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Dynamic Connectedness of Indian Business Cycle with G-7 Economies

In: Analytical Issues in Growth & Structural Change, Macroeconomy, Security, and Sustainability of India's Economic Development

Author

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  • Zeeshan Nezami Ansari

    (GITAM (Deemed to be) University Bengaluru, Department of Economics)

  • Rajendra Narayan Paramanik

    (IIT Patna)

Abstract

This study aims at exploring the business cycle connectedness among G7 countries and India using monthly industrial production data from April 1994 to December 2018. The variance decompostion method of generalized VAR model has been employed to estimate volatility spillover among all countries. Empirical findings suggest that US is net transmitter of volatility whereas Germany is the main recepient of spillover shocks. India is found to be weakly synchronized with G7 natios as far as industrial output based business cycle is concerned.

Suggested Citation

  • Zeeshan Nezami Ansari & Rajendra Narayan Paramanik, 2026. "Dynamic Connectedness of Indian Business Cycle with G-7 Economies," India Studies in Business and Economics, in: Biswajit Chatterjee & Asim K. Karmakar (ed.), Analytical Issues in Growth & Structural Change, Macroeconomy, Security, and Sustainability of India's Economic Development, pages 119-131, Springer.
    • Handle: RePEc:spr:isbchp:978-981-95-5242-9_7
    DOI: 10.1007/978-981-95-5242-9_7
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