thereby providing enough time to investors for implementing investment strategies. It would also align the domestic market … Indian Stock Markets in terms of its time varying nature and presence of certain characteristics such as day of the week …

This paper studies the time-varying parameter (TVP) regression model in which the regression coefficients are random … walk latent states with time dependent conditional variances. This TVP model is flexible to accommodate a wide variety of …

type of seasonality is analyzed. Based on analyses in the time and the frequency domains, the main intuitive conclusion is …

, or including a Phillips curve. We then pool the estimates using three weighting schemes. We compute both ex-post and real-time … estimates in real time. Our measures help forecasting inflation over most of our evaluation sample (2001-2010) but fail … ; Markov-switching ; Auxiliary information ; Model averaging ; Inflation forecast ; Real-time analysis …

macroeconomic time series. The coincident economic indicator is based on a multivariate trend-cycle decomposition model that … accounts for time variation in macroeconomic volatility, known as the great moderation. In particular, we consider an … unobserved components time series model with a common cycle that is shared across different time series but adjusted for phase …

, or including a Phillips curve. We then pool the estimates using three weighting schemes. We compute both ex-post and real-time … estimates in real time. Our measures help forecasting inflation over most of our evaluation sample (2001-2010) but fail …

macroeconomic time series. The coincident economic indicator is based on a multivariate trend-cycle decomposition model that … accounts for time variation in macroeconomic volatility, known as the great moderation. In particular, we consider an … unobserved components time series model with a common cycle that is shared across different time series but adjusted for phase …