movements in the global commodity markets. To test this perception, we use the case of India to establish in a standard SVAR … model that global food prices influence aggregate prices and food prices in India. To further analyze these empirical … over the period from 1996Q2 to 2013Q2 by applying Bayesian estimation techniques. …

We introduce a new hybrid approach to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high … lower cost in capital reserves. In ES estimation the hybrid model yields the smallest error statistics surpassing even the …

, it meets the replicability test. It utilizes clean and consistent inflation metrics, indicates the start and end dates of … the method used to calculate inflation rates …

investigates the prevalence of inefficiencies during the post GFC period (2010-18) in India. A stochastic frontier gravity model is … variable and five dimensions of the Economic Freedom Index (EFI) as explanatory variables for India and at an aggregate level … environment of India during the period of analysis, which can be mainly attributed to the November 2016 sudden implementation of …

inflation, trade flows, capital inflow, capital account transactions, reserve accumulation, global liquidity (e.g., global broad … money), and monetary aggregates, with regard to Indonesia's GDP variables and inflation. This paper uses threshold vector … identified two groups of upper regime and lower regime world variables-namely, world inflation, world GDP, and world commodity …

useful information about variables such as commodity prices which matter for aggregate demand and thus inflation. Given this …