On the Temporal Causal Relationship between Macroeconomic Variables: Empirical Evidence from India
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Cited by:
- Cindrella Shah & Nilesh Ghonasgi, 2016. "Determinants and Forecast of Price Level in India: a VAR Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 57-86, June.
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More about this item
Keywords
Macroeconomic variables; Cointegration; Causality; Variance Decomposition Analysis; Impulse Response Functions;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2013-05-11 (Macroeconomics)
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