent with open economy …
Persistent link: https://www.econbiz.de/10005341737
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Monetary Transmission in Pakistan: The Balance Sheet Channel
Shabbir, Safia - eSocialSciences - 2012
Using data of non-financial listed firms over a period of 1999-2010, this paper investigates the effectiveness of balance sheet channel in monetary transmission mechanism in Pakistan. By classifying firms as SME and large, this paper finds a strong evidence for the existence of net worth channel...
Persistent link: https://www.econbiz.de/10010540917
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The Dynamic Relationship between Price and Trading Volume: Evidence from Indian Stock Market
Kumar, Brajesh; Singh, Priyanka; Pandey, Ajay - eSocialSciences - 2010
using VAR, Granger causality, variance decomposition (VD) and impulse response function (IRF) are examined. Mixture of …
Persistent link: https://www.econbiz.de/10008543098
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Financial Development and Velocity of Money in Bangladesh: A Vector Auto- Regression Analysis
Akhtaruzzaman, Md. - eSocialSciences - 2009
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 …
Persistent link: https://www.econbiz.de/10004980013
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Through a Glass Darkly: Deciphering the Impact of Oil Price Shocks
Goyal, Ashima - eSocialSciences - 2009
horizontal (HSC) long-run supply curve identification are successively imposed on a three variable VAR with Indian time series …
Persistent link: https://www.econbiz.de/10005170148
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Impact of U.S. Federal Interest Rate and Movement of MSCI on Indian Capital Markets
Chadha, Bharat - eSocialSciences - 2007
markets; iii) and if Indian economy is affected by a shock in the world capital markets. VAR is constructed and impulse …
Persistent link: https://www.econbiz.de/10005487796