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Pami Dua

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. 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.

    Mentioned in:

    1. Dating the Indian business cycle
      by Ajay Shah in Ajay Shah's blog on 2016-09-07 15:06:00

Working papers

  1. Pami Dua & Divya Tuteja, 2015. "Global Recession And Eurozone Debt Crisis - Impact On Exports Of China And India," Working papers 242, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Pami Dua & Ritu Suri, 2023. "India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 123-148, Springer.
    2. Aakriti Mathur & Rajeswari Sengupta, 2019. "Analysing monetary policy statements of the Reserve Bank of India," IHEID Working Papers 08-2019, Economics Section, The Graduate Institute of International Studies.

  2. Pami Dua & Reetika Garg, 2013. "Foreign Portfolio Investment Flows To India -- Determinants And Analysis," Working papers 225, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Vo, Xuan Vinh & Nguyen, Dong Phong & Ho, Viet Tien & Nguyen, Trung Thong, 2017. "Where do the advanced countries invest? An investigation of capital flows from advanced countries to emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 142-154.
    2. R, Sreelakshmi & Sinha, Apra & Mandal, Sabuj Kumar, 2021. "COVID-19 related uncertainty, investor sentiment and stock returns in India," MPRA Paper 109549, University Library of Munich, Germany.
    3. Muhammad Afaq Haider & Muhammad Asif Khan & Shamila Saddique & Shujahat Haider Hashmi, 2017. "The Impact of Stock Market Performance on Foreign Portfolio Investment in China," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 460-468.
    4. Tricia Mangal & Day-Yang Liu, 2020. "The impact of economic freedom on foreign portfolio investments: The case of the Caricom single market and economy," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 9(2), pages 213-222, March.
    5. Khyati Kathuria & Nand Kumar, 2022. "Are exports and imports of India’s trading partners cointegrated? Evidence from Fourier bootstrap ARDL procedure," Empirical Economics, Springer, vol. 62(3), pages 1177-1191, March.
    6. Assad Ullah & Muhammad Anees & Zahid Ali & Muhammad Ayub Khan, 2018. "Economic Freedom and Private Capital Inflows in Selected South Asian Economies: A Dynamic Panel Data Evidence," South Asian Journal of Business and Management Cases, , vol. 7(1), pages 41-52, June.
    7. Xu, Hao & Li, Songsong, 2023. "What impacts foreign capital flows to China's stock markets? Evidence from financial risk spillover networks," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 559-577.
    8. Batten, Jonathan A. & Vo, Xuan Vinh, 2015. "Foreign ownership in emerging stock markets," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 15-24.
    9. Baishali Agarwal, 2016. "FII Inflows into Indian IPOs and its Impact on the Indian Stock Market," Emerging Economy Studies, International Management Institute, vol. 2(1), pages 129-144, May.
    10. Lakdawala, Aeimit, 2018. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Working Papers 2018-9, Michigan State University, Department of Economics.
    11. Monica Singhania & Neha Saini, 2018. "Determinants of FPI in Developed and Developing Countries," Global Business Review, International Management Institute, vol. 19(1), pages 187-213, February.
    12. Patricia Lindelwa Makoni, 2020. "Foreign Portfolio Investments, Exchange Rates and Capital Openness: A Panel Data Approach," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 100-113.
    13. Insukindro INSUKINDRO & Arti ADJI & Aryo ALIYUDANTO, 2016. "Analysis of the Unanticipated Factors in Portfolio Inflows to Indonesia: A SVAR Approach: 2001-2012," Journal of Economics Library, KSP Journals, vol. 3(2), pages 327-341, June.
    14. Acha, Ikechukwu A & Essien, Joseph M, 2018. "The Economic Growth Imperative of Foreign Portfolio Investment for Nigeria," Noble International Journal of Economics and Financial Research, Noble Academic Publsiher, vol. 3(6), pages 71-77, June.
    15. Mr Insukindro & Arti Adji & Aryo Aliyudanto, 2014. "Analysis of the Unanticipated Factors in Portfolio Inflows to Indonesia: A SCVAR Approach, 2000: Q1 - 2012: Q4," EcoMod2014 7019, EcoMod.
    16. Pami Dua, 2023. "Macroeconomic Modelling and Bayesian Methods," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37, Springer.
    17. Naresh, G. & Vasudevan, Gopala & Mahalakshmi, S. & Thiyagarajan, S., 2018. "Spillover effect of US dollar on the stock indices of BRICS," Research in International Business and Finance, Elsevier, vol. 44(C), pages 359-368.
    18. Bozhechkova, A.V. (Божечкова, А.В.) & Sinelnikova-Muryleva, Elena Vladimirovna (Синельникова-Мурылева, Елена Владимировна), 2016. "The Impact of Higher Interest Rates on Loans to the Economic Growth of the Russian Federation in the Current Environment [Влияние Высоких Процентных Ставок По Заимствованиям На Экономический Рост Р," Working Papers 21310, Russian Presidential Academy of National Economy and Public Administration.

  3. Pami Dua & Divya Tuteja, 2013. "Interdependence Of International Financial Market-- The Case Of India And U.S," Working papers 223, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Afees A. Salisu & Kazeem Isah, 2017. "Modeling the spillovers between stock market and money market in Nigeria," Working Papers 023, Centre for Econometric and Allied Research, University of Ibadan.
    2. Paulo Sergio Ceretta & Alexandre Silva da Costa & Marcelo Brutti Righi & Fernanda Maria Müller, 2013. "A 10 min tick volatility analysis between the Ibovespa and the S&P500," Economics Bulletin, AccessEcon, vol. 33(3), pages 2169-2176.

  4. Goodness C. Aye & Pami Dua & Rangan Gupta, 2013. "Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models," Working Papers 201342, University of Pretoria, Department of Economics.

    Cited by:

    1. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar, 2014. "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers 15-21, Eastern Mediterranean University, Department of Economics.

  5. Pami Dua & Vineeta Sharma, 2013. "Measurement And Patterns Of International Synchronization-- A Spectral Approach," Working papers 224, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Raj Rajesh, 2017. "Output Synchronization of the Indian Economy in the Post-reform Period," Foreign Trade Review, , vol. 52(2), pages 63-89, May.

  6. Pami Dua & Anirvan Banerji, 2012. "Business And Growth Rate Cycles In India," Working papers 210, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Pami Dua, 2007. "Business Cycles in India," Working Papers id:1132, eSocialSciences.
    2. Ritabrata Bose & Ashima Goyal, 2020. "Disaggregated Indian industrial cycles: A Spectral analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-033, Indira Gandhi Institute of Development Research, Mumbai, India.
    3. Pami Dua & Anirvan Banerji, 2009. "Synchronization Of Recessions In Major Developed And Emerging Economies," Working papers 182, Centre for Development Economics, Delhi School of Economics.
    4. Pami Dua & Lokendra Kumawat, 2007. "Modelling Seasonal Dynamics in Indian Industrial Production--An Extention of TV-STAR Model," Working papers 162, Centre for Development Economics, Delhi School of Economics.
    5. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2018. "Business Cycle Measurement in India," Working Papers 18/221, National Institute of Public Finance and Policy.
    6. Saini, Seema & Ahmad, Wasim & Bekiros, Stelios, 2021. "Understanding the credit cycle and business cycle dynamics in India," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 988-1006.
    7. Pami Dua & Anirvan Banerji, 2007. "Predicting Indian Business Cycles," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 1(3), pages 249-265, July.

  7. N. R. Bhanumurthy & Pami Dua & Lokendra Kumawat, 2012. "Weather Shocks, Spot and Futures Agricultural Commodity Prices- An Analysis for India," Working papers 219, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. N. R. Bhanumurthy & Pami Dua & Lokendra Kumawat, 2013. "Weather Shocks And Agricultural Commodity Prices In India," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 4(03), pages 1-20.

  8. Behera, Smruti Ranjan Behera & Dua, Pami Dua & Goldar, Bishwanath Goldar, 2012. "Technology Spillover of Foreign Direct Investment: An Analysis of Different Clusters in India," MPRA Paper 43840, University Library of Munich, Germany.

    Cited by:

    1. Bishwanath Goldar & Karishma Banga, 2018. "Country Origin of Foreign Direct Investment in Indi an Manufacturing and Its Impact on Productivity of Domestic Firms," Working Papers id:12730, eSocialSciences.

  9. Smruti Ranjan Behera & Pami Dua & Bishwanath Goldar, 2012. "Foreign Direct Investment And Technology Spillover---Evidence Across Indian Manufacturing Industries," Working papers 207, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Sahoo, Pradipta Kumar & Rath, Badri Narayan & Le, Viet, 2022. "Nexus between export, productivity, and competitiveness in the Indian manufacturing sector," Journal of Asian Economics, Elsevier, vol. 79(C).
    2. Lucian Belascu & Alexandra Horobet & Georgiana Vrinceanu & Consuela Popescu, 2021. "Performance Dissimilarities in European Union Manufacturing: The Effect of Ownership and Technological Intensity," Sustainability, MDPI, vol. 13(18), pages 1-19, September.
    3. Bishwanath Goldar & Yashobanta Parida, 2017. "Intangible Capital and Firm Productivity," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 18(2), pages 246-275, September.
    4. Brian Tavonga Mazorodze & Devi Datt Tewari, 2018. "Impact of Chinese, Korean and Japanese Innovation Spillover on Labour Productivity in South African Manufacturing," Journal of Economics and Behavioral Studies, AMH International, vol. 10(5), pages 16-28.
    5. Taniya Ghosh & Prashant Mehul Parab, 2021. "Assessing India's productivity trends and endogenous growth: New evidence from technology, human capital and foreign direct investment," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-004, Indira Gandhi Institute of Development Research, Mumbai, India.
    6. Smruti Ranjan Behera, 2015. "Do Domestic Firms Really Benefit From Foreign Direct Investment? The Role Of Horizontal And Vertical Spillovers And Absorptive Capacity," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 40(2), pages 57-86, June.
    7. Khanindra Ch. Das & Nilanjan Banik, 2015. "Outbound Foreign Direct Investment from China and India," China Report, , vol. 51(3), pages 204-229, August.
    8. Sucre Reyes, M.A., 2014. "Finance, growth and social fairness : Evidence for Latin America and Bolivia," Other publications TiSEM ad514338-1973-4ec9-b5c7-2, Tilburg University, School of Economics and Management.
    9. Bishwanath Goldar & Karishma Banga, 2018. "Country Origin of Foreign Direct Investment in Indi an Manufacturing and Its Impact on Productivity of Domestic Firms," Working Papers id:12730, eSocialSciences.
    10. Sugam Agarwal & Smruti Ranjan Behera, 2022. "Geographical concentration of knowledge and technology-intensive industries in India: empirical evidence from establishment-level analysis," Indian Economic Review, Springer, vol. 57(2), pages 513-552, December.
    11. Krishan SINGH & Sandeep Kaur BHATIA, 2017. "Whether Fdi Or Exports Enhance Innovation: Evidence From Indian Manufacturing Firms, 2001-2012," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., vol. 26(3), pages 19-32.
    12. Özcan Karahan, 2016. "Technology Spillover from Foreign Direct Investment in Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 9(3), pages 7-12, December.

  10. Pami Dua & ANIRVAN BANERJI, 2011. "Predicting Recessions And Slowdowns--A Robust Approach," Working papers 202, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Silva, Aldy Fernandes da & Weffort, Elionor Farah Jreige & Flores, Eduardo da Silva & Silva, Glauco Peres da, 2014. "Gerenciamento de resultados e crises econômicas no mercado de capitais brasileiro," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 54(3), May.
    2. Pami Dua & Vineeta Sharma, 2013. "Measurement And Patterns Of International Synchronization-- A Spectral Approach," Working papers 224, Centre for Development Economics, Delhi School of Economics.
    3. Anna Pestova, 2015. "Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia," HSE Working papers WP BRP 94/EC/2015, National Research University Higher School of Economics.

  11. Pami Dua & Rajiv Ranjan, 2011. "Modelling and Forecasting the Indian Re/US Dollar Exchange Rate," Working papers 197, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Hyeyoen Kim & Doojin Ryu, 2013. "Forecasting Exchange Rate from Combination Taylor Rule Fundamental," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S4), pages 81-92, September.
    2. Danglun Luo & Qianwei Ying, 2014. "Political Connections and Bank Lines of Credit," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(03), pages 5-21, May.
    3. Tamal Datta Chaudhuri & Indranil Ghosh, 2016. "Artificial Neural Network and Time Series Modeling Based Approach to Forecasting the Exchange Rate in a Multivariate Framework," Papers 1607.02093, arXiv.org.
    4. Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013. "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers 201307, University of Pretoria, Department of Economics.
    5. Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201599, University of Pretoria, Department of Economics.
    6. Nyoni, Thabani, 2019. "An ARIMA analysis of the Indian Rupee/USD exchange rate in India," MPRA Paper 96908, University Library of Munich, Germany.
    7. Somesh Kumar Mathur & Surendra Babu, 2014. "Modelling & Forecasting of Re/$ Exchange rate – An empirical analysis," 2nd International Conference on Energy, Regional Integration and Socio-Economic Development 7741, EcoMod.

  12. Pami Dua & B. N. GOLDAR & SMRUTI RANJAN BEHERA, 2011. "Foreign Direct Investment And Technology Spillover-- An Evaluation Across Different Clusters In India," Working papers 200, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Gunja Baranwal, 2016. "Links between foreign direct investment and human capital formation: Evidence from the manufacturing sector in India," WIDER Working Paper Series wp-2016-123, World Institute for Development Economic Research (UNU-WIDER).

  13. Pami Dua & Anirvan Banerji, 2009. "Synchronization Of Recessions In Major Developed And Emerging Economies," Working papers 182, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Pami Dua & Divya Tuteja, 2015. "Global Recession And Eurozone Debt Crisis - Impact On Exports Of China And India," Working papers 242, Centre for Development Economics, Delhi School of Economics.
    2. Pami Dua & Divya Tuteja, 2023. "Synchronization in Cycles of China and India During Recent Crises: A Markov Switching Analysis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(2), pages 317-337, June.
    3. Pami Dua & Divya Tuteja, 2016. "Linkages between Indian and US financial markets: impact of global financial crisis and Eurozone debt crisis," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 9(3), pages 217-240, September.
    4. Kashif Hamid & Muhammad Mudasar Ghafoor & Muhammad Yasir Saeed, 2020. "Emerging Markets and Volatility Spillover Effects: Empirical Evidence from Regional Emerging Economies of Pakistan, China, India, and Bangladesh," Global Economics Review, Humanity Only, vol. 5(1), pages 102-116, March.
    5. Tiago Trancoso, 2013. "Global macroeconomic interdependence: a minimum spanning tree approach," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 5(1), pages 179-189, June.
    6. Pami Dua & Divya Tuteja, 2017. "Impact Of Eurozone Sovereign Debt Crisis On China And India," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(05), pages 1137-1164, December.

