using VAR, Granger causality, variance decomposition (VD) and impulse response function (IRF) are examined. Mixture of … Distributions Hypothesis (MDH), which tests the GARCH vs. Volume effect, is also studied between the conditional volatility and …

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

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 … authorities to take into account both stages of economic and financial development in forecasting VM for designing effective …

horizontal (HSC) long-run supply curve identification are successively imposed on a three variable VAR with Indian time series …

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

Use of Macroeconometric models has by now assumed a measure of universality as an unavoidable aid to forecasting and …