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A Leading Index for India's Exports

Author

Listed:
  • Pami Dua

    (Delhi School of Economics)

  • Anirvan Banerji

    (Economic Cycle Research Institute)

Abstract

This paper presents a method for predicting cyclical downturns and upturns in Indian exports using the 36 country real effective exchange rate and leading indices of major trading partners. These leading indices are developed at the Economic Cycle Research Institute and forecast the onset and end of recessions in overall economic activity in these economies. The results show that the new leading index of Indian exports (in level and growth form) would have anticipated most of the cyclical turns in real exports, the price of exports, and their value over the past 25 years.

Suggested Citation

  • Pami Dua & Anirvan Banerji, 2001. "A Leading Index for India's Exports," Occasional papers 1, Centre for Development Economics, Delhi School of Economics.
  • Handle: RePEc:cde:occpap:1
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    File URL: http://www.cdedse.org/papers/13feb/occassional%20paper%206%20copy.pdf
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    References listed on IDEAS

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    1. King, Robert G. & Plosser, Charles I., 1994. "Real business cycles and the test of the Adelmans," Journal of Monetary Economics, Elsevier, vol. 33(2), pages 405-438, April.
    2. Watson, Mark W, 1994. "Business-Cycle Durations and Postwar Stabilization of the U.S. Economy," American Economic Review, American Economic Association, vol. 84(1), pages 24-46, March.
    3. Pami Dua & Anirvan Banerji, 2000. "An Index of Coincident Economic Indicators for the Indian Economy," Working papers 73, Centre for Development Economics, Delhi School of Economics.
    4. Granger, C. W. J. & Newbold, Paul, 1986. "Forecasting Economic Time Series," Elsevier Monographs, Elsevier, edition 2, number 9780122951831 edited by Shell, Karl.
    5. Gerhard Bry & Charlotte Boschan, 1971. "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs," NBER Books, National Bureau of Economic Research, Inc, number bry_71-1, April.
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    Cited by:

    1. Kajal Lahiri & Gultekin Isiklar, 2010. "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers 10-06, University at Albany, SUNY, Department of Economics.
    2. Pami Dua & Divya Tuteja, 2015. "Global Recession and Eurozone Debt Crisis: Impact on Exports of China and India," Working Papers id:7386, eSocialSciences.

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