Modeling the Commodity Prices of Base Metals in Indian Commodity Market Using a Higher Order Markovian Approach [0.03%]
印度商品市场中基础金属的商品价格建模使用高阶马尔可夫方法
Suryadeepto Nag,Sankarshan Basu,Siddhartha P Chakrabarty
Suryadeepto Nag
A higher order Markovian (HOM) model to capture the dynamics of commodity prices is proposed as an alternative to a Markovian model. In particular, the order of the former model, is taken to be the delay, in the response of the industry, to...
Yong Bao,Aman Ullah
Yong Bao
Moumita Paul,Kalluru Siva Reddy
Moumita Paul
This paper examines the long- and short-run spillover effects of US quantitative easing (QE) on the benchmark 10-year Indian government bond (IGB) yield by Autoregressive Distributed Lag (ARDL) bounds testing co-integration approach using m...
The Efficiency of Indian Banks: A DEA, Malmquist and SFA Analysis with Bad Output [0.03%]
基于不良产出的DEA、Malmquist指数和SFA分析：以印度银行为例
Ather Hassan Dar,Somesh Kumar Mathur,Sila Mishra
Ather Hassan Dar
In the recent years, the burgeoning non-performing assets (NPAs) have become a matter of concern and scrutiny in India as the surge in NPAs impinge on the credit services of the banks, make the banks vulnerable to external shocks, leave the...
The Dilemma of Intellectual Property Agreements and R&D in Developing Economies: A Game Theory Approach [0.03%]
发展中国家知识产权协议与研发困境的游戏理论方法研究
Mhamed-Ali El-Aroui,Selma Dellagi,Fouad Ben Abdelaziz
Mhamed-Ali El-Aroui
This paper models and predicts how the strengthening of intellectual property (IP) protection will impact R&D in developing economies. International agreements such as TRIPs and free trade agreements are enhancing the level of international...
Foreign Institutional Investors: Fair-Weather Friends or Smart Traders? [0.03%]
外国机构投资者： fair-weather friends 或 smart traders？
Hari Venkatesh,Jyoti Kumari,Gourishankar S Hiremath et al.
Hari Venkatesh et al.
We examine a theoretically robust but previously undocumented issue of what drives foreign portfolio investments into emerging markets. Foreign institutional investors (FIIs) are often blamed as fair-weather friends who pull out their inves...
Government Spending, GDP and Exchange Rate in Zero Lower Bound: Measuring Causality at Multiple Horizons [0.03%]
零下限约束下的政府支出、GDP与汇率——一种测算多时期因果关系的方法
Charles Olivier Mao Takongmo,Laetitia Lebihan
Charles Olivier Mao Takongmo
This paper assesses the Granger causality between government spending and gross domestic product (GDP) in the United States at multiple horizons. This paper also analyses the role the real exchange rate plays in the causality measure during...
Software-Illustrated Explanations of Econometrics Contributions by CR Rao for his 100-th Birthday [0.03%]
软件图形解释CR Rao对计量经济学的贡献以庆祝他的百岁生日
H D Vinod
H D Vinod
Since the vast array of scientific contributions by Dr. C. R. Rao are difficult to summarize in a short paper, we focus on (1) concepts relevant for applied statisticians including econometricians, (2) using the R software to explain the co...
An econometric analysis of fertility, child schooling and labour force participation of women in rural Indian households [0.03%]
印度农村家庭中的生育、子女教育及妇女劳动力参与情况的实证分析研究
P Duraisamy
P Duraisamy
"A household choice model, based on the new theory of consumer behaviour, is derived to analyse families' joint decisions concerning family size, investment in child schooling and labour force participation of wife. The comparative static p...
Measuring child cost--an intermediate situation between the Engel and Rothbarth measures [0.03%]
儿童费用的衡量指标——兼论Engel指数和Rothbarth指数之间的关系
A Majumder
A Majumder
"This paper examines the structure of cost functions underlying the Engel and Rothbarth measures [of measuring child costs]. A generalised cost function, based on these cost functions, is proposed here. The cost of [a] child, according to t...