  14. Pami Dua & Upasna Gaur, 2009. "Determination of Inflation in an Open Economy Phillips Curve Framework-- The Case of Developed and Developing Asian Countries," Working papers 178, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Shahbaz, Muhammad & Islam , Faridul & Shabbir, Muhammad Shahbaz, 2012. "Phillips Curve in a Small Open Economy: A Time Series Exploration of North Cyprus," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 35(4), pages 113-130, December.
    2. Taniya Ghosh & Sohini Sahu & Siddhartha Chattopadhyay, 2017. "Households' inflation expectations in India: Role of economic policy uncertainty and global financial uncertainty spill-over," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2017-007, Indira Gandhi Institute of Development Research, Mumbai, India.
    3. Sadhan Kumar Chattopadhyay & Arghya Kusum Mitra, 2023. "Monetary policy transmission in India under the base rate and MCLR regimes: a comparative study," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-14, December.
    4. Singh, B. Karan & Kanakaraj, A. & Sridevi, T.O., 2011. "Revisiting the empirical existence of the Phillips curve for India," Journal of Asian Economics, Elsevier, vol. 22(3), pages 247-258, June.
    5. Mohammed Saiful Islam & Riduanul Mustafa, 2017. "Quest for a Valid Phillips Curve in the Long Run: An Empirical Approach," International Business Research, Canadian Center of Science and Education, vol. 10(4), pages 191-198, April.
    6. Barros, Geraldo Sant’Ana de Camargo & Carrara, Aniela Fagundes & Castro, Nicole Rennó & Silva, Adriana Ferreira, 2022. "Agriculture and inflation: Expected and unexpected shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 178-188.
    7. Behera, Harendra & Wahi, Garima & Kapur, Muneesh, 2018. "Phillips curve relationship in an emerging economy: Evidence from India," Economic Analysis and Policy, Elsevier, vol. 59(C), pages 116-126.
    8. Chakraborty, Lekha & Varma, Kushagra Om, 2015. "Efficacy of New Monetary Framework and Determining Inflation in India: An Empirical Analysis of Financially Deregulated Regime," Working Papers 15/153, National Institute of Public Finance and Policy.
    9. Mutiu Gbade Rasaki, 2017. "An Estimated New Keynesian Phillips Curve for Nigeria," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(2), pages 203-211, April.
    10. Chaubal Aditi, 2018. "P-star model for India: a nonlinear approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-28, December.
    11. Kapur, Muneesh & Behera, Harendra, 2012. "Monetary Transmission Mechanism in India: A Quarterly Model," MPRA Paper 70631, University Library of Munich, Germany.
    12. Jagadish Prasad Sahu, 2013. "Inflation dynamics in India: A hybrid New Keynesian Phillips Curve approach," Economics Bulletin, AccessEcon, vol. 33(4), pages 2634-2647.
    13. Kapur, Muneesh, 2013. "Revisiting the Phillips curve for India and inflation forecasting," Journal of Asian Economics, Elsevier, vol. 25(C), pages 17-27.
    14. Chattopadhyay, Siddhartha & Sahu, Sohini & Jha, Saakshi, 2016. "Estimation of Unobserved Inflation Expectations in India using State-Space Model," MPRA Paper 72710, University Library of Munich, Germany.
    15. Bhavesh Salunkhe & Anuradha Patnaik, 2019. "Inflation Dynamics and Monetary Policy in India: A New Keynesian Phillips Curve Perspective," South Asian Journal of Macroeconomics and Public Finance, , vol. 8(2), pages 144-179, December.
    16. Eric Girardin & Cheikh Sall, 2018. "Inflation Dynamics of Franc-Zone Countries Determinants, Co-movements and Spatial Interactions," Post-Print hal-01985975, HAL.
    17. Taniya Ghosh & Sohini Sahu & Siddhartha Chattopadhyay, 2021. "Inflation expectations of households in India: Role of oil prices, economic policy uncertainty, and spillover of global financial uncertainty," Bulletin of Economic Research, Wiley Blackwell, vol. 73(2), pages 230-251, April.
    18. Aijaz Ahmad Bhat & Javaid Iqbal Khan & Sajad Ahmad Bhat & Javed Ahmad Bhat, 2023. "Central Bank Independence and Inflation in India: The Role of Financial Development," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 47(4), pages 392-407, October.
    19. Biswajit Maitra, 2016. "Inflation Dynamics in India: Relative Role of Structural and Monetary Factors," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(2), pages 237-255, December.
    20. Ajit R. Joshi & Debashis Acharya, 2011. "Inflation Model for India in the Context of Open Economy," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 12(1), pages 39-59, March.
    21. Biswajit Maitra & Tafajul Hossain, 2020. "Inflation in India: causes and anti-inflationary policy perception," International Journal of Economic Policy Studies, Springer, vol. 14(2), pages 363-387, August.
    22. Laurence Ball & Anusha Chari & Prachi Mishra, 2016. "Understanding Inflation in India," NBER Working Papers 22948, National Bureau of Economic Research, Inc.
    23. Dladla, Pholile & Malikane, Christopher, 2022. "Inflation dynamics in an emerging market: The case of South Africa," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 262-271.
    24. Behera, Harendra & Wahi, Garima & Kapur, Muneesh, 2017. "Phillips Curve Relationship in India: Evidence from State-Level Analysis," MPRA Paper 80737, University Library of Munich, Germany.
    25. Prakash Shrestha, 2017. "Macroeconomic Impact of International Reserves: Empirical Evidence from South Asia," Working Papers id:12166, eSocialSciences.
    26. Sugandha Huria & Kanika Pathania, 2018. "Dynamics of Food Inflation: Assessing the Role of Intermediaries," Global Business Review, International Management Institute, vol. 19(5), pages 1363-1378, October.
    27. Abdul Jalil, 2021. "Drivers of Inflation: From Roots to Regressions," PIDE Knowledge Brief 2021:38, Pakistan Institute of Development Economics.
    28. Kushal Banik Chowdhury & Nityananda Sarkar, 2017. "Is the Hybrid New Keynesian Phillips Curve Stable? Evidence from Some Emerging Economies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(3), pages 427-449, September.
    29. Ismael, Mohanad & Sadeq, Tareq, 2016. "Does Phillips Exist in Palestine? An Empirical Evidence," MPRA Paper 70245, University Library of Munich, Germany.
    30. Saakshi Jha & Sohini Sahu, 2020. "Forecasting inflation for India with the Phillips Curve: Evidence from internet search data," Economics Bulletin, AccessEcon, vol. 40(3), pages 2372-2379.

  15. Pami Dua & Arunima Sinha, 2007. "East Asian Crisis and Currency Pressure: The Case of India," Working papers 158, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Pami Dua & Arunima Sinha, 2007. "Insulation Of India From The East Asian Crisis: An Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 52(03), pages 419-443.
    2. Angelina Gurunathan & Ravichandran Moorthy, 2021. "Riding the Indo-Pacific Wave: India–ASEAN Partnership Sans RCEP," India Quarterly: A Journal of International Affairs, , vol. 77(4), pages 560-578, December.
    3. Saidia Jeelani & Joity Tomar & Tapas Das & Seshanwita Das, 2019. "Testing Structural Break in the Relationship Between Exchange Rate and Macroeconomic Variables," Vision, , vol. 23(4), pages 442-453, December.
    4. Santosh Kumar & Ranjit Tiwari, 2021. "Does the fundamental indexation portfolio perform better? An Indian investigation," Accounting Research Journal, Emerald Group Publishing Limited, vol. 35(2), pages 121-144, June.

  16. Pami Dua & Anirvan Banerji, 2007. "Predicting Indian Business Cycles-- Leading Indices for External and Domestic Sectors," Working papers 156, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Pami Dua & Divya Tuteja, 2015. "Global Recession And Eurozone Debt Crisis - Impact On Exports Of China And India," Working papers 242, Centre for Development Economics, Delhi School of Economics.
    2. Pami Dua & Anirvan Banerji, 2012. "Business And Growth Rate Cycles In India," Working papers 210, Centre for Development Economics, Delhi School of Economics.

  17. Pami Dua & Anirvan Banerji, 2006. "Business Cycles in India," Working papers 146, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Jayaram, Shruthi & Patnaik, Ila & Shah, Ajay, 2009. "Examining the decoupling hypothesis for India," Working Papers 09/61, National Institute of Public Finance and Policy.
    2. Pami Dua & Anirvan Banerji, 2009. "Synchronization Of Recessions In Major Developed And Emerging Economies," Working papers 182, Centre for Development Economics, Delhi School of Economics.
    3. Miroslav Klúcik & Jana Juriová, 2010. "Slowdown or Recession? Forecasts Based on Composite Leading Indicator," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(1), pages 17-36, January.
    4. Saini, Seema & Ahmad, Wasim & Bekiros, Stelios, 2021. "Understanding the credit cycle and business cycle dynamics in India," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 988-1006.
    5. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2019. "Measuring business cycle conditions in India," Working Papers 19/269, National Institute of Public Finance and Policy.

  18. Pami Dua & Partha Sen, 2006. "Capital Flow Volatility And Exchange Rates-- The Case Of India," Working papers 144, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Abdul Rishad & Sanjeev Gupta & Akhil Sharma, 2021. "Official Intervention and Exchange Rate Determination: Evidence from India," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 13(3), pages 357-379, September.
    2. Bilesha B. Weeraratne, 2011. "Solving the Forward Discount Bias Puzzle in a Small Open Developing Economy," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 12(1), pages 61-89, March.
    3. Partha Sen, 2007. "Capital Inflows, Financial Repression And Macroeconomic Policy In India Since The Reforms," Working papers 157, Centre for Development Economics, Delhi School of Economics.
    4. Benzid, Lamia & Bakari, Sayef, 2021. "Modeling the Asymmetric Relationship between the Covid-19 and the U.S Dollar Exchange Rate: an Empirical Analysis via the NARDL Approach," MPRA Paper 105566, University Library of Munich, Germany.
    5. Abdul Rashid & Fazal Husain, 2010. "Capital Inflows, Inflation and Exchange Rate Volatility: An Investigation for Linear and Nonlinear Causal Linkages," PIDE-Working Papers 2010:63, Pakistan Institute of Development Economics.
    6. Bhanumurthy, N.R. & Bose, Sukanya & Panda, Swayamsiddha, 2014. "Modeling India's External Sector: Review and Some Empirics," Working Papers 14/138, National Institute of Public Finance and Policy.
    7. Chi, Tsung-Li & Liu, Hung-Tsen & Chang, Chia-Chien, 2023. "Hedging performance using google Trends–Evidence from the indian forex options market," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 107-123.
    8. Anita Mirchandani, 2013. "Analysis of Macroeconomic Determinants of Exchange Rate Volatility in India," International Journal of Economics and Financial Issues, Econjournals, vol. 3(1), pages 172-179.
    9. Narayan Sethi, 2012. "Inflows and their Macroeconomic Impact in India a VAR Analysis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(45), pages 93-142, December.
    10. Peter Nuhu & Dramani Bukari, 2021. "An analysis of export, import and exchange rate oscillation in Ghana," International Journal of Economic Policy Studies, Springer, vol. 15(2), pages 301-327, September.
    11. Somesh Kumar Mathur & Surendra Babu, 2014. "Modelling & Forecasting of Re/$ Exchange rate – An empirical analysis," 2nd International Conference on Energy, Regional Integration and Socio-Economic Development 7741, EcoMod.
    12. Saidia Jeelani & Joity Tomar & Tapas Das & Seshanwita Das, 2019. "Testing Structural Break in the Relationship Between Exchange Rate and Macroeconomic Variables," Vision, , vol. 23(4), pages 442-453, December.
    13. Patricia Lindelwa Makoni, 2020. "Foreign Portfolio Investments, Exchange Rates and Capital Openness: A Panel Data Approach," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 100-113.
    14. N.R. Bhanumurthy & Sukanya Bose & Swayamsiddha Panda, 2014. "Modelling India’s External Sector: Review and Some Empirics," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 8(4), pages 457-493, November.

  19. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Pami Dua & Lokendra Kumawat, 2007. "Modelling Seasonal Dynamics in Indian Industrial Production--An Extention of TV-STAR Model," Working papers 162, Centre for Development Economics, Delhi School of Economics.
    2. Kumawat, Lokendra, 2010. "Effect of Rainfall on Seasonals in Indian Manufacturing Production: Evidence from Sectoral Data," MPRA Paper 25300, University Library of Munich, Germany.
    3. Sujata Kar, 2010. "A Periodic Autoregressive Model of Indian WPI Inflation," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 4(3), pages 279-292, August.
    4. Somesh Kumar Mathur & Surendra Babu, 2014. "Modelling & Forecasting of Re/$ Exchange rate – An empirical analysis," 2nd International Conference on Energy, Regional Integration and Socio-Economic Development 7741, EcoMod.
    5. Nasir Hamid Rao & Syed Kalim Hyder Bukhari & Abdul Jalil, 2011. "Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited," Working Papers id:4290, eSocialSciences.

  20. Pami Dua, 2004. "Analysis of Consumers' Perceptions of Buying Conditions for Houses," Working papers 127, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Yuan, Cheng & He, Xilong & Kim, Yoonsu, 2017. "Home ownership, housing price and social security expenditure," China Economic Review, Elsevier, vol. 46(C), pages 290-305.
    2. Hamid Baghestani & Ajalavat Viriyavipart, 2019. "Do factors influencing consumer home-buying attitudes explain output growth?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(5), pages 1104-1115, August.
    3. Huang, MeiChi, 2014. "Bubble-like housing boom–bust cycles: Evidence from the predictive power of households’ expectations," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 2-16.
    4. MeiChi Huang, 2019. "Risk diversification gains from metropolitan housing assets," Review of Financial Economics, John Wiley & Sons, vol. 37(4), pages 453-481, October.
    5. Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2019. "The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 32(1), pages 2554-2567, January.
    6. David C. Ling & Joseph T.L. Ooi & Thao T.T. Le, 2015. "Explaining House Price Dynamics: Isolating the Role of Nonfundamentals," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 87-125, March.
    7. MeiChi Huang, 2022. "Time‐varying impacts of expectations on housing markets across hot and cold phases," International Finance, Wiley Blackwell, vol. 25(2), pages 249-265, August.
    8. Huang, MeiChi, 2018. "Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 145-172.
    9. Steffen Heinig & Anupam Nanda & Sotiris Tsolacos, 2016. "Which Sentiment Indicators Matter? An Analysis of the European Commercial Real Estate Market," ICMA Centre Discussion Papers in Finance icma-dp2016-04, Henley Business School, University of Reading.
    10. Chung-Chu Liu & Jason C. H. Chen & Che-Cheong Poon, 2019. "Perception Types Of Home Buyers By Q Methodology: A Comparative Study Of Hong Kong, Taiwan, And The Usa," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(01), pages 235-257, March.

  21. Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Raushan Kumar, 2021. "Predicting Wheat Futures Prices in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 121-140, March.
    2. Haroon Mumtaz & Nitin Kumar, 2012. "An application of data-rich environment for policy analysis of the Indian economy," Joint Research Papers 2, Centre for Central Banking Studies, Bank of England.
    3. Narayana, N.S.S. & Ghosh, Probal P., 2005. "Macroeconomic Simulation Results for India based on VEC/VAR Models," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 60(4), pages 1-40.
    4. Sanjay Sehgal & Kumar Bijoy & Florent Deisting, 2011. "Modeling and Forecasting Debt Market Yields : Evidence From India," Post-Print hal-01881922, HAL.
    5. Biswajit Maitra, 2018. "Determinants of Nominal Interest Rates in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 265-288, March.
    6. Pami Dua & Nishita Raje & Satyananda Sahoo, 2008. "Forecasting Interest Rates in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 2(1), pages 1-41, March.
    7. Dilip Nachane & Jose Clavel, 2008. "Forecasting interest rates: a comparative assessment of some second-generation nonlinear models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(5), pages 493-514.
    8. Pami Dua, 2023. "Macroeconomic Modelling and Bayesian Methods," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37, Springer.
    9. Bhattacharya, B.B. & Bhanumurthy, N.R. & Mallick, Hrushikesh, 2008. "Modeling interest rate cycles in India," Journal of Policy Modeling, Elsevier, vol. 30(5), pages 899-915.
    10. Jayaraman, T. K. & Choong, Chee-Keong, 2011. "Impact of global growth fluctuations on India: an empirical study," MPRA Paper 33685, University Library of Munich, Germany.

  22. Anirvan Banerji & Pami Dua & Stephen M. Miller, 2003. "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers 114, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Rangan Gupta & Sonali Das, 2008. "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers 200813, University of Pretoria, Department of Economics.
    2. Rangan Gupta & Moses M. Sichei, 2006. "A BVAR Model for the South African Economy," Working Papers 200612, University of Pretoria, Department of Economics.
    3. Nonso Obikili, 2018. "Unfulfilled expectations and the emergence of the EFF," Working Papers 149, Economic Research Southern Africa.
    4. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2013. "Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes," Empirical Economics, Springer, vol. 44(2), pages 387-417, April.
    5. Rangan Gupta & Sonali Das, 2008. "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers 200821, University of Pretoria, Department of Economics.
    6. Shihai Dong & Yandong Wang & Yanyan Gu & Shiwei Shao & Hui Liu & Shanmei Wu & Mengmeng Li, 2020. "Predicting the turning points of housing prices by combining the financial model with genetic algorithm," PLOS ONE, Public Library of Science, vol. 15(4), pages 1-20, April.
    7. Rangan Gupta, 2006. "FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs," South African Journal of Economics, Economic Society of South Africa, vol. 74(4), pages 611-628, December.
    8. Edda Claus, 2011. "Seven Leading Indexes of New Zealand Employment," The Economic Record, The Economic Society of Australia, vol. 87(276), pages 76-89, March.
    9. Hong Chen, 2010. "Using Financial and Macroeconomic Indicators to Forecast Sales of Large Development and Construction Firms," The Journal of Real Estate Finance and Economics, Springer, vol. 40(3), pages 310-331, April.
    10. Rangan Gupta, 2009. "Bayesian Methods Of Forecasting Inventory Investment," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 113-126, March.

  23. Pami Dua & Anirvan Banerji, 2001. "A Leading Index for India's Exports," Occasional papers 1, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Pami Dua & Divya Tuteja, 2015. "Global Recession And Eurozone Debt Crisis - Impact On Exports Of China And India," Working papers 242, Centre for Development Economics, Delhi School of Economics.
    2. 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.
    3. Pami Dua & Anirvan Banerji, 2007. "Predicting Indian Business Cycles," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 1(3), pages 249-265, July.

  24. 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.

