Macroeconomic Modelling and Bayesian Methods -- Monetary Policy Framework in India -- Determinants of Yields on Government Securities in India -- Monetary Transmission in the Indian Economy -- India’s Bi-lateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach.

The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and...