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Modelling and Simulation: An Overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving judgmental adjustment of model-based forecasts, whether forecast updates are progressive, on a constrained mixture vector autoregressive model, whether all estimators are born equal:...
Persistent link: https://www.econbiz.de/10010326266
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Stress Test of Banks in India Across Ownerships : A VAR Approach
Banerjee, Sreejata - 2018
bank portfolios. Stress-test is undertaken through the Vector Auto Regressive (VAR) model to examine if decline in GDP … the banks of different ownerships in their response to the shocks from real effective exchange rate, capital flows and GDP … output gap. IRF shows that GDP shock to NPA of public and private banks take more than 9 and 8 quarters to stabilize. The …
Persistent link: https://www.econbiz.de/10012936159
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An Indicator Approach to Business and Growth Rate Cycles : The Case of India
Dua, Pami; Banerji, Anirvan - 2003
Over the last few decades, the Indian economy has experienced both classical business cycles and the cyclical fluctuations in its growth rate known as growth rate cycles. In the years since the liberalization of the economy began, these cycles have been driven more by endogenous factors than by...
Persistent link: https://www.econbiz.de/10014109694
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Identification of Cyclical Phases : A Dynamic Factor - Markov Switching Model for India
Darbha, Gangadhar - 2003
The synthesis of dynamic factor model of Stock and Watson (1989) and the regime switching model of Hamilton (1989) proposed by Diebold and Rudebusch (1996) potentially encompasses both features of business cycles identified by Burns and Mitchell (1946) - co-movement among economic variables...
Persistent link: https://www.econbiz.de/10014102908
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How important are spillovers from major emerging markets?
Huidrom, Raju; Kose, M. Ayhan; Ohnsorge, Franziska - 2017
The seven largest emerging market economies -China, India, Brazil, Russia, Mexico, Indonesia, and Turkey- constituted more than one-quarter of global output and more than half of global output growth during 2010-15.These emerging markets, which we call EM7,are also closely integrated with other...
Persistent link: https://www.econbiz.de/10012060228
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How important are spillovers from major emerging markets?
Huidrom, Raju; Kose, M. Ayhan; Ohnsorge, Franziska - 2017
The seven largest emerging market economies -China, India, Brazil, Russia, Mexico, Indonesia, and Turkey- constituted more than one-quarter of global output and more than half of global output growth during 2010-15.These emerging markets, which we call EM7,are also closely integrated with other...
Persistent link: https://www.econbiz.de/10011696360
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The real-time impact on real economy : a multivariate bvar analysis of digital payment systems and economic growth in India
Rooj, Debasis; Sengupta, Reshmi - 2020
Financial sector development can play a crucial role in driving economic growth. Innovation in the payment system can potentially impact output, prices, and monetary policy transmissions. However, there is a conspicuous lack of work on the role of the payment system in driving economic activity,...
Persistent link: https://www.econbiz.de/10012212688
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Indian economic growth : lessons for the emerging economies
Chakraborty, Suparna (contributor) - 2008
Can we use neoclassical growth model to single out the important transmission channels through which external factors or "primitives" affected the Indian economy and caused the remarkable growth of the period 1982-2002? In this paper, we answer the question by applying the new technique of...
Persistent link: https://www.econbiz.de/10003745080
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Has India emerged? : business cycle stylized facts from a transitioning economy
Ghate, Chetan; Pandey, Radhika; Patnaik, Ila - 2012
This paper presents a comprehensive set of stylised facts for business cycles in India from 1950-2010. We show that most macroeconomic variables are less volatile in the post reform period, even though the volatility of macroeconomic variables is still high and similar to other emerging market...
Persistent link: https://www.econbiz.de/10009550164
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Information technology and its role in India's economic development : a review
Singh, Nirvikar - 2014 - rev.
Information technology (IT) is an example of a general purpose technology that has the potential to play an important role in economic growth, as well as other dimensions of economic and social development. This paper reviews several interrelated aspects of the role of information technology in...
Persistent link: https://www.econbiz.de/10010344931