    Cited by:

    1. Pami Dua, 2007. "Business Cycles in India," Working Papers id:1132, eSocialSciences.
    2. Pami Dua & ANIRVAN BANERJI, 2011. "Predicting Recessions And Slowdowns--A Robust Approach," Working papers 202, Centre for Development Economics, Delhi School of Economics.
    3. Pami Dua & Anirvan Banerji, 2009. "Synchronization Of Recessions In Major Developed And Emerging Economies," Working papers 182, Centre for Development Economics, Delhi School of Economics.
    4. Mohanty, Jaya & Singh, Bhupal & Jain, Rajeev, 2003. "Business cycles and leading indicators of industrial activity in India," MPRA Paper 12149, University Library of Munich, Germany.
    5. Pami Dua, 2007. "Predicting Indian Business Cycles: Leading Indices for External and Domestic Sectors," Working Papers id:1144, eSocialSciences.
    6. Pami Dua & Anirvan Banerji, 2001. "A Leading Index for India's Exports," Occasional papers 1, Centre for Development Economics, Delhi School of Economics.
    7. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2018. "Business Cycle Measurement in India," Working Papers 18/221, National Institute of Public Finance and Policy.
    8. Kathleen Dorsainvil, 2006. "Explaining Economic Performance in the Haitian Economy," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(1), pages 125-145, January-J.
    9. Pami Dua & Anirvan Banerji, 2010. "A Leading Index for the Indian Economy," Working Papers id:2935, eSocialSciences.
    10. Saini, Seema & Ahmad, Wasim & Bekiros, Stelios, 2021. "Understanding the credit cycle and business cycle dynamics in India," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 988-1006.
    11. Pami Dua & Anirvan Banerji, 2012. "Business And Growth Rate Cycles In India," Working papers 210, Centre for Development Economics, Delhi School of Economics.
    12. Rajendra N. Paramanik & Bandi Kamaiah, 2017. "An Empirical Analysis Of Indian Business Cycle Dynamics," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 62(213), pages 7-26, April - J.
    13. Mr. Joannes Mongardini & Tahsin Saadi Sedik, 2003. "Estimating Indexes of Coincident and Leading Indicators: An Application to Jordan," IMF Working Papers 2003/170, International Monetary Fund.
    14. Mammadov, Fuad & Shaig Adigozalov, Shaiq, 2014. "Indicator Based Forecasting of Business Cycles in Azerbaijan," MPRA Paper 64367, University Library of Munich, Germany.
    15. Pami Dua & Anirvan Banerji, 2007. "Predicting Indian Business Cycles," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 1(3), pages 249-265, July.
    16. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2019. "Measuring business cycle conditions in India," Working Papers 19/269, National Institute of Public Finance and Policy.

  25. Pami Dua & Aneesa I. Rashid, 1999. "Foreign Direct Investment and Economic Activity in India," Working papers 62, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Garg, Reetika & Dua, Pami, 2014. "Foreign Portfolio Investment Flows to India: Determinants and Analysis," World Development, Elsevier, vol. 59(C), pages 16-28.
    2. Suryakanta Nayak & Dukhabandhu Sahoo, 2020. "Dimensions of Foreign Direct Investment Inflow in India After 1991," FIIB Business Review, , vol. 9(2), pages 106-117, June.
    3. Rudra P. Pradhan, Mak B. Arvin, & Mahendhiran Nair, Jay Mittal, & Neville R. Norman, 2017. "Telecommunications infrastructure and usage and the FDI–growth nexus: evidence from Asian-21 countries "Abstract: This paper examines causal relationships between telecommunications infrastructur," Department of Economics - Working Papers Series 2032, The University of Melbourne.
    4. Ansari, Mohd. Shamim & Ranga, Mukesh, 2010. "India’S Foreign Direct Investment: Current Status, Issues And Policy Recommendations," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 1(2), pages 1-16.
    5. James Laurenceson & Abby Kamalankanthan, "undated". "How important is foreign capital to income growth in China and India?," EAERG Discussion Paper Series 0405, School of Economics, University of Queensland, Australia.
    6. Rudra P. Pradhan & Mak B. Arvin & John H. Hall, 2019. "The Nexus Between Economic Growth, Stock Market Depth, Trade Openness, And Foreign Direct Investment: The Case Of Asean Countries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(03), pages 461-493, June.

  26. Pami Dua & Tapas Mishra, 1999. "Presence of Persistence in Industrial Production: The Case of India," Working papers 63, Centre for Development Economics, Delhi School of Economics.

    Cited by:

    1. Pami Dua & Deepika Goel, 2021. "Inflation Persistence in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 525-553, September.
    2. Dutt, Amitava K. & Ros, Jaime, 2007. "Aggregate demand shocks and economic growth," Structural Change and Economic Dynamics, Elsevier, vol. 18(1), pages 75-99, March.
    3. Patrick Marie Nga Ndjobo & Nadège Ngah Otabela, 2023. "Can Income Inequality be Affected by the Interaction Between ICTs and Human Capital?: The Evidence from Developing Countries," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 235-264, March.

  27. Pami Dua & Stephen M. Miller & David J. Smyth, 1996. "Using Leading Indicators to Forecast US Home Sales in a Bayesian VAR Framework," Working papers 1996-08, University of Connecticut, Department of Economics.

    Cited by:

    1. Rangan Gupta & Stephen Miller, 2012. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 339-361, April.
    2. Lozano, Francisco-Javier, 2013. "Evaluación de modelos de predicción para la venta de viviendas [Evaluation of forecasting models for house sales]," MPRA Paper 118652, University Library of Munich, Germany.

  28. Pami Dua & Stephen Miller, 1995. "Forecasting and Analyzing Economic Activity with Coincident and Leading Indexes: The Case of Connecticut," Working papers 1995-05, University of Connecticut, Department of Economics.

    Cited by:

    1. Longhi, Simonetta & Nijkamp, Peter, 2006. "Forecasting regional labor market developments under spatial heterogeneity and spatial correlation," Serie Research Memoranda 0015, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2. Simonetta Longhi & Peter Nijkamp, 2005. "Forecasting Regional Labour Market Developments Under Spatial Heterogeneity and Spatial Autocorrelation," Tinbergen Institute Discussion Papers 05-041/3, Tinbergen Institute.
    3. Gary L. Shoesmith, 2000. "The Time-Series Relatedness of State and National Indexes of Leading Indicators and Implications for Regional Forecasting," International Regional Science Review, , vol. 23(3), pages 281-299, July.
    4. Anirvan Banerji & Pami Dua & Stephen M. Miller, 2002. "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers 2002-34, University of Connecticut, Department of Economics, revised Jun 2005.
    5. Ahking, Francis, W. & Pattanapancha, Maneechit, 2000. "The Linkage Between State and National Output: A Case Study of Connecticut," The Review of Regional Studies, Southern Regional Science Association, vol. 30(2), pages 137-145, Fall.
    6. Caraiani, Petre, 2010. "Forecasting Romanian GDP Using a BVAR Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 76-87, December.

Articles

  1. Pami Dua & Divya Tuteja, 2021. "Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 309-336, December.

    Cited by:

    1. Yong Bao & Aman Ullah, 2021. "The Special Issue in Honor of Anirudh Lal Nagar: An Introduction," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 1-8, December.

  2. Pami Dua & Niti Khandelwal Garg, 2019. "Determinants of labour productivity: Comparison between developing and developed countries of Asia‐Pacific," Pacific Economic Review, Wiley Blackwell, vol. 24(5), pages 686-704, December.

    Cited by:

    1. Ghulam Sarwar & Muhammad Fayyaz Sheikh & Iqra Rabnawaz, 2021. "Factors Affecting Labor Productivity: An Empirical Evidence from Pakistan," Journal of Economic Impact, Science Impact Publishers, vol. 3(3), pages 221-226.
    2. Sizhong Sun, 2023. "Firm heterogeneity, worker training and labor productivity: the role of endogenous self-selection," Journal of Productivity Analysis, Springer, vol. 59(2), pages 121-133, April.
    3. Sanjoy Kumar Saha, 2022. "How Does the Impact of Foreign Direct Investment on Labor Productivity Affects Productive Capacity?," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(4), pages 101-135.
    4. Hiroyuki Nishiyama & Azusa Fujimori & Takahiro Sato, 2022. "Regional disparities, firm heterogeneity, and the activity of Japanese manufacturing multinationals in India," Pacific Economic Review, Wiley Blackwell, vol. 27(5), pages 462-488, December.
    5. Yothin Jinjarak & Ilan Noy & Quy Ta, 2020. "Pandemics and Economic Growth: Evidence from the 1968 H3N2 Influenza," CESifo Working Paper Series 8672, CESifo.
    6. Ricardo Barradas, 2023. "Why Has Labor Productivity Slowed Down in the Era of Financialization?: Insights from the Post-Keynesians for the European Union Countries," Review of Radical Political Economics, Union for Radical Political Economics, vol. 55(3), pages 390-422, September.
    7. Rajeev K. Goel & Ummad Mazhar & Rati Ram, 2022. "Informal competition and firm performance: Impacts on input‐ versus output performance," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(2), pages 418-430, March.
    8. Diogo Correia & Ricardo Barradas, 2021. "Financialisation and the slowdown of labour productivity in Portugal: A Post-Keynesian approach," PSL Quarterly Review, Economia civile, vol. 74(299), pages 325-346.
    9. Syamsiyatul Muzayyanah & Cheng-Yih Hong & Rishan Adha & Su-Fen Yang, 2023. "The Non-Linear Relationship between Air Pollution, Labor Insurance and Productivity: Multivariate Adaptive Regression Splines Approach," Sustainability, MDPI, vol. 15(12), pages 1-20, June.

  3. Pami Dua & Ritu Suri, 2018. "Exchange Rate And Central Bank Intervention In India: An Empirical Analysis," Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(2), pages 127-143, April-Jun.

    Cited by:

    1. Pami Dua & Ritu Suri, 2019. "Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1_suppl), pages 102-136, April.
    2. O. P. C. Muhammed Rafi & M. Ramachandran, 2018. "Capital flows and exchange rate volatility: experience of emerging economies," Indian Economic Review, Springer, vol. 53(1), pages 183-205, December.

  4. Dua, Pami & Kapur, Hema, 2018. "Macro stress testing and resilience assessment of Indian banking," Journal of Policy Modeling, Elsevier, vol. 40(2), pages 452-475.

    Cited by:

    1. Hway-Boon Ong & Lee-Lee Chong, 2023. "The effect of cashless payments on the internet and mobile banking," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 28(1), pages 178-188, March.
    2. Wang, Lei & Li, Shouwei & Wang, Jining & Meng, Yi, 2020. "Real estate bubbles in a bank-real estate loan network model integrating economic cycle and macro-prudential stress testing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
    3. Ilya Kuzminov & Irina Loginova & Elena Khabirova, 2018. "Stress Scenario Development: Global Challenges For The Russian Agricultural Sector," HSE Working papers WP BRP 88/STI/2018, National Research University Higher School of Economics.
    4. Walid Mansour & Hechem Ajmi & Karima Saci, 2022. "Regulatory policies in the global Islamic banking sector in the outbreak of COVID-19 pandemic," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(3), pages 265-287, September.
    5. Nithin Mani & Alok Kumar Mishra & Jijin Pandikasala, 2023. "How Serious is India’s Nonperforming Assets Crisis? A Structural Satellite Version of the Financial-Macroeconometric Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(4), pages 761-794, December.

  5. Pami Dua & Divya Tuteja, 2017. "Impact Of Eurozone Sovereign Debt Crisis On China And India," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(05), pages 1137-1164, December.

    Cited by:

    1. Konstantinos N. Konstantakis & Panayotis G. Michaelides & Livia Chatzieleftheriou & Arsenios‐Georgios N. Prelorentzos, 2022. "Crisis and the Chinese miracle: A network—GVAR model," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 900-921, July.
    2. Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2018. "Assessing the extent of contagion of sovereign credit risk among BRICS countries," MPRA Paper 89200, University Library of Munich, Germany.
    3. Ahmed Samour, Aliya Zhakanova Isiksal, Turgut Türsoy, 2023. "Effects of the domestic and ECB interest rates on Türkiye's stock market: Empirical evidence from a newly developed combined co-integration and causality analysis," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 20(2), pages 223-238, December.

  6. Pami Dua & Hema Kapur, 2017. "Macro Stress Testing of Indian Bank Groups," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 11(4), pages 375-403, November.

    Cited by:

    1. Nithin Mani & Alok Kumar Mishra & Jijin Pandikasala, 2023. "How Serious is India’s Nonperforming Assets Crisis? A Structural Satellite Version of the Financial-Macroeconometric Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(4), pages 761-794, December.

  7. Pami Dua, 2017. "Macroeconomic Modelling and Bayesian Methods," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(2), pages 209-226, June.

    Cited by:

    1. T. P. Sinha, 2022. "A Macro-Econometric VAR Model of India Incorporating Black Income," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(3), pages 629-660, September.
    2. Radmila Krkošková, 2019. "Modelování makroekonomických agregátů české a slovenské ekonomiky pomocí var modelů [Modelling Macroeconomic Aggregates of the Czech and Slovak Economies Using Var Models]," Politická ekonomie, Prague University of Economics and Business, vol. 2019(6), pages 593-610.

  8. Pami Dua & Divya Tuteja, 2016. "Linkages between Indian and US financial markets: impact of global financial crisis and Eurozone debt crisis," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 9(3), pages 217-240, September.

    Cited by:

    1. Kai-Hua WANG & Chi-Wei SU & Hsu-Ling CHANG & Ji MA & Cristina IOVU, 2017. "Purchasing Power Parity In China: An Empirical Investigation Based On Bootstrap Rollingwindow Test," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 166-181, December.
    2. Pami Dua & Divya Tuteja, 2016. "Contagion in International Stock and Currency Markets During Recent Crisis Episodes," Working papers 258, Centre for Development Economics, Delhi School of Economics.
    3. Dua, Pami & Tuteja, Divya, 2016. "Financial crises and dynamic linkages across international stock and currency markets," Economic Modelling, Elsevier, vol. 59(C), pages 249-261.
    4. Kashif Hamid & Muhammad Mudasar Ghafoor & Muhammad Yasir Saeed, 2020. "Emerging Markets and Volatility Spillover Effects: Empirical Evidence from Regional Emerging Economies of Pakistan, China, India, and Bangladesh," Global Economics Review, Humanity Only, vol. 5(1), pages 102-116, March.
    5. Gao, Hai-Ling & Mei, Dong-Cheng, 2019. "The correlation structure in the international stock markets during global financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    6. Pami Dua, 2023. "Macroeconomic Modelling and Bayesian Methods," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37, Springer.

  9. Dua, Pami & Tuteja, Divya, 2016. "Financial crises and dynamic linkages across international stock and currency markets," Economic Modelling, Elsevier, vol. 59(C), pages 249-261.

    Cited by:

    1. Cesario Mateus & Miramir Bagirov & Irina Mateus, 2024. "Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets," International Review of Finance, International Review of Finance Ltd., vol. 24(1), pages 83-103, March.
    2. Ojea-Ferreiro, Javier & Reboredo, Juan C., 2022. "Exchange rates and the global transmission of equity market shocks," Economic Modelling, Elsevier, vol. 114(C).
    3. Prince Osei Mensah & Anokye M. Adam, 2020. "Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana," Risks, MDPI, vol. 8(2), pages 1-20, June.
    4. Priya Malhotra & Pankaj Sinha, 2024. "Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?," IIM Kozhikode Society & Management Review, , vol. 13(1), pages 7-24, January.
    5. Fang, Libing & Yu, Honghai & Li, Lei, 2017. "The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets," Economic Modelling, Elsevier, vol. 66(C), pages 139-145.
    6. Tadeusz Klecha & Daniel Kosiorowski & Dominik Mielczarek & Jerzy P. Rydlewski, 2018. "New Proposals of a Stress Measure in a Capital and its Robust Estimator," Papers 1802.03756, arXiv.org.
    7. Metelli, Luca & Natoli, Filippo, 2017. "The effect of a Chinese slowdown on inflation in the euro area and the United States," Economic Modelling, Elsevier, vol. 62(C), pages 16-22.
    8. Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020. "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers 202047, University of Pretoria, Department of Economics.
    9. Albulescu, Claudiu Tiberiu & Aubin, Christian & Goyeau, Daniel & Tiwari, Aviral Kumar, 2018. "Extreme co-movements and dependencies among major international exchange rates: A copula approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 56-69.
    10. Ahmed Imran Hunjra & Tahar Tayachi & Rashid Mehmood & Sidra Malik & Zoya Malik, 2020. "Impact of Credit Risk on Momentum and Contrarian Strategies: Evidence from South Asian Markets," Risks, MDPI, vol. 8(2), pages 1-14, April.
    11. Liu, Min & Lee, Chien-Chiang, 2021. "Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting," Energy Economics, Elsevier, vol. 103(C).
    12. Pami Dua & Divya Tuteja, 2021. "Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 309-336, December.
    13. Sharma, Susan Sunila & Bach Phan, Dinh Hoang & Narayan, Paresh Kumar, 2019. "Exchange rate effects of US government shutdowns: Evidence from both developed and emerging markets," Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
    14. Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2017. "Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets," Economic Modelling, Elsevier, vol. 66(C), pages 112-120.
    15. Lin, Arthur J. & Chang, Hai Yen & Hsiao, Jung Lieh, 2019. "Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets?," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 127(C), pages 265-283.
    16. Marco Tronzano, 2022. "Optimal Portfolio Allocation between Global Stock Indexes and Safe Haven Assets: Gold versus the Swiss Franc (1999–2021)," JRFM, MDPI, vol. 15(6), pages 1-24, May.
    17. Abuzayed, Bana & Al-Fayoumi, Nedal & Bouri, Elie, 2020. "Co-movement across european stock and real estate markets," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 189-208.
    18. Anwer, Zaheer & Naeem, Muhammad Abubakr & Hassan, M. Kabir & Karim, Sitara, 2022. "Asymmetric connectedness across Asia-Pacific currencies: Evidence from time-frequency domain analysis," Finance Research Letters, Elsevier, vol. 47(PB).
    19. Liu, Min, 2022. "The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 288-309.
    20. Li, Xiafei & Li, Bo & Wei, Guiwu & Bai, Lan & Wei, Yu & Liang, Chao, 2021. "Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US," Resources Policy, Elsevier, vol. 73(C).
    21. Salisu, Afees A. & Olaniran, Abeeb & Tchankam, Jean Paul, 2022. "Oil tail risk and the tail risk of the US Dollar exchange rates," Energy Economics, Elsevier, vol. 109(C).
    22. Afees A. Salisu & Kazeem Isah & Nnenna Ogbonnaya‐Orji, 2022. "A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1220-1239, January.
    23. Pami Dua & Ritu Suri, 2019. "Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1_suppl), pages 102-136, April.
    24. Pami Dua, 2023. "Macroeconomic Modelling and Bayesian Methods," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37, Springer.
    25. Suman Das & Saikat Sinha Roy, 2021. "Predicting regime switching in BRICS currency volatility: a Markov switching autoregressive approach," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 48(2), pages 165-180, June.
    26. Simona Moagăr-Poladian & Dorina Clichici & Cristian-Valeriu Stanciu, 2019. "The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe," Sustainability, MDPI, vol. 11(14), pages 1-22, July.
    27. El-Shagi, Makram, 2017. "Dealing with small sample bias in post-crisis samples," Economic Modelling, Elsevier, vol. 65(C), pages 1-8.
    28. Marco Tronzano, 2021. "Financial Crises, Macroeconomic Variables, and Long-Run Risk: An Econometric Analysis of Stock Returns Correlations (2000 to 2019)," JRFM, MDPI, vol. 14(3), pages 1-25, March.
    29. Mishra, Aswini Kumar & Ghate, Kshitish, 2022. "Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches," Resources Policy, Elsevier, vol. 76(C).
    30. Jawadi, Fredj & Namouri, Hela & Ftiti, Zied, 2018. "An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 469-484.

