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Foreign aid, macroeconomic policies and economic growth nexus in India : an ARDL bounds testing approach
Mohapatra, Geetilaxmi; Giri, Arun Kumar; Sehrawat, Madhu - In: Theoretical and applied economics : GAER review 23 (2016) 4, pp. 183-202
Persistent link: https://www.econbiz.de/10011597612
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Macroeconomic variables and stock market development in India : an application of ARDL bounds testing approach
Joshi, Pooja; Giri, Arun Kumar - In: The empirical economics letters : a monthly … 14 (2015) 7, pp. 705-718
Persistent link: https://www.econbiz.de/10011419688
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Fiscal deficits and stock prices in India : empirical evidence
Joshi, Pooja; Giri, Arun Kumar - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 393-410
The study aims at examining how fiscal deficits affect the performance of the stock market in India by using annual data from 1988-2012. The study makes use of Ng-Perron unit root tests to check the non-stationarity property of the series; the Auto Regressive Distributed Lag (ARDL) bounds test...
Persistent link: https://www.econbiz.de/10011408675
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The composition of public expenditure and economic growth in India : evidence from auto regressive distributed lag approach
Mohapatra, Geetilaxmi; Giri, Arun Kumar - In: Journal of economic research 21 (2016) 2, pp. 205-230
Persistent link: https://www.econbiz.de/10011559462
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Examining the relationship between electricity consumption, economic growth, energy prices and technology development in India
Mohapatra, Geetilaxmi; Giri, Arun Kumar - In: The Indian economic journal 68 (2020) 4, pp. 515-534
Persistent link: https://www.econbiz.de/10012592951
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Fiscal deficits and stock prices in India: Empirical evidence
Joshi, Pooja; Giri, Arun Kumar - In: International Journal of Financial Studies 3 (2015) 3, pp. 393-410
The study aims at examining how fiscal deficits affect the performance of the stock market in India by using annual data from 1988-2012. The study makes use of Ng-Perron unit root tests to check the non-stationarity property of the series; the Auto Regressive Distributed Lag (ARDL) bounds test...
Persistent link: https://www.econbiz.de/10011708989