This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

How Well Does the IS-LM Model Fit in a Developing Economy: The Case of India

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Mudabber Ahmed
Abstract

The IS-LM model, as a vehicle for policy analysis, has a substantial influence on the policy makers and academicians. Like the developed countries, the IS-LM framework remains important for students to learn in the developing countries because of the benefits it offers in clarifying their thinking about the implications for practical policy issues. The main purpose of this study is to examine how well the dynamic properties of the estimated model of India match to the theoretical predictions of IS-LM model. The purpose is accomplished through Structural Vector Autoregressive (SVAR) model by estimating variance decompositions and impulse response functions. Our model explicitly accounts for the variables included in core macroeconomic models developed in the Keynesian flavour and specifies identification scheme, which capture some features of the developing economies in general. Our findings support the advocates of the IS-LM model most often compared to critics of the model.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www2.selu.edu/orgs/ijae/Journal%202/IJAE%20MARCH%202005%20AHMED%20IS-LM%2003%2005%202005%20FINAL%2022.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Article provided by Department of General Business, Southeastern Louisiana University in its journal The International Journal of Applied Economics.

Volume (Year): 2 (2005)
Issue (Month): 1 (March)
Pages: 90-106
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:ija:ancoec:v:2:y:2005:i:1:p:90-106

Contact details of provider:
Postal: SLU 813, Hammond, LA 70402
Phone: (504) 549-2086
Fax: (504) 549-2881
Web page: http://www.selu.edu/Academics/Business/GenBus/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Dr. Yu Hsing).

Related research
Keywords: Structural vector autoregressive model; identification; adverse supply shock; IS shock; money demand shock; money supply shock;

Find related papers by JEL classification:
E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian
E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Blinder, Alan S, 1997. "Is There a Core of Practical Macroeconomics That We Should All Believe?," American Economic Review, American Economic Association, vol. 87(2), pages 240-43, May. [Downloadable!] (restricted)
  2. Christiano, Lawrence J. & Eichenbaum, Martin, 1990. "Unit roots in real GNP: Do we know, and do we care?," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 32(1), pages 7-61, January. [Downloadable!] (restricted)
    Other versions:
  3. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January. [Downloadable!] (restricted)
  4. Christopher A. Sims, 1986. "Are forecasting models usable for policy analysis?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 2-16. [Downloadable!]
  5. Chowdhury, Abdur R & Dao, Minh Q & Wahid, Abu N M, 1995. "Monetary Policy, Output and Inflation in Bangladesh: A Dynamic Analysis," Applied Economics Letters, Taylor and Francis Journals, vol. 2(3), pages 51-55, March. [Downloadable!] (restricted)
  6. Christopher A. Sims, 1988. "Bayesian skepticism on unit root econometrics," Discussion Paper / Institute for Empirical Macroeconomics 3, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  7. Solow, Robert M, 1997. "Is There a Core of Usable Macroeconomics We Should All Believe In?," American Economic Review, American Economic Association, vol. 87(2), pages 230-32, May. [Downloadable!] (restricted)
  8. John W. Keating, 1992. "Structural approaches to vector autoregressions," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 37-57. [Downloadable!]
  9. Gali, Jordi, 1992. "How Well Does the IS-LM Model Fit Postwar U.S. Data," The Quarterly Journal of Economics, MIT Press, vol. 107(2), pages 709-38, May. [Downloadable!] (restricted)
  10. Blanchard, Olivier, 1997. "Is There a Core of Usable Macroeconomics?," American Economic Review, American Economic Association, vol. 87(2), pages 244-46, May. [Downloadable!] (restricted)
  11. Christopher A. Sims, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," NBER Working Papers 0430, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  12. David Romer, 2000. "Keynesian Macroeconomics without the LM Curve," Journal of Economic Perspectives, American Economic Association, vol. 14(2), pages 149-169, Spring. [Downloadable!] (restricted)
    Other versions:
  13. Yu Hsing, 2005. "Application of the IS-MP-IA model to the Singapore economy and policy implications," Economics Bulletin, Economics Bulletin, vol. 15(6), pages 1-9. [Downloadable!]
  14. Mankiw, N Gregory, 1990. "A Quick Refresher Course in Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 28(4), pages 1645-60, December. [Downloadable!] (restricted)
    Other versions:
  15. Eric M. Leeper & Christopher A. Sims & Tao Zha, 1996. "What Does Monetary Policy Do?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(1996-2), pages 1-78. [Downloadable!]
Full references

Statistics
Access and download statistics

Did you know? A tutorial is available.

This page was last updated on 2009-11-27.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.