  10. Pami Dua & Vineeta Sharma, 2016. "A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics: report," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2015(2), pages 1-27.

    Cited by:

    1. Pami Dua & Divya Tuteja, 2023. "Synchronization in Cycles of China and India During Recent Crises: A Markov Switching Analysis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(2), pages 317-337, June.
    2. Bhadury, Soumya & Ghosh, Saurabh & Kumar, Pankaj, 2019. "Nowcasting GDP Growth Using a Coincident Economic Indicator for India," MPRA Paper 96007, University Library of Munich, Germany.
    3. Pami Dua, 2023. "Macroeconomic Modelling and Bayesian Methods," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37, Springer.

  11. Pami Dua & Reetika Garg, 2015. "Macroeconomic determinants of foreign direct investment: evidence from India," Journal of Developing Areas, Tennessee State University, College of Business, vol. 49(1), pages 133-155, January-M.

    Cited by:

    1. Mahmud A. Mansaray, 2017. "Macroeconomic Determinants of Foreign Direct Investment Inflows and Impulse Response Function," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 7(10), pages 187-219, October.
    2. Satya Prasad Padhi, 2024. "Indian Experience of Managing Impossible Trinity, Growth and Possible Tradeoff Between FDI and FIIs: Nature of Capital Inflows Matter," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 16(1), pages 44-63, January.
    3. Virender Kumar & Naveen Kumar & Puneet Kumar Arora & Apoorva Gupta, 2024. "Does domestic monetary policy affect foreign direct investment to India?," Economics Bulletin, AccessEcon, vol. 44(1), pages 173-181.

  12. Garg, Reetika & Dua, Pami, 2014. "Foreign Portfolio Investment Flows to India: Determinants and Analysis," World Development, Elsevier, vol. 59(C), pages 16-28.
    See citations under working paper version above.
  13. Pami Dua & Nishita Raje, 2014. "Determinants of Yields on Government Securities in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 8(4), pages 375-400, November.

    Cited by:

    1. Ajit Dayanandan & Jai Chander & N. R. V. V. M. K. Rajendra Kumar, 2023. "Size and liquidity of government securities in India," Indian Economic Review, Springer, vol. 58(1), pages 71-90, June.
    2. Moumita Paul & Kalluru Siva Reddy, 2022. "US QE and the Indian Bond Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 137-157, March.
    3. Pami Dua & Hema Kapur, 2017. "Macro Stress Testing of Indian Bank Groups," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 11(4), pages 375-403, November.

  14. Dua, Pami & Sen, Partha, 2013. "Capital Flows and Exchange Rates: The Indian Experience," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 48(1), pages 189-220.

    Cited by:

    1. Özcan KARAHAN & Olcay ÇOLAK, 2019. "The link between financial capital movements and the exchange rate in Turkey," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 10, pages 263-281, December.
    2. Eita, Joel Hinaunye & Khumalo, Zitsile Zamantungwa & Choga, Ireen, 2020. "Empirical test of the Balassa-Samuelson effect in selected African countries," MPRA Paper 101495, University Library of Munich, Germany.
    3. Sayantan Bandhu Majumder & Ranjanendra Narayan Nag, 2016. "Understanding the Behaviour of Capital Flow and its Components: The Indian Experience," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 10(3), pages 355-380, August.
    4. O. P. C. Muhammed Rafi & M. Ramachandran, 2018. "Capital flows and exchange rate volatility: experience of emerging economies," Indian Economic Review, Springer, vol. 53(1), pages 183-205, December.

  15. Smruti Ranjan Behera & Pami Dua & Bishwanath Goldar, 2012. "Foreign Direct Investment And Technology Spillover: Evidence Across Indian Manufacturing Industries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(02), pages 1-23.
    See citations under working paper version above.
  16. Pami Dua & Upasna Gaur, 2010. "Determination of inflation in an open economy Phillips curve framework: the case of developed and developing Asian countries," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 3(1), pages 33-51.
    See citations under working paper version above.
  17. Anirvan Banerji & Pami Dua, 2010. "Synchronisation of Recessions in Major Developed and Emerging Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 4(2), pages 197-223, May.
    See citations under working paper version above.
  18. Pami Dua, 2008. "Analysis of Consumers’ Perceptions of Buying Conditions for Houses," The Journal of Real Estate Finance and Economics, Springer, vol. 37(4), pages 335-350, November.
    See citations under working paper version above.
  19. Pami Dua & Nishita Raje & Satyananda Sahoo, 2008. "Forecasting Interest Rates in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 2(1), pages 1-41, March.

    Cited by:

    1. Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar, 2014. "Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors," Working papers 2014-10, University of Connecticut, Department of Economics.
    2. Goodness C. Aye & Rangan Gupta, 2013. "Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012," Working Papers 201362, University of Pretoria, Department of Economics.
    3. Nombulelo Gumata & Alain Kabundi & Eliphas Ndou, 2013. "Important channels of transmission of monetary policy shock in South Africa," Working Papers 6021, South African Reserve Bank.
    4. Nicholas Apergis & Ghassen El Montasser & Emmanuel Owusu-Sekyere & Ahdi N. Ajmi & Rangan Gupta, 2014. "Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries," Working Papers 201408, University of Pretoria, Department of Economics.
    5. Aswani Kumar Mallick & Alok Kumar Mishra, 2019. "Interest rates forecasting and stress testing in India: a PCA-ARIMA approach," Palgrave Communications, Palgrave Macmillan, vol. 5(1), pages 1-17, December.
    6. Pami Dua & Nishita Raje, 2023. "Determinants of Yields on Government Securities in India," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 73-96, Springer.
    7. Naik, Prasad A., 2015. "Marketing Dynamics: A Primer on Estimation and Control," Foundations and Trends(R) in Marketing, now publishers, vol. 9(3), pages 175-266, December.
    8. Pami Dua, 2023. "Macroeconomic Modelling and Bayesian Methods," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37, Springer.

  20. Pami Dua & Arunima Sinha, 2007. "Insulation Of India From The East Asian Crisis: An Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 52(03), pages 419-443.

    Cited by:

    1. Garg, Reetika & Dua, Pami, 2014. "Foreign Portfolio Investment Flows to India: Determinants and Analysis," World Development, Elsevier, vol. 59(C), pages 16-28.
    2. Akhand Akhtar Hossain, 2015. "The Evolution of Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 14611, December.
    3. Kariya, Ankitkumar, 2021. "Borrowing from government owned banks & firm's liquidation risk," Journal of Corporate Finance, Elsevier, vol. 69(C).

  21. Pami Dua & Anirvan Banerji, 2007. "Predicting Indian Business Cycles," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 1(3), pages 249-265, July.

    Cited by:

    1. Pami Dua & Anirvan Banerji, 2009. "Synchronization Of Recessions In Major Developed And Emerging Economies," Working papers 182, Centre for Development Economics, Delhi School of Economics.
    2. Pami Dua & Divya Tuteja, 2015. "Global Recession And Eurozone Debt Crisis - Impact On Exports Of China And India," Working papers 242, Centre for Development Economics, Delhi School of Economics.
    3. Pami Dua & Anirvan Banerji, 2012. "Business And Growth Rate Cycles In India," Working papers 210, Centre for Development Economics, Delhi School of Economics.

  22. Pami Dua & Anirvan Banerji & Stephen M. Miller, 2006. "Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 415-437.
    See citations under working paper version above.
  23. 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.

    Cited by:

    1. Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics.
    2. Syafrida Hani & Elizar Sinambela, 2021. "Indonesia s Bank Response of Interest Rates to the Prices of World Crude Oil and Foreign Rates of Interest," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 558-564.
    3. Rodionova, Alena (Родионова, Алена), 2014. "Formation of long-term rate of return: Fisher effect in the markets of public debt of developing countries [Формирование Долгосрочного Уровня Доходности: Эффект Фишера На Рынках Государственного До," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 116-139.
    4. Pami Dua & Nishita Raje, 2010. "Determinants of Weekly Yields on Government Securities in India," Working Papers id:2834, eSocialSciences.
    5. Ranjan Kumar Mohanty & N. R. Bhanumurthy, 2021. "Revisiting the role of fiscal policy in determining interest rate in India," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 26(2), pages 293-318, April.
    6. Sajad Ahmad Bhat & Bandi Kamaiah, 2021. "Fiscal policy and macroeconomic effects: structural macroeconometric model and simulation analysis," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 23(1), pages 81-105, June.
    7. Pami Dua & Nishita Raje, 2023. "Determinants of Yields on Government Securities in India," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 73-96, Springer.
    8. Ari Aisen & David Hauner, 2013. "Budget deficits and interest rates: a fresh perspective," Applied Economics, Taylor & Francis Journals, vol. 45(17), pages 2501-2510, June.
    9. Hrishikesh Vinod & Lekha S. Chakraborty & Honey Karun, 2014. "If Deficits Are Not the Culprit, What Determines Indian Interest Rates? An Evaluation Using the Maximum Entropy Bootstrap Method," Economics Working Paper Archive wp_811, Levy Economics Institute.
    10. Biswajit Maitra, 2017. "Monetary and fiscal factors in nominal interest rate variations in Sri Lanka under a deregulated regime," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 3(1), pages 1-17, December.
    11. Biswajit Maitra, 2018. "Determinants of Nominal Interest Rates in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 265-288, March.
    12. Pami Dua & Nishita Raje & Satyananda Sahoo, 2008. "Forecasting Interest Rates in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 2(1), pages 1-41, March.
    13. Ranjan Kumar Mohanty, 2020. "Fiscal Deficit and Economic Growth Nexus in India: A Simultaneous Error Correction Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 683-707, September.
    14. Bhattacharya, B.B. & Bhanumurthy, N.R. & Mallick, Hrushikesh, 2008. "Modeling interest rate cycles in India," Journal of Policy Modeling, Elsevier, vol. 30(5), pages 899-915.

  24. Pami Dua & Anirvan Banerji, 2001. "An Indicator Approach to Business and Growth Rate Cycles: The Case of India," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 36(1), pages 55-78, January.

    Cited by:

    1. Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2011. "Has India emerged? Business cycle facts from a transitioning economy," Working Papers 11/88, National Institute of Public Finance and Policy.
    2. Chetan Ghate & Radhika Pandey & Ila Patnaik, 2011. "Has India emerged? Business cycle stylized facts from a transitioning economy," Discussion Papers 11-05, Indian Statistical Institute, Delhi.
    3. Mustapha Olalekan Ojo & Luís Aguiar‐Conraria & Maria Joana Soares, 2024. "The performance of OECD's composite leading indicator," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2265-2277, April.
    4. Biru Paksha Paul & Anupam Das, 2012. "Export-led Growth in India and the Role of Liberalisation," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 6(1), pages 1-26, February.
    5. Kaustubh & Soumya Bhadury & Saurabh Ghosh, 2024. "Reinvigorating Gva Nowcasting In The Postpandemic Period: A Case Study For India," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(Spesial I), pages 95-130, Februari.
    6. Bhattacharya, Rudrani & Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2016. "Seasonal adjustment of Indian macroeconomic time-series," Working Papers 16/160, National Institute of Public Finance and Policy.
    7. Paul, Biru Paksha, 2009. "In search of the Phillips curve for India," Journal of Asian Economics, Elsevier, vol. 20(4), pages 479-488, September.
    8. Bhadury, Soumya & Ghosh, Saurabh & Kumar, Pankaj, 2019. "Nowcasting GDP Growth Using a Coincident Economic Indicator for India," MPRA Paper 96007, University Library of Munich, Germany.
    9. Pami Dua & Anirvan Banerji, 2007. "Predicting Indian Business Cycles," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 1(3), pages 249-265, July.
    10. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2019. "Measuring business cycle conditions in India," Working Papers 19/269, National Institute of Public Finance and Policy.

  25. Dua Pami & Rashid Aneesa Ismail & Salvatore Dominick, 2000. "The Impact of Financial and Fiscal Variables on Economic Growth: The Case of India and Korea," International Economic Journal, Taylor & Francis Journals, vol. 14(2), pages 133-150.

    Cited by:

    1. Anusorn Tamajai, . "The Impact of Capital Inflows of Asian Economic Growth," Fordham Economics Dissertations, Fordham University, Department of Economics, number 2000.4.
    2. Shahzad AHMAD* & Maqbool H. SIAL** & Nisar AHMAD***, 2018. "INDIRECT TAXES AND ECONOMIC GROWTH: An Empirical Analysis of Pakistan," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 28(1), pages 65-81.

  26. Susan W. Taylor & David J. Smyth & Pami Dua, 1999. "Estimating the public's social preference function between inflation and unemployment using survey data: The survey research center versus Gallup," Empirical Economics, Springer, vol. 24(3), pages 361-372.

    Cited by:

    1. Berlemann, Michael & Enkelmann, Sören, 2014. "The economic determinants of U.S. presidential approval: A survey," European Journal of Political Economy, Elsevier, vol. 36(C), pages 41-54.
    2. Michael Berlemann, 2005. "Time inconsistency of monetary policy: Empirical evidence from polls," Public Choice, Springer, vol. 125(1), pages 1-15, July.
    3. Joshy Easaw, 2010. "It’s all ‘bad’ news! Voters’ perception of macroeconomic policy competence," Public Choice, Springer, vol. 145(1), pages 253-264, October.
    4. Easaw, Joshy Z. & Ghoshray, Atanu, 2007. "Confidence or competence: Do presidencies matter for households' subjective preferences?," European Journal of Political Economy, Elsevier, vol. 23(4), pages 1025-1037, December.
    5. Fox, Gerald T., 2012. "Macroeconomic time consistency and wartime presidential approval," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 891-902.
    6. D. J. Smyth & S. W. Taylor, 2003. "Presidential popularity: what matters most, macroeconomics or scandals?," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 585-588.

  27. Dua, Pami & Miller, Stephen M & Smyth, David J, 1999. "Using Leading Indicators to Forecast U.S. Home Sales in a Bayesian Vector Autoregressive Framework," The Journal of Real Estate Finance and Economics, Springer, vol. 18(2), pages 191-205, March.

