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Interest Rate Modeling and Forecasting in India

  • Pami Dua

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The interest rate is a key financial variable that affects decision of consumers, businesses, financial institutions, professional investors and policymakers. Timely forecast of interest rates can therefore provide valuable information to financial market participants and policymakers. The objective of this study is to develop models to forecast short term and long term rates. The study develops univariate and multivariate models to forecast these rates.

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Paper provided by eSocialSciences in its series Working Papers with number id:1521.

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Date of creation: Jun 2008
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Handle: RePEc:ess:wpaper:id:1521
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  40. Dua, Pami & Pandit, B. L., 2002. "Interest rate determination in India: domestic and external factors," Journal of Policy Modeling, Elsevier, vol. 24(9), pages 853-875, December.
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