    Cited by:

    1. Kincal, Gokce & Fullerton, Thomas M., Jr. & Holcomb, James H. & Barraza de Anda, Martha P., 2010. "Cross Border Business Cycle Impacts on the El Paso Housing Market," MPRA Paper 29095, University Library of Munich, Germany, revised 2010.
    2. Anastasiou, Dimitrios & Kapopoulos, Panayotis, 2021. "Dynamic linkages among financial stability, house prices and residential investment in Greece," MPRA Paper 107833, University Library of Munich, Germany.
    3. Rangan Gupta & Sonali Das, 2008. "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers 200813, University of Pretoria, Department of Economics.
    4. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working papers 2009-42, University of Connecticut, Department of Economics.
    5. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers 200912, University of Pretoria, Department of Economics.
    6. Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics.
    7. Rangan Gupta & Stephen Miller, 2012. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 339-361, April.
    8. Nonso Obikili, 2018. "Unfulfilled expectations and the emergence of the EFF," Working Papers 149, Economic Research Southern Africa.
    9. Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli K. Segnon, 2014. "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Working Papers 201482, University of Pretoria, Department of Economics.
    10. Rangan Gupta & Sonali Das, 2008. "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers 200821, University of Pretoria, Department of Economics.
    11. Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2019. "The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 32(1), pages 2554-2567, January.
    12. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020. "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, vol. 52(5), pages 528-536, January.
    13. Moro Matheus Fernando & Weise Andreas Dittmar & Bornia Antonio Cezar, 2020. "Model Hybrid for Sales Forecast for the Housing Market of São Paulo," Real Estate Management and Valuation, Sciendo, vol. 28(3), pages 45-64, September.
    14. Hong Chen, 2010. "Using Financial and Macroeconomic Indicators to Forecast Sales of Large Development and Construction Firms," The Journal of Real Estate Finance and Economics, Springer, vol. 40(3), pages 310-331, April.
    15. Pami Dua & Nishita Raje & Satyananda Sahoo, 2008. "Forecasting Interest Rates in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 2(1), pages 1-41, March.
    16. Khaled Guesmi & Nabila BOUKEF JLASSI & Ahmed Atil & Imen Haouet, 2016. "On the Influence of Oil Prices on Financial Variables," Economics Bulletin, AccessEcon, vol. 36(4), pages 2261-2274.
    17. Alain Kabundi & Rangan Gupta & Sonali Das, 2008. "Is a DFM well suited for forecasting regional house price inflation?," Working Papers 085, Economic Research Southern Africa.
    18. Caraiani, Petre, 2010. "Forecasting Romanian GDP Using a BVAR Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 76-87, December.
    19. Pami Dua, 2023. "Macroeconomic Modelling and Bayesian Methods," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37, Springer.
    20. Seoung Hwan Suh & Kabsung Kim, 2014. "Global financial crisis and early warning system of Korean housing market," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 4, pages 62-81, Edward Elgar Publishing.
    21. Dick M. Carpenter II & John K. Ross, 2010. "Do Restrictions on Eminent Domain Harm Economic Development?," Economic Development Quarterly, , vol. 24(4), pages 337-351, November.

  28. Pami Dua & Tapas Mishra, 1999. "Presence of Persistence in Industrial production: The Case of India," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 34(1), pages 23-38, January.
    See citations under working paper version above.
  29. Pami Dua & Aneesa I. Rashid, 1998. "Foreign Direct Investment and Economic Activity in India," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 33(2), pages 153-168, July.
    See citations under working paper version above.
  30. Batchelor, Roy & Dua, Pami, 1998. "Improving macro-economic forecasts: The role of consumer confidence," International Journal of Forecasting, Elsevier, vol. 14(1), pages 71-81, March.

    Cited by:

    1. Blanka Škrabić Perić & Petar Sorić, 2018. "A Note on the “Economic Policy Uncertainty Index”," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 137(2), pages 505-526, June.
    2. Bob McNabb & Karl Taylor, 2002. "Business Cycles and the Role of Confidence: Evidence from Europe," Discussion Papers in Economics 02/3, Division of Economics, School of Business, University of Leicester.
    3. Vuchelen, Jef, 2004. "Consumer sentiment and macroeconomic forecasts," Journal of Economic Psychology, Elsevier, vol. 25(4), pages 493-506, August.
    4. Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer, 2022. "APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1625-1658, November.
    5. Thomas A. Garrett & Ruben Hernandez-Murillo & Michael T. Owyang, 2005. "Does consumer sentiment predict regional consumption?," Review, Federal Reserve Bank of St. Louis, vol. 87(Mar), pages 123-135.
    6. Giampiero M. Gallo & Clive W.J. Granger & Yongil Jeon, 2001. "Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets," Econometrics Working Papers Archive wp2001_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    7. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(1), pages 1-14, January.
    8. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”," AQR Working Papers 201706, University of Barcelona, Regional Quantitative Analysis Group, revised May 2017.
    9. Dudek, Sławomir, 2008. "Consumer Survey Data and short-term forecasting of households consumption expenditures in Poland," MPRA Paper 19818, University Library of Munich, Germany.
    10. Lenka Mynaříková & Vít Pošta, 2023. "The Effect of Consumer Confidence and Subjective Well-being on Consumers’ Spending Behavior," Journal of Happiness Studies, Springer, vol. 24(2), pages 429-453, February.
    11. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "A new approach for the quantification of qualitative measures of economic expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(6), pages 2685-2706, November.
    12. Lemmens, A. & Croux, C. & Dekimpe, M.G., 2005. "The European Consumer: United In Diversity?," ERIM Report Series Research in Management ERS-2005-022-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    13. David Alaminos & M. Belén Salas & Manuel A. Fernández-Gámez, 2022. "Quantum Computing and Deep Learning Methods for GDP Growth Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 803-829, February.
    14. Gikas Hardouvelis & Dimitrios Thomakos, 2007. "Consumer Confidence and Elections," Working Papers 0003, University of Peloponnese, Department of Economics.
    15. Pedersen, Michael, 2019. "Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1100-1107.
    16. Ivana Lolić & Marija Logarušić & Mirjana Čižmešija, 2022. "Recent Revision of the European Consumer Confidence Indicator: Is There any additional Space for Improvement?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 159(3), pages 845-863, February.
    17. Ahmed, M. Iqbal & Cassou, Steven P., 2016. "Does consumer confidence affect durable goods spending during bad and good economic times equally?," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 86-97.
    18. Hamid Baghestani & Ajalavat Viriyavipart, 2019. "Do factors influencing consumer home-buying attitudes explain output growth?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(5), pages 1104-1115, August.
    19. Allen N. Berger & Felix Irresberger & Raluca A. Roman, 2020. "Bank Size and Household Financial Sentiment: Surprising Evidence from University of Michigan Surveys of Consumers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 149-191, October.
    20. Gallo, Giampiero M. & Granger, Clive William John & Jeon, Yongil, 1999. "The impact of the use of forecasts in information sets," Research Notes 99-7, Deutsche Bank Research.
    21. Mustafa Caglayan & Mustafa Caglayan & Bing Xu, 2016. "Sentiment Volatility and Bank Lending Behavior," EcoMod2016 9206, EcoMod.
    22. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," AQR Working Papers 201801, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2018.
    23. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Evolutionary Computation for Macroeconomic Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 833-849, February.
    24. Giancarlo Bruno, 2014. "Consumer confidence and consumption forecast: a non-parametric approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 37-52, February.
    25. Hassan Gholipour Fereidouni & Reza Tajaddini, 2017. "Housing Wealth, Financial Wealth and Consumption Expenditure: The Role of Consumer Confidence," The Journal of Real Estate Finance and Economics, Springer, vol. 54(2), pages 216-236, February.
    26. Le Mezo, Helena & Ferrari Minesso, Massimo, 2021. "Text-based recession probabilities," Working Paper Series 2516, European Central Bank.
    27. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
    28. Kevin Moran & Simplice Aime Nono, 2016. "Using Confidence Data to Forecast the Canadian Business Cycle," Cahiers de recherche 1606, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
    29. Christos Papamichael & Nicoletta Pashourtidou, 2016. "The Role of Survey Data in the Construction of Short-term GDP Growth Forecasts," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 10(2), pages 77-109, December.
    30. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Empirical modelling of survey-based expectations for the design of economic indicators in five European regions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 205-227, May.
    31. James A Wilcox, 2015. "The Home Purchase Sentiment Index: A New Housing Indicator," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 50(4), pages 178-190, October.
    32. Qiu, Yue, 2020. "Forecasting the Consumer Confidence Index with tree-based MIDAS regressions," Economic Modelling, Elsevier, vol. 91(C), pages 247-256.
    33. Tsung-Hsien Michael Lee & Wenjuan Chen, 2015. "Is There an Asymmetric Impact of Housing on Output?," SFB 649 Discussion Papers SFB649DP2015-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    34. E. Kilic & S. Cankaya, 2016. "Consumer confidence and economic activity: a factor augmented VAR approach," Applied Economics, Taylor & Francis Journals, vol. 48(32), pages 3062-3080, July.
    35. Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther, 2014. "Forecasting US recessions: The role of sentiment," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 459-468.
    36. Miquel Clar & Juan-Carlos Duque & Rosina Moreno, 2007. "Forecasting business and consumer surveys indicators-a time-series models competition," Applied Economics, Taylor & Francis Journals, vol. 39(20), pages 2565-2580.
    37. Malgarini, Marco & Margani, Patrizia, 2005. "Psychology, consumer sentiment and household expenditures: a disaggregated analysis," MPRA Paper 42443, University Library of Munich, Germany.
    38. Md. Kabir Ahmed Chowdhury & G.M. Abul Kalam Azad, 2010. "Consumer Confidence in Financial Markets," Working Papers id:3265, eSocialSciences.
    39. Joseph P. Byrne & Marco Lorusso & Bing Xu, 2017. "Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations," CEERP Working Paper Series 006, Centre for Energy Economics Research and Policy, Heriot-Watt University.
    40. Österholm, Pär, 2012. "The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 76-86.
    41. W. Jos Jansen & Niek J. Nahuis, 2004. "Which survey indicators are useful for monitoring consumption? Evidence from European countries," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 89-98.
    42. Lemmens, A. & Croux, C. & Dekimpe, M.G., 2007. "Consumer confidence in Europe : United in diversity," Other publications TiSEM ea8c3268-2c0b-4fcc-9d4a-6, Tilburg University, School of Economics and Management.
    43. Sarah Gelper & Aurelie Lemmens & Christophe Croux, 2007. "Consumer sentiment and consumer spending: decomposing the Granger causal relationship in the time domain," Applied Economics, Taylor & Francis Journals, vol. 39(1), pages 1-11.
    44. Petar Sorić, 2018. "Consumer confidence as a GDP determinant in New EU Member States: a view from a time-varying perspective," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(2), pages 261-282, May.
    45. Gelper, S. & Lemmens, A. & Croux, C., 2007. "Consumer sentiment and consumer spending : Decomposing the granger causal relationship in the time domain," Other publications TiSEM 55ac7230-2985-41f1-a42c-7, Tilburg University, School of Economics and Management.
    46. Sudeshna Ghosh, 2021. "Consumer Confidence and Consumer Spending in Brazil: A Nonlinear Autoregressive Distributed Lag Model Analysis," Arthaniti: Journal of Economic Theory and Practice, , vol. 20(1), pages 53-85, June.
    47. James Sprigg & Mark Ehlen, 2007. "Comparative dynamics in an overlapping-generations model: the effects of quasi-rational discrete choice on finding and maintaining Nash equilibrium," Computational Economics, Springer;Society for Computational Economics, vol. 29(1), pages 69-96, February.
    48. Baghestani, Hamid & AbuAl-Foul, Bassam M., 2017. "Comparing Federal Reserve, Blue Chip, and time series forecasts of US output growth," Journal of Economics and Business, Elsevier, vol. 89(C), pages 47-56.
    49. Mateus, Cesario & Chinthalapati, Raju & Mateus, Irina B., 2017. "Intraday industry-specific spillover effect in European equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 278-298.
    50. Hamid Baghestani, 2017. "Do US consumer survey data help beat the random walk in forecasting mortgage rates?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1343017-134, January.

  31. Basu, Parantap & Dua, Pami, 1996. "The behavior of velocity and nominal interest rates in a cash-in-advance model," Journal of Macroeconomics, Elsevier, vol. 18(3), pages 463-478.

    Cited by:

    1. Lynne EVANS & Anamaria NICOLAE, 2008. "The Output Effect Of Stopping Inflation When Velocity Is Time Varying," Journal of Information Systems & Operations Management, Romanian-American University, vol. 2(1), pages 231-253, July.
    2. Szilárd Benk & Max Gillman & Michal Kejak, 2007. "Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks," MNB Working Papers 2007/5, Magyar Nemzeti Bank (Central Bank of Hungary).
    3. Lynne Evans & Anamaria Nicolae, 2008. "The Output Effect Of Stopping Inflation When Velocity Is Time Varying," Romanian Economic Business Review, Romanian-American University, vol. 3(2), pages 60-77, June.
    4. Lynne Evans & Anamaria Nicolae, 2007. "Return The Output Effect of Stopping Inflation when Velocity is Time Varying," Working Papers 2007_06, Durham University Business School.

  32. Dua, Pami & Miller, Stephen M, 1996. "Forecasting Connecticut Home Sales in a BVAR Framework Using Coincident and Leading Indexes," The Journal of Real Estate Finance and Economics, Springer, vol. 13(3), pages 219-235, November.

    Cited by:

    1. Anastasiou, Dimitrios & Kapopoulos, Panayotis, 2021. "Dynamic linkages among financial stability, house prices and residential investment in Greece," MPRA Paper 107833, University Library of Munich, Germany.
    2. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working papers 2009-42, University of Connecticut, Department of Economics.
    3. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers 200912, University of Pretoria, Department of Economics.
    4. Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics.
    5. Rangan Gupta & Stephen Miller, 2012. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 339-361, April.
    6. Nonso Obikili, 2018. "Unfulfilled expectations and the emergence of the EFF," Working Papers 149, Economic Research Southern Africa.
    7. Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli K. Segnon, 2014. "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Working Papers 201482, University of Pretoria, Department of Economics.
    8. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2013. "Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes," Empirical Economics, Springer, vol. 44(2), pages 387-417, April.
    9. Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2019. "The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 32(1), pages 2554-2567, January.
    10. Pami Dua & Stephen M. Miller & David J. Smyth, 1996. "Using Leading Indicators to Forecast US Home Sales in a Bayesian VAR Framework," Working papers 1996-08, University of Connecticut, Department of Economics.
    11. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020. "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, vol. 52(5), pages 528-536, January.
    12. Pami Dua & Stephen Miller, 1995. "Forecasting and Analyzing Economic Activity with Coincident and Leading Indexes: The Case of Connecticut," Working papers 1995-05, University of Connecticut, Department of Economics.
    13. Hong Chen, 2010. "Using Financial and Macroeconomic Indicators to Forecast Sales of Large Development and Construction Firms," The Journal of Real Estate Finance and Economics, Springer, vol. 40(3), pages 310-331, April.
    14. Gary L. Shoesmith, 2000. "The Time-Series Relatedness of State and National Indexes of Leading Indicators and Implications for Regional Forecasting," International Regional Science Review, , vol. 23(3), pages 281-299, July.
    15. Pami Dua & Nishita Raje & Satyananda Sahoo, 2008. "Forecasting Interest Rates in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 2(1), pages 1-41, March.
    16. Pami Dua, 2023. "Macroeconomic Modelling and Bayesian Methods," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37, Springer.

  33. Roy Batchelor & Pami Dua, 1995. "Forecaster Diversity and the Benefits of Combining Forecasts," Management Science, INFORMS, vol. 41(1), pages 68-75, January.

    Cited by:

    1. Henzel, Steffen R. & Mayr, Johannes, 2013. "The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 1-24.
    2. Kenneth Gillingham & William D. Nordhaus & David Anthoff & Geoffrey Blanford & Valentina Bosetti & Peter Christensen & Haewan McJeon & John Reilly & Paul Sztorc, 2015. "Modeling Uncertainty in Climate Change: A Multi-Model Comparison," Cowles Foundation Discussion Papers 2022, Cowles Foundation for Research in Economics, Yale University.
    3. Madhukar Nagare & Pankaj Dutta & Naoufel Cheikhrouhou, 2016. "Optimal ordering policy for newsvendor models with bidirectional changes in demand using expert judgment," OPSEARCH, Springer;Operational Research Society of India, vol. 53(3), pages 620-647, September.
    4. Economo, Evan & Hong, Lu & Page, Scott E., 2016. "Social structure, endogenous diversity, and collective accuracy," Journal of Economic Behavior & Organization, Elsevier, vol. 125(C), pages 212-231.
    5. Hoda Heidari & Solon Barocas & Jon Kleinberg & Karen Levy, 2023. "Informational Diversity and Affinity Bias in Team Growth Dynamics," Papers 2301.12091, arXiv.org.
    6. Martin Spann & Bernd Skiera, 2009. "Sports forecasting: a comparison of the forecast accuracy of prediction markets, betting odds and tipsters," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(1), pages 55-72.
    7. Sevim, Cuneyt & Oztekin, Asil & Bali, Ozkan & Gumus, Serkan & Guresen, Erkam, 2014. "Developing an early warning system to predict currency crises," European Journal of Operational Research, Elsevier, vol. 237(3), pages 1095-1104.
    8. Zidong An & Joao Tovar Jalles, 2020. "On the performance of US fiscal forecasts: government vs. private information," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(2), pages 367-391, June.
    9. Mayr, Johannes, 2010. "Forecasting Macroeconomic Aggregates," Munich Dissertations in Economics 11140, University of Munich, Department of Economics.
    10. Kang, Yanfei & Cao, Wei & Petropoulos, Fotios & Li, Feng, 2022. "Forecast with forecasts: Diversity matters," European Journal of Operational Research, Elsevier, vol. 301(1), pages 180-190.
    11. Liginlal, Divakaran & Ow, Terence T., 2005. "On policy capturing with fuzzy measures," European Journal of Operational Research, Elsevier, vol. 167(2), pages 461-474, December.
    12. Armstrong, J. Scott & Morwitz, Vicki G. & Kumar, V., 2000. "Sales forecasts for existing consumer products and services: Do purchase intentions contribute to accuracy?," International Journal of Forecasting, Elsevier, vol. 16(3), pages 383-397.
    13. Pablo Pincheira-Brown & Andrea Bentancor & Nicolás Hardy, 2023. "An Inconvenient Truth about Forecast Combinations," Mathematics, MDPI, vol. 11(18), pages 1-24, September.
    14. Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
    15. Asil Oztekin, 2018. "Creating a marketing strategy in healthcare industry: a holistic data analytic approach," Annals of Operations Research, Springer, vol. 270(1), pages 361-382, November.
    16. Zhenni Ding & Huayou Chen & Ligang Zhou, 2023. "Using shapely values to define subgroups of forecasts for combining," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 905-923, July.
    17. Joao Tovar Jalles, 2015. "How Quickly is News Incorporated in Fiscal Forecasts?," Economics Bulletin, AccessEcon, vol. 35(4), pages 2802-2812.
    18. Lessmann, Stefan & Sung, Ming-Chien & Johnson, Johnnie E.V. & Ma, Tiejun, 2012. "A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction," European Journal of Operational Research, Elsevier, vol. 218(1), pages 163-174.
    19. Giordani, Paolo & Soderlind, Paul, 2000. "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 384, Stockholm School of Economics, revised 06 Nov 2001.
    20. Zidong An & João Tovar Jalles & Mr. Prakash Loungani, 2018. "How Well Do Economists Forecast Recessions?," IMF Working Papers 2018/039, International Monetary Fund.
    21. Steffen Henzel & Johannes Mayr, 2009. "The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study," ifo Working Paper Series 65, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    22. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
    23. Krkoska, Libor & Teksoz, Utku, 2009. "How reliable are forecasts of GDP growth and inflation for countries with limited coverage?," Economic Systems, Elsevier, vol. 33(4), pages 376-388, December.
    24. P. J. Lamberson & Scott E. Page, 2012. "Optimal Forecasting Groups," Management Science, INFORMS, vol. 58(4), pages 805-810, April.
    25. Roy Batchelor, 2001. "How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the consensus," Applied Economics, Taylor & Francis Journals, vol. 33(2), pages 225-235.
    26. Grant, Andrew & Johnstone, David, 2010. "Finding profitable forecast combinations using probability scoring rules," International Journal of Forecasting, Elsevier, vol. 26(3), pages 498-510, July.
    27. Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong, 2015. "Improving short term load forecast accuracy via combining sister forecasts," HSC Research Reports HSC/15/05, Hugo Steinhaus Center, Wroclaw University of Technology.
    28. António Afonso & João Tovar Jalles, 2017. "Fiscal Activism and Price Volatility: Evidence from Advanced and Emerging Economies," Working Papers Department of Economics 2017/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    29. Lahiri, Kajal & Liu, Fushang, 2005. "ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts," MPRA Paper 21693, University Library of Munich, Germany.
    30. Armstrong, J. Scott, 2006. "Findings from evidence-based forecasting: Methods for reducing forecast error," International Journal of Forecasting, Elsevier, vol. 22(3), pages 583-598.
    31. Thomson, Mary E. & Pollock, Andrew C. & Önkal, Dilek & Gönül, M. Sinan, 2019. "Combining forecasts: Performance and coherence," International Journal of Forecasting, Elsevier, vol. 35(2), pages 474-484.
    32. George Albanis & Roy Batchelor, 2007. "Combining heterogeneous classifiers for stock selection," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 15(1‐2), pages 1-21, January.
    33. Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk, 2018. "The Evolution of Forecast Density Combinations in Economics," Tinbergen Institute Discussion Papers 18-069/III, Tinbergen Institute.
    34. Martin Spann & Bernd Skiera, 2003. "Internet-Based Virtual Stock Markets for Business Forecasting," Management Science, INFORMS, vol. 49(10), pages 1310-1326, October.
    35. Krkoska, Libor & Teksoz, Utku, 2007. "Accuracy of GDP growth forecasts for transition countries: Ten years of forecasting assessed," International Journal of Forecasting, Elsevier, vol. 23(1), pages 29-45.
    36. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
    37. Kwas, Marek & Beckmann, Joscha & Rubaszek, Michał, 2024. "Are consensus FX forecasts valuable for investors?," International Journal of Forecasting, Elsevier, vol. 40(1), pages 268-284.
    38. Graefe, Andreas & Armstrong, J. Scott & Jones, Randall J. & Cuzán, Alfred G., 2014. "Combining forecasts: An application to elections," International Journal of Forecasting, Elsevier, vol. 30(1), pages 43-54.
    39. Kumar, V. & Nagpal, Anish & Venkatesan, Rajkumar, 2002. "Forecasting category sales and market share for wireless telephone subscribers: a combined approach," International Journal of Forecasting, Elsevier, vol. 18(4), pages 583-603.

  34. David Smyth & Pami Dua & Susan Washburn Taylor, 1995. "Structural change in the relationship between presidential popularity and inflation and unemployment: the Nixon and Ford presidencies," Applied Economics Letters, Taylor & Francis Journals, vol. 2(9), pages 305-307.

    Cited by:

    1. Berlemann, Michael & Enkelmann, Sören, 2014. "The economic determinants of U.S. presidential approval: A survey," European Journal of Political Economy, Elsevier, vol. 36(C), pages 41-54.
    2. Michael Berlemann & Sören Enkelmann & Torben Kuhlenkasper, 2015. "Unraveling the Relationship Between Presidential Approval and the Economy: A Multidimensional Semiparametric Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(3), pages 468-486, April.
    3. Berlemann, Michael & Enkelmann, Soeren & Kuhlenkasper, Torben, 2012. "Unraveling the complexity of US presidential approval: A multi-dimensional semi-parametric approach," HWWI Research Papers 118, Hamburg Institute of International Economics (HWWI).
    4. D. J. Smyth & S. W. Taylor, 2003. "Presidential popularity: what matters most, macroeconomics or scandals?," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 585-588.

  35. Smyth, David J & Dua, Pami & Taylor, Susan Washburn, 1994. "Voters and Macroeconomics: Are They Forward Looking or Backward Looking?," Public Choice, Springer, vol. 78(3-4), pages 283-293, March.

    Cited by:

    1. Sanghack Lee & Kiwoong Cheong & Seoung Hwan Sub, 2007. "International Comparison of Economic Performance Index: The Case of the USA, Japan and Korea," The American Economist, Sage Publications, vol. 51(1), pages 63-74, March.
    2. Berlemann, Michael & Enkelmann, Sören, 2014. "The economic determinants of U.S. presidential approval: A survey," European Journal of Political Economy, Elsevier, vol. 36(C), pages 41-54.
    3. Michael Berlemann & Sören Enkelmann & Torben Kuhlenkasper, 2015. "Unraveling the Relationship Between Presidential Approval and the Economy: A Multidimensional Semiparametric Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(3), pages 468-486, April.
    4. Gartner, Manfred, 1996. "Political business cycles when real activity is persistent," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 679-692.
    5. David Mitchell & Keith Willett, 2006. "Local Economic Performance and Election Outcomes," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 34(2), pages 219-232, June.
    6. Berlemann, Michael & Enkelmann, Soeren & Kuhlenkasper, Torben, 2012. "Unraveling the complexity of US presidential approval: A multi-dimensional semi-parametric approach," HWWI Research Papers 118, Hamburg Institute of International Economics (HWWI).
    7. an de Meulen, Philipp & Bredemeier, Christian, 2012. "A Political Winner's Curse: Why Preventive Policies Pass Parliament so Narrowly," Ruhr Economic Papers 336, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    8. Gerald T. Fox, 2009. "Partisan Divide on War and the Economy," Journal of Conflict Resolution, Peace Science Society (International), vol. 53(6), pages 905-933, December.
    9. Andrej Horvat, 2005. "Why does Nobody Care About the Absorption? Some Aspects Regarding Administrative Absorption Capacity for the EU Structural Funds in the Czech Republic, Estonia, Hungary, Slovakia and Slovenia before A," WIFO Working Papers 258, WIFO.
    10. D. J. Smyth & S. W. Taylor, 2003. "Presidential popularity: what matters most, macroeconomics or scandals?," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 585-588.

  36. Batchelor, Roy & Dua, Pami, 1993. "Survey vs ARCH Measures of Inflation Uncertainty," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(3), pages 341-353, August.

    Cited by:

    1. Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    2. Mailand, Wilhelm, 1998. "Zum Einfluß von Unsicherheit auf die gesamtwirtschaftliche Investitionstätigkeit," HWWA Discussion Papers 57, Hamburg Institute of International Economics (HWWA).
    3. Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
    4. Mailand, Wilhelm, 1998. "Zum Einfluss von Unsicherheit auf die gesamtwirtschaftliche Investitionstatigkeit," Discussion Paper Series 26305, Hamburg Institute of International Economics.
    5. Constantin Bürgi & Tara M. Sinclair, 2020. "What Does Forecaster Disagreement Tell Us about the State of the Economy?," Working Papers 2020-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    6. Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014. "Inflation uncertainty revisited: a proposal for robust measurement," Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
    7. Jagjit S. Chadha & Lucio Sarno, 2002. "Short‐ and long‐run price level uncertainty under different monetary policy regimes: an international comparison," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(3), pages 183-212, July.
    8. da Silva Filho, Tito Nícias Teixeira, 2005. "Is there too much certainty when measuring uncertainty," MPRA Paper 16383, University Library of Munich, Germany.
    9. Kajal Lahiri & Fushang Liu, 2006. "Modelling multi‐period inflation uncertainty using a panel of density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1199-1219, December.
    10. John Thornton, 2007. "The Relationship between Inflation and Inflation Uncertainty in Emerging Market Economies," Southern Economic Journal, John Wiley & Sons, vol. 73(4), pages 858-870, April.

  37. HARJIT K. Arora & PAMI Dua, 1993. "Budget Deficits, Domestic Investment, And Trade Deficits," Contemporary Economic Policy, Western Economic Association International, vol. 11(1), pages 29-44, January.

    Cited by:

    1. Hanson, Kenneth & Somwaru, Agapi, 2003. "Distributional Effects Of U.S. Farm Commodity Programs: Accounting For Farm And Non-Farm Households," 2003 Annual meeting, July 27-30, Montreal, Canada 21944, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Selahattin Dibooglu, 1995. "Accounting for U.S. Current Account Deficits: An Empirical Investigation," International Finance 9502003, University Library of Munich, Germany.
    3. Cosimo Magazzino, 2012. "Fiscal Policy, Consumption and Current Account in the European Countries," Economics Bulletin, AccessEcon, vol. 32(2), pages 1330-1344.
    4. Kwok, Yun-Kwong, 2004. "Global factor trade with differentiated factor prices and factor intensities," Conference papers 331173, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    5. Jamee K. Moudud, "undated". "Government Spending in a Growing Economy, Fiscal Policy and Growth Cycles," Economics Public Policy Brief Archive ppb_52, Levy Economics Institute.
    6. Francesco Forte & Cosimo Magazzino, 2015. "Ricardian equivalence and twin deficits hypotheses in the euro area," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 17(2), pages 148-166, October.
    7. Hanson, Kenneth & Golan, Elise H. & Vogel, Stephen J. & Olmsted, Jennifer, 2002. "Tracing The Impacts Of Food Assistance Programs On Agriculture And Consumers: A Computable General Equilibrium Model," Food Assistance and Nutrition Research Reports 33831, United States Department of Agriculture, Economic Research Service.
    8. Jamee K. Moudud, 1998. "Government Spending and Growth Cycles: Fiscal Policy in a Dynamic Context," Economics Working Paper Archive wp_260, Levy Economics Institute.
    9. Ranjan Kumar Mohanty, 2019. "An Empirical Investigation of Twin Deficits Hypothesis: Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(3), pages 579-601, September.
    10. Hassan Mohammadi, 2004. "Budget deficits and the current account balance: New evidence from panel data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(1), pages 39-45, March.
    11. Ranjan Kumar Mohanty, 2020. "Fiscal Deficit and Economic Growth Nexus in India: A Simultaneous Error Correction Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 683-707, September.
    12. Francesco Forte & Cosimo Magazzino, 2013. "Twin Deficits in the European Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 19(3), pages 289-310, August.
    13. Joseph Mawejje & Nicholas M. Odhiambo, 2020. "The determinants of fiscal deficits: a survey of literature," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 67(3), pages 403-417, September.
    14. William Gissy, 1999. "Net treasury borrowing and interest-rate changes," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 23(1), pages 23-29, March.

  38. Pami Dua, 1993. "Interest Rates, Government Purchases, and Budget Deficits: a Forward-Looking Model," Public Finance Review, , vol. 21(4), pages 470-478, October.

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    1. Lee C. Spector, 2005. "Macroeconomic Models and the Determination of Crowding Out," Working Papers 200511, Ball State University, Department of Economics, revised Mar 2006.
    2. Valeria De Bonis & Christian Thimann, 1999. "Expansionary Effects of Fiscal Consolidation: The Role of Expectations and Interest Rates In the Case of Denmark," Public Finance Review, , vol. 27(6), pages 624-647, November.
    3. Ibrahim, Taofik, 2017. "Budget deficit-money demand nexus in Nigeria: A myth or reality?," MPRA Paper 86265, University Library of Munich, Germany, revised 09 Nov 2017.

  39. Batchelor, Roy & Dua, Pami, 1992. "Survey Expectations in the Time Series Consumption Function," The Review of Economics and Statistics, MIT Press, vol. 74(4), pages 598-606, November.

    Cited by:

    1. Sheldon H. Stein & Frank Song, 1998. "The Textbook Consumption Function: A Recent Empirical Irregularity, a Comment," The American Economist, Sage Publications, vol. 42(1), pages 112-118, March.
    2. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(1), pages 1-14, January.
    3. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”," AQR Working Papers 201706, University of Barcelona, Regional Quantitative Analysis Group, revised May 2017.
    4. Wärneryd, K.E., 1995. "Demystifying rational expectations theory through an economic-psychological model," Discussion Paper 1995-92, Tilburg University, Center for Economic Research.
    5. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "A new approach for the quantification of qualitative measures of economic expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(6), pages 2685-2706, November.
    6. Tolar, Martin Michael, 1997. "A behavioral model of nondurable consumption expenditure," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 26(3), pages 291-302.
    7. Baghestani, Hamid & Kherfi, Samer, 2008. "How well do U.S. consumers predict the direction of change in interest rates?," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(4), pages 725-732, November.
    8. David Alaminos & M. Belén Salas & Manuel A. Fernández-Gámez, 2022. "Quantum Computing and Deep Learning Methods for GDP Growth Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 803-829, February.
    9. Jeffrey C. Fuhrer, 1993. "What role does consumer sentiment play in the U.S. macroeconomy?," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 32-44.
    10. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," AQR Working Papers 201801, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2018.
    11. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Evolutionary Computation for Macroeconomic Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 833-849, February.
    12. Roberto Golinelli & Giuseppe Parigi, 2003. "What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries," Temi di discussione (Economic working papers) 484, Bank of Italy, Economic Research and International Relations Area.
    13. Parigi, Giuseppe & Schlitzer, Giuseppe, 1997. "Predicting consumption of Italian households by means of survey indicators," International Journal of Forecasting, Elsevier, vol. 13(2), pages 197-209, June.
    14. Marc-André Gosselin & René Lalonde, 2003. "Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains," Staff Working Papers 03-13, Bank of Canada.
    15. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Empirical modelling of survey-based expectations for the design of economic indicators in five European regions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 205-227, May.
    16. Hamid Baghestani & Sehar Fatima, 2021. "Growth in US Durables Spending: Assessing the Impact of Consumer Ability and Willingness to Buy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 55-69, April.
    17. Berk, Jan Marc, 2000. "Consumers' inflation expectations and monetary policy in Europe," Serie Research Memoranda 0020, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    18. Luis Opazo, 2006. "The Backus-Smith Puzzle: The Role of Expectations," Working Papers Central Bank of Chile 395, Central Bank of Chile.

  40. Dua, Pami, 1991. "Survey evidence on the term structure of interest rates," Journal of Economics and Business, Elsevier, vol. 43(2), pages 133-142, May.

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    1. Anonymous, 1993. "Expectations and the term structure of interest rates," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, December.
    2. Nourzad, Farrokh & Scott Grennier, R., 1995. "Cointegration analysis of the expectations theory of the term structure," Journal of Economics and Business, Elsevier, vol. 47(3), pages 281-292, August.
    3. Kuo, Shew-Huei, 2000. "An examination of the evolving relationship between interest rates of different maturities in Japan, and test of the expectations hypothesis of the term structure to ascertain the feasibility of using," ISU General Staff Papers 2000010108000014910, Iowa State University, Department of Economics.
    4. Noor Ghazali & Soo-Wah Low, 2002. "The expectation hypothesis in emerging financial markets: the case of Malaysia," Applied Economics, Taylor & Francis Journals, vol. 34(9), pages 1147-1156.

  41. Batchelor, Roy & Dua, Pami, 1991. "Blue Chip Rationality Tests," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(4), pages 692-705, November.

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    1. Georges Prat & Remzi Uctum, 2016. "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print hal-01638220, HAL.
    2. Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
    3. Timmermann, Allan & Elliott, Graham, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers.
    4. Kurz, Mordecai, 2006. "Beauty contests under private information and diverse beliefs: how different?," MPRA Paper 233, University Library of Munich, Germany, revised Apr 2006.
    5. Hamid Baghestani, 2008. "Consensus vs. Time‐series Forecasts of US 30‐year Home Mortgage Rates," Journal of Property Research, Taylor & Francis Journals, vol. 25(1), pages 45-60, January.
    6. Ashiya, Masahiro, 2007. "Forecast accuracy of the Japanese government: Its year-ahead GDP forecast is too optimistic," Japan and the World Economy, Elsevier, vol. 19(1), pages 68-85, January.
    7. Fabiana Gomez & David Pacini, 2015. "Counting Biased Forecasters: An Application of Multiple Testing Techniques," Bristol Economics Discussion Papers 15/661, School of Economics, University of Bristol, UK.
    8. Batchelor, Roy & Dua, Pami, 1998. "Improving macro-economic forecasts: The role of consumer confidence," International Journal of Forecasting, Elsevier, vol. 14(1), pages 71-81, March.
    9. H. Bakhshi & G. Kapetanios & T. Yates, 2005. "Rational expectations and fixed-event forecasts: An application to UK inflation," Empirical Economics, Springer, vol. 30(3), pages 539-553, October.
    10. Chortareas, Georgios & Jitmaneeroj, Boonlert & Wood, Andrew, 2012. "Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 209-231.
    11. Masahiro Ashiya, 2006. "Testing the rationality of forecast revisions made by the IMF and the OECD," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 25-36.
    12. Wärneryd, K.E., 1995. "Demystifying rational expectations theory through an economic-psychological model," Discussion Paper 1995-92, Tilburg University, Center for Economic Research.
    13. Dimitrios Papastamos & Fotis Mouzakis & Simon Stevenson, 2014. "Rationality and Momentum in Real Estate Investment Forecasts," Real Estate & Planning Working Papers rep-wp2014-07, Henley Business School, University of Reading.
    14. Davies, Anthony & Lahiri, Kajal, 1995. "A new framework for analyzing survey forecasts using three-dimensional panel data," Journal of Econometrics, Elsevier, vol. 68(1), pages 205-227, July.
    15. Michele Bagella & Leonardo Becchetti & Rocco Ciciretti, 2007. "Earning Forecast Error in US and European Stock Markets," The European Journal of Finance, Taylor & Francis Journals, vol. 13(2), pages 105-122.
    16. Laurence Ball & Dean Croushore, 1995. "Expectations and the effects of monetary policy," Working Papers 95-22, Federal Reserve Bank of Philadelphia.
    17. Kurz, Mordecai & Motolese, Maurizio, 2006. "Risk Premia, diverse belief and beauty contests," MPRA Paper 247, University Library of Munich, Germany.
    18. Michael Frenkel & Jin-Kyu Jung & Jan-Christoph Rülke, 2022. "Testing for the rationality of central bank interest rate forecasts," Empirical Economics, Springer, vol. 62(3), pages 1037-1078, March.
    19. Baghestani, Hamid, 2009. "Survey evidence on forecast accuracy of U.S. term spreads," Review of Financial Economics, Elsevier, vol. 18(3), pages 156-162, August.
    20. Michael P. Clements, 2014. "Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment," ICMA Centre Discussion Papers in Finance icma-dp2014-02, Henley Business School, University of Reading.
    21. Kurz, Mordecai & Piccillo, Giulia & Wu, Howei, 2013. "Modeling diverse expectations in an aggregated New Keynesian Model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1403-1433.
    22. Gavin, William T. & Mandal, Rachel J., 2003. "Evaluating FOMC forecasts," International Journal of Forecasting, Elsevier, vol. 19(4), pages 655-667.
    23. Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross-country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725.
    24. Hamid Baghestani & Mohammad Arzaghi & Ilker Kaya, 2015. "On the accuracy of Blue Chip forecasts of interest rates and country risk premiums," Applied Economics, Taylor & Francis Journals, vol. 47(2), pages 113-122, January.
    25. Carl S Bonham & Richard H Cohen, 2000. "To Aggregate, Pool, or Neither: Testing the Rational Expectations Hypothesis Using Survey Data," Working Papers 200003, University of Hawaii at Manoa, Department of Economics.
    26. Dimitrios Papastamos & George Matysiak & Simon Stevenson, 2014. "A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts," Real Estate & Planning Working Papers rep-wp2014-06, Henley Business School, University of Reading.
    27. Mordecai Kurz & Maurizio Motolese, 2007. "Diverse Beliefs and Time Variability of Risk Premia," Discussion Papers 06-044, Stanford Institute for Economic Policy Research.
    28. Jordi Pons-Novell, 2003. "Strategic bias, herding behaviour and economic forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 67-77.
    29. Mitchell, Karlyn & Pearce, Douglas K., 2007. "Professional forecasts of interest rates and exchange rates: Evidence from the Wall Street Journal's panel of economists," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 840-854, December.
    30. Min Fan, 2006. "Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia," Annals of Finance, Springer, vol. 2(3), pages 259-285, July.
    31. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
    32. Batchelor, Roy, 2007. "Bias in macroeconomic forecasts," International Journal of Forecasting, Elsevier, vol. 23(2), pages 189-203.
    33. Stekler, H.O., 2007. "The future of macroeconomic forecasting: Understanding the forecasting process," International Journal of Forecasting, Elsevier, vol. 23(2), pages 237-248.
    34. Clements, Michael P., 2014. "Probability distributions or point predictions? Survey forecasts of US output growth and inflation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 99-117.
    35. Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992) [The "rational expectations hypothesis": theory and reality (a guided tour ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
    36. Hori, Masahiro & Kawagoe, Masaaki, 2011. "Inflation Expectations of Japanese Households: Micro Evidence from a Consumer Confidence Survey," CIS Discussion paper series 530, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
    37. Loffler, Gunter, 2004. "An anatomy of rating through the cycle," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 695-720, March.
    38. Baghestani, Hamid, 2010. "How well do experts predict interbank loan rates and spreads?," Economics Letters, Elsevier, vol. 109(1), pages 4-6, October.
    39. Roy Batchelor, 2001. "How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the consensus," Applied Economics, Taylor & Francis Journals, vol. 33(2), pages 225-235.
    40. Carl S Bonham & Richard H Cohen, 2000. "Testing the Rational Expectations Hypothesis using Survey Data," Working Papers 200007, University of Hawaii at Manoa, Department of Economics.
    41. Mr. Christopher W. Crowe, 2010. "Consensus Forecasts and Inefficient Information Aggregation," IMF Working Papers 2010/178, International Monetary Fund.
    42. Jansen, Dennis W. & Kishan, Ruby Pandey, 1996. "An evaluation of federal reserve forecasting," Journal of Macroeconomics, Elsevier, vol. 18(1), pages 89-109.
    43. Ronald MacDonald, 2000. "Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say," Journal of Economic Surveys, Wiley Blackwell, vol. 14(1), pages 69-100, February.
    44. Masahiro Ashiya, 2009. "Strategic bias and professional affiliations of macroeconomic forecasters," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 120-130.
    45. Hehui JIN, 2007. "Nominal Interest Rate Rules under Heterogeneous Beliefs," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 115(3), pages 403-442.
    46. Valente, Giorgio, 2009. "International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 920-940, October.
    47. Mordecai Kurz, 2007. "Rational Diverse Beliefs and Economic Volatility," Discussion Papers 06-045, Stanford Institute for Economic Policy Research.
    48. Michael P. Clements, 2015. "Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 349-382, March.
    49. Robert W. Rich & Joseph Tracy, 2003. "Modeling uncertainty: predictive accuracy as a proxy for predictive confidence," Staff Reports 161, Federal Reserve Bank of New York.
    50. Davies, Antony, 2006. "A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts," International Journal of Forecasting, Elsevier, vol. 22(2), pages 373-393.
    51. Capistrán Carlos, 2007. "Optimality Tests for Multi-Horizon Forecasts," Working Papers 2007-14, Banco de México.
    52. Papastamos, Dimitrios & Matysiak, George & Stevenson, Simon, 2015. "Assessing the accuracy and dispersion of real estate investment forecasts," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 141-152.
    53. Roy Batchelor, 2007. "Forecaster Behaviour and Bias in Macroeconomic Forecasts," ifo Working Paper Series 39, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    54. Julie Bennett & Michael T. Owyang, 2022. "On the Relative Performance of Inflation Forecasts," Review, Federal Reserve Bank of St. Louis, vol. 104(2), pages 131-148.
    55. Dovern, Jonas & Weisser, Johannes, 2008. "Are they really rational? Assessing professional macro-economic forecasts from the G7-countries," Kiel Working Papers 1447, Kiel Institute for the World Economy (IfW Kiel).
    56. Dovern, Jonas, 2015. "A multivariate analysis of forecast disagreement: Confronting models of disagreement with survey data," European Economic Review, Elsevier, vol. 80(C), pages 16-35.
    57. Georges Prat & Remzi Uctum, 2016. "Do markets learn to rationally expect US interest rates? Evidence from survey data," Working Papers hal-04141591, HAL.
    58. Hamid Baghestani, 2009. "Survey evidence on forecast accuracy of U.S. term spreads," Review of Financial Economics, John Wiley & Sons, vol. 18(3), pages 156-162, August.
    59. Baghestani, Hamid, 2009. "Forecasting in efficient bond markets: Do experts know better?," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 624-630, October.
    60. Lahiri, Kajal & Sheng, Xuguang, 2008. "Evolution of forecast disagreement in a Bayesian learning model," Journal of Econometrics, Elsevier, vol. 144(2), pages 325-340, June.

  42. Bathcelor, Roy & Dua, Pami, 1990. "Forecaster ideology, forecasting technique, and the accuracy of economic forecasts," International Journal of Forecasting, Elsevier, vol. 6(1), pages 3-10.

    Cited by:

    1. Jonas Dovern & Ulrich Fritsche, 2008. "Estimating fundamental cross-section dispersion from fixed event forecasts," Macroeconomics and Finance Series 200801, University of Hamburg, Department of Socioeconomics.
    2. Batchelor, Roy & Dua, Pami, 1998. "Improving macro-economic forecasts: The role of consumer confidence," International Journal of Forecasting, Elsevier, vol. 14(1), pages 71-81, March.
    3. Masahiro Ashiya, 2010. "Testing homogeneity of Japanese CPI forecasters," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(5), pages 435-441.
    4. Jan Christoph Ruelke & Ralf Fendel & Michael Frenkel, 2011. "Do Professional Forecasters Trust in Taylor-Type Rules? - Evidence from the Wall Street Journal Poll," Post-Print hal-00743770, HAL.
    5. Jörg Döpke & Ulrich Fritsche & Gabi Waldhof, 2017. "Theories, techniques and the formation of German business cycle forecasts: Evidence from a survey of professional forecasters," Macroeconomics and Finance Series 201701, University of Hamburg, Department of Socioeconomics.
    6. Cho, Dong W. & Hersch, Philip L., 1998. "Forecaster Characteristics and Forecast Outcomes," Journal of Economics and Business, Elsevier, vol. 50(1), pages 39-48, January.
    7. Jörg Döpke & Ulrich Fritsche & Gabi Waldhof, 2017. "Theories, techniques and the formation of German business cycle forecasts: Evidence from a survey among professional forecasters," Working Papers 2017-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    8. Ashiya, Masahiro, 2006. "Forecast accuracy and product differentiation of Japanese Institutional Forecasters," International Journal of Forecasting, Elsevier, vol. 22(2), pages 395-401.
    9. Dopke, Jorg, 2001. "Macroeconomic forecasts and the nature of economic shocks in Germany," International Journal of Forecasting, Elsevier, vol. 17(2), pages 181-201.
    10. Batchelor, Roy, 2007. "Bias in macroeconomic forecasts," International Journal of Forecasting, Elsevier, vol. 23(2), pages 189-203.
    11. Victor Zarnowitz, 1991. "Has Macro-Forecasting Failed?," NBER Working Papers 3867, National Bureau of Economic Research, Inc.
    12. Warwick Smith & Anca M. Hanea & Mark A. Burgman, 2022. "Can Groups Improve Expert Economic and Financial Forecasts?," Forecasting, MDPI, vol. 4(3), pages 1-18, August.
    13. Dovern, Jonas & Weisser, Johannes, 2011. "Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7," International Journal of Forecasting, Elsevier, vol. 27(2), pages 452-465, April.
    14. Fildes, Robert, 2015. "Forecasters and rationality—A comment on Fritsche et al., Forecasting the Brazilian Real and Mexican Peso: Asymmetric loss, forecast rationality and forecaster herding," International Journal of Forecasting, Elsevier, vol. 31(1), pages 140-143.
    15. Gerit Vogt, 2009. "Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36.
    16. Webby, Richard & O'Connor, Marcus, 1996. "Judgemental and statistical time series forecasting: a review of the literature," International Journal of Forecasting, Elsevier, vol. 12(1), pages 91-118, March.
    17. Ulrich Fritsche & Johannes Puckelwald, 2018. "Deciphering Professional Forecasters’ Stories - Analyzing a Corpus of Textual Predictions for the German Economy," Macroeconomics and Finance Series 201804, University of Hamburg, Department of Socioeconomics.
    18. Onkal, Dilek & Muradoglu, Gulnur, 1996. "Effects of task format on probabilistic forecasting of stock prices," International Journal of Forecasting, Elsevier, vol. 12(1), pages 9-24, March.
    19. Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2013. "A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 294-301.
    20. Ralf Fendel & Michael Frenkel & Jan-Christoph Rülke, 2013. "Do professional forecasters trust in Taylor-type rules? -- Evidence from the Wall Street Journal poll," Applied Economics, Taylor & Francis Journals, vol. 45(7), pages 829-838, March.
    21. Lawrence, Michael & Goodwin, Paul & O'Connor, Marcus & Onkal, Dilek, 2006. "Judgmental forecasting: A review of progress over the last 25 years," International Journal of Forecasting, Elsevier, vol. 22(3), pages 493-518.

  43. Batchelor, Roy A. & Dua, Pami, 1990. "Product differentiation in the economic forecasting industry," International Journal of Forecasting, Elsevier, vol. 6(3), pages 311-316, October.

    Cited by:

    1. D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
    2. Masahiro Ashiya, 2010. "Testing homogeneity of Japanese CPI forecasters," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(5), pages 435-441.
    3. Siddhartha S. Bora & Ani L. Katchova & Todd H. Kuethe, 2021. "The Rationality of USDA Forecasts under Multivariate Asymmetric Loss," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 1006-1033, May.
    4. Wärneryd, K.E., 1995. "Demystifying rational expectations theory through an economic-psychological model," Discussion Paper 1995-92, Tilburg University, Center for Economic Research.
    5. Michael Jacobs, 2020. "A Holistic Model Validation Framework for Current Expected Credit Loss (CECL) Model Development and Implementation," IJFS, MDPI, vol. 8(2), pages 1-36, May.
    6. Cho, Dong W. & Hersch, Philip L., 1998. "Forecaster Characteristics and Forecast Outcomes," Journal of Economics and Business, Elsevier, vol. 50(1), pages 39-48, January.
    7. Fildes, Robert & Bretschneider, Stuart & Collopy, Fred & Lawrence, Michael & Stewart, Doug & Winklhofer, Heidi & Mentzer, John T. & Moon, Mark A., 2003. "Researching Sales Forecasting Practice: Commentaries and authors' response on "Conducting a Sales Forecasting Audit" by M.A. Moon, J.T. Mentzer & C.D. Smith," International Journal of Forecasting, Elsevier, vol. 19(1), pages 27-42.
    8. Ashiya, Masahiro, 2006. "Forecast accuracy and product differentiation of Japanese Institutional Forecasters," International Journal of Forecasting, Elsevier, vol. 22(2), pages 395-401.
    9. Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006. "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers 200611, University of Hawaii at Manoa, Department of Economics.
    10. Ali, Sara & Badshah, Ihsan & Demirer, Riza, 2023. "Anti-herding by hedge funds and its implications for expected returns," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 31-48.
    11. Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann, 2010. "New Evidence of Anti-Herding of Oil-Price Forecasters," WHU Working Paper Series - Economics Group 10-04, WHU - Otto Beisheim School of Management.
    12. Bizer, Kilian & Meub, Lukas & Proeger, Till & Spiwoks, Markus, 2014. "Strategic coordination in forecasting: An experimental study," University of Göttingen Working Papers in Economics 195, University of Goettingen, Department of Economics.
    13. Batchelor, Roy, 2007. "Bias in macroeconomic forecasts," International Journal of Forecasting, Elsevier, vol. 23(2), pages 189-203.
    14. Richard H. Cohen & Carl Bonham, 2007. "Specifying the Forecast Generating Process for Exchange Rate Survey Forecasts," Working Papers 200718, University of Hawaii at Manoa, Department of Economics.
    15. Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann, 2012. "A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding," Review of International Economics, Wiley Blackwell, vol. 20(5), pages 974-984, November.
    16. Higgins, Matthew L. & Mishra, Sagarika, 2012. "State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth," Working Papers fe_2012_10, Deakin University, Department of Economics.
    17. Macdonald, Ronald & Marsh, Ian W., 1996. "Currency forecasters are heterogeneous: confirmation and consequences," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 665-685, October.
    18. Sarah Chae & Robert F. Sarama & Cindy M. Vojtech & James Z. Wang, 2018. "The Impact of the Current Expected Credit Loss Standard (CECL) on the Timing and Comparability of Reserves," Finance and Economics Discussion Series 2018-020, Board of Governors of the Federal Reserve System (U.S.).
    19. Roy Batchelor, 2007. "Forecaster Behaviour and Bias in Macroeconomic Forecasts," ifo Working Paper Series 39, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    20. Pierdzioch, Christian & Schäfer, Dirk & Stadtmann, Georg, 2010. "Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern," Discussion Papers 287, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    21. Gregory, Allan W. & Yetman, James, 2004. "The evolution of consensus in macroeconomic forecasting," International Journal of Forecasting, Elsevier, vol. 20(3), pages 461-473.

  44. Batchelor, Roy A & Dua, Pami, 1989. "Household versus Economist Forecasts of Inflation: A Reassessment: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(2), pages 252-257, May.

    Cited by:

    1. Ricardo Nunes, 2010. "Inflation Dynamics: The Role of Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1161-1172, September.
    2. Wändi Bruine de Bruin & Michael F. Bryan & Simon M. Potter & Giorgio Topa & Wilbert Van der Klaauw, 2008. "Rethinking the measurement of household inflation expectations: preliminary findings," Staff Reports 359, Federal Reserve Bank of New York.
    3. Vaona, Andrea, 2014. "The price-price Phillips curve in small open economies and monetary unions: Theory and empirics," Kiel Working Papers 1904, Kiel Institute for the World Economy (IfW Kiel).
    4. Campbell, Carl M., 2014. "The formation of wage expectations in the effort and quit decisions of workers," Economic Modelling, Elsevier, vol. 42(C), pages 313-322.
    5. Gerberding, Christina, 2001. "The information content of survey data on expected price developments for monetary policy," Discussion Paper Series 1: Economic Studies 2001,09, Deutsche Bundesbank.
    6. Olivier Armantier & Wändi Bruine de Bruin & Giorgio Topa & Wilbert Van der Klaauw & Basit Zafar, 2011. "Inflation expectations and behavior: Do survey respondents act on their beliefs?," Staff Reports 509, Federal Reserve Bank of New York.
    7. Roberts, John M., 1997. "Is inflation sticky?," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 173-196, July.
    8. Campbell III, Carl M., 2008. "An efficiency wage approach to reconciling the wage curve and the Phillips curve," Labour Economics, Elsevier, vol. 15(6), pages 1388-1415, December.
    9. Richard G. Anderson & Charles S. Gascon & Yang Liu, 2010. "Doubling your monetary base and surviving: some international experience," Review, Federal Reserve Bank of St. Louis, vol. 92(Nov), pages 481-506.
    10. Ueda, Kozo, 2010. "Determinants of households' inflation expectations in Japan and the United States," Journal of the Japanese and International Economies, Elsevier, vol. 24(4), pages 503-518, December.
    11. Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992) [The "rational expectations hypothesis": theory and reality (a guided tour ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
    12. Lloyd B. Thomas & Alan P. Grant, 2008. "The Accuracy and Rationality of US and Australian Household Inflation Forecasts: A Comparative Study of the Michigan and Melbourne Institute Surveys," The Economic Record, The Economic Society of Australia, vol. 84(265), pages 237-252, June.
    13. Kladivko, Kamil & Österholm, Pär, 2020. "Can Households Predict where the Macroeconomy is Headed?," Working Papers 2020:11, Örebro University, School of Business.
    14. Michael F. Bryan & Brent Meyer & Nicholas B. Parker, 2014. "The inflation expectations of firms: what do they look like, are they accurate, and do they matter?," FRB Atlanta Working Paper 2014-27, Federal Reserve Bank of Atlanta.
    15. Kozo Ueda, 2009. "Determinants of Households' Inflation Expectations," IMES Discussion Paper Series 09-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
    16. Grant, Alan P. & Thomas, Lloyd B., 2001. "Supply shocks and the rationality of inflation forecasts," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(4), pages 515-532.
    17. Murillo Garza José Antonio & Sánchez-Romeu Paula, 2012. "Testing the Predictive Power of Mexican Consumers' Inflation Expectations," Working Papers 2012-13, Banco de México.

  45. Dua, Pami & Arora, Harjit K., 1989. "Do expected budget deficits affect household expectations of interest rates?," Journal of Macroeconomics, Elsevier, vol. 11(4), pages 551-562.

    Cited by:

    1. Pami Dua, 1993. "Interest Rates, Government Purchases, and Budget Deficits: a Forward-Looking Model," Public Finance Review, , vol. 21(4), pages 470-478, October.
    2. HARJIT K. Arora & PAMI Dua, 1993. "Budget Deficits, Domestic Investment, And Trade Deficits," Contemporary Economic Policy, Western Economic Association International, vol. 11(1), pages 29-44, January.

  46. David Smyth & Pami Dua, 1989. "The public's indifference map between inflation and unemployment: Empirical evidence for the Nixon, Ford, Carter and Reagan presidencies," Public Choice, Springer, vol. 60(1), pages 71-85, January.

    Cited by:

    1. Geys, Benny & Vermeir, Jan, 2007. "Taxation and presidential approval: separate effects from tax burden and tax structure turbulence [Besteuerung und Popularität von Politikern: Gibt es unterscheidbare Wirkungen aufgrund der Steuerl," Discussion Papers, Research Unit: Market Processes and Governance SP II 2007-09, WZB Berlin Social Science Center.
    2. Geys, Benny, 2009. "Wars, presidents and popularity: The political cost(s) of war re-examined," Discussion Papers, Research Professorship & Project "The Future of Fiscal Federalism" SP II 2009-11, WZB Berlin Social Science Center.
    3. Geys, Benny, 2010. "War casualties and US presidential popularity: A comparison of the Korean, Vietnam and Iraq war," Discussion Papers, Research Professorship & Project "The Future of Fiscal Federalism" SP II 2010-05, WZB Berlin Social Science Center.
    4. John Golden, 1994. "Yet More on Misery: Optimization along the Short-Run Phillips Curve Revisited, a Comment on Recent Papers," The American Economist, Sage Publications, vol. 38(2), pages 92-94, October.
    5. Fox, Gerald T., 2012. "Macroeconomic time consistency and wartime presidential approval," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 891-902.
    6. Clark Wiseman, 1992. "More on Misery: How Consistent Are Alternative Indices? A Comment," The American Economist, Sage Publications, vol. 36(2), pages 85-88, October.

  47. Smyth, David J & Dua, Pami, 1988. "Public Perceptions of Macroeconomic Policy: An Econometric Analysis of the Reagan Presidency," The Review of Economics and Statistics, MIT Press, vol. 70(2), pages 357-361, May.

    Cited by:

    1. Yu Hsing, 1991. "Unemployment and the GNP Gap: Okun's Law Revisited," Eastern Economic Journal, Eastern Economic Association, vol. 17(4), pages 409-416, Oct-Dec.
    2. Magazzino, Cosimo, 2010. "The Economic Policy of Ronald Reagan. Between Supply-Side and Keynesianism," MPRA Paper 25537, University Library of Munich, Germany.
    3. Allan P. Layton, 1992. "An Estimated Australian Macroeconomic Misery Index," The Economic Record, The Economic Society of Australia, vol. 68(2), pages 118-124, June.
    4. David J. Smyth & Susan W. Taylor, 1991. "Regional Variations In The Social Preference Function Between Inflation And Unemployment," The Review of Regional Studies, Southern Regional Science Association, vol. 21(1), pages 1-10, Spring.
    5. Magazzino, Cosimo, 2010. "The economic policy of Ronald Reagan," MPRA Paper 23930, University Library of Munich, Germany.

  48. Dua, Pami, 1988. "A Policy Reaction Function for Nominal Interest Rates in the UK: 1972Q3-1982Q4," Bulletin of Economic Research, Wiley Blackwell, vol. 40(1), pages 57-71, January.

    Cited by:

    1. Shen, Chung-Hua & Lin, Kun-Li & Guo, Na, 2016. "Hawk or dove: Switching regression model for the monetary policy reaction function in China," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 94-111.
    2. Shen, Chung-Hua & Hakes, david R., 1995. "Monetary policy as a decision-making hierarchy: The case of Taiwan," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 357-368.
    3. Bassey Nsikan Edet & Solomon Ubong Udo & Okon Ubokudom Etim, 2017. "Modelling the Demand for Money Function in Nigeria: Is There Stability?," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 6(1), pages 45-57, March.

  49. Dua, Pami, 1988. "Multiperiod Forecasts of Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(3), pages 381-384, July.

    Cited by:

    1. Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics.
    2. Kang‐Soek Lee & Richard A. Werner, 2023. "Are lower interest rates really associated with higher growth? New empirical evidence on the interest rate thesis from 19 countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3960-3975, October.
    3. Baghestani, Hamid, 2006. "An evaluation of the professional forecasts of U.S. long-term interest rates," Review of Financial Economics, Elsevier, vol. 15(2), pages 177-191.
    4. Markus Spiwoks & Oliver Hein, 2007. "Die Währungs-, Anleihen- und Aktienmarktprognosen des Zentrums für Europäische Wirtschaftsforschung," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 1(1), pages 43-52, June.
    5. Pami Dua & Nishita Raje & Satyananda Sahoo, 2008. "Forecasting Interest Rates in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 2(1), pages 1-41, March.
    6. Batchelor, Roy & Peel, David A., 1998. "Rationality testing under asymmetric loss," Economics Letters, Elsevier, vol. 61(1), pages 49-54, October.
    7. Ibrahim Filiz & Jan René Judek & Marco Lorenz & Markus Spiwoks, 2021. "Sticky Stock Market Analysts," JRFM, MDPI, vol. 14(12), pages 1-27, December.

  50. Smyth, D.J. & Dua, Pami, 1988. "The Natural Rate of Inflation in the United States," Economic Analysis and Policy, Elsevier, vol. 18(2), pages 191-198.

    Cited by:

    1. Allan P. Layton, 1992. "An Estimated Australian Macroeconomic Misery Index," The Economic Record, The Economic Society of Australia, vol. 68(2), pages 118-124, June.

  51. Pami Dua, 0. "Monetary policy framework in India," Indian Economic Review, Springer, vol. 0, pages 1-38.

    Cited by:

    1. Vaishali Garga & Aeimit K. Lakdawala & Rajeswari Sengupta, 2022. "Assessing Central Bank Commitment to Inflation Targeting: Evidence from Financial Market Expectations in India," Working Papers 22-19, Federal Reserve Bank of Boston.
    2. Ashok Banerjee & Ayush Kanodia & Partha Ray, 2021. "Deciphering Indian inflationary expectations through text mining: an exploratory approach," Indian Economic Review, Springer, vol. 56(1), pages 49-66, June.
    3. Animesh Bhattacharjee & Joy Das, 2022. "Assessing the long-run and short-run effect of monetary variables on stock market in the presence of structural breaks: evidence from liberalised India," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 14(2), pages 121-131, December.
    4. Gupta, Poonam & Eichengreen, Barry & Choudhary, Rishabh, 2021. "Inflation Targeting in India : An Interim Assessment," MPRA Paper 112656, University Library of Munich, Germany.
    5. Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023. "Impact of RBI's monetary policy announcements on government bond yields: Evidence from the pandemic," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2023-04, Indira Gandhi Institute of Development Research, Mumbai, India.
    6. Aeimit Lakdawala & Rajeswari Sengupta, 2021. "Measuring monetary policy shocks in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-021, Indira Gandhi Institute of Development Research, Mumbai, India.
    7. Pulapre Balakrishnan & M. Parameswaran, 2022. "What lowered inflation in India: monetary policy or commodity prices?," Indian Economic Review, Springer, vol. 57(1), pages 97-111, June.
    8. Shaikh, Imlak & Vallabh, Priyanka, 2022. "Monetary policy uncertainty and gold price in India: Evidence from Reserve Bank of India's Monetary Policy Committee (MPC) review," Resources Policy, Elsevier, vol. 76(C).

Chapters

  1. Pami Dua, 2023. "Monetary Policy Framework in India," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 39-72, Springer.
    See citations under working paper version above.
  2. Pami Dua & Nishita Raje, 2023. "Determinants of Yields on Government Securities in India," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 73-96, Springer.
    See citations under working paper version above.
  3. Pami Dua, 2023. "Macroeconomic Modelling and Bayesian Methods," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37, Springer.
    See citations under working paper version above.
  4. Pami Dua & Partha Sen, 2017. "Capital Flows and Exchange Rates: The Indian Experience," India Studies in Business and Economics, in: K.L. Krishna & Vishwanath Pandit & K. Sundaram & Pami Dua (ed.), Perspectives on Economic Development and Policy in India, chapter 0, pages 193-216, Springer.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

Books

  1. K.L. Krishna & Vishwanath Pandit & K. Sundaram & Pami Dua (ed.), 2017. "Perspectives on Economic Development and Policy in India," India Studies in Business and Economics, Springer, number 978-981-10-3150-2, September.

    Cited by:

    1. O. P. C. Muhammed Rafi & M. Ramachandran, 2018. "Capital flows and exchange rate volatility: experience of emerging economies," Indian Economic Review, Springer, vol. 53(1), pages 183-205, December.

  2. Subhash C. Ray & Subal C. Kumbhakar & Pami Dua (ed.), 2015. "Benchmarking for Performance Evaluation," Springer Books, Springer, edition 127, number 978-81-322-2253-8, September.

    Cited by:

    1. Anup Kumar Yadava & Yadawananda Neog, 2022. "Public Sector Performance and Efficiency Assessment of Indian States," Global Business Review, International Management Institute, vol. 23(2), pages 493-511, April.
    2. Olesen, Ole B. & Petersen, Niels Christian, 2016. "Stochastic Data Envelopment Analysis—A review," European Journal of Operational Research, Elsevier, vol. 251(1), pages 2-21.
    3. Julia Schaefer & Marcel Clermont, 2018. "Stochastic non-smooth envelopment of data for multi-dimensional output," Journal of Productivity Analysis, Springer, vol. 50(3), pages 139-154, December.
    4. Førsund, Finn R, 2017. "Pollution Meets Efficiency: Multi-equation modelling of generation of pollution and related efficiency measures," Memorandum 09/2017, Oslo University, Department of Economics.
    5. Alda, Erik, 2020. "The effects of body-worn cameras on police efficiency: A study of local police agencies in the US," MPRA Paper 103994, University Library of Munich, Germany.
    6. Cristina Polo & Julián Ramajo & Alejandro Ricci‐Risquete, 2021. "A stochastic semi‐non‐parametric analysis of regional efficiency in the European Union," Regional Science Policy & Practice, Wiley Blackwell, vol. 13(1), pages 7-24, February.
    7. Kumbhakar, Subal C. & Peresetsky, Anatoly & Shchetynin, Yevgenii & Zaytsev, Alexey, 2020. "Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem," MPRA Paper 102797, University Library of Munich, Germany.
    8. Raffaele Lagravinese & Paolo Liberati & Giuliano Resce, 2020. "Measuring Health Inequality in US: A Composite Index Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 147(3), pages 921-946, February.
    9. Saastamoinen, Antti & Bjørndal, Endre & Bjørndal, Mette, 2017. "Specification of merger gains in the Norwegian electricity distribution industry," Energy Policy, Elsevier, vol. 102(C), pages 96-107.
    10. Finn R. Førsund, 2021. "Performance measurement and joint production of intended and unintended outputs," Journal of Productivity Analysis, Springer, vol. 55(3), pages 157-175, June.
    11. Zdeňka Náglová & Tamara Rudinskaya, 2021. "Factors Influencing Technical Efficiency in the EU Dairy Farms," Agriculture, MDPI, vol. 11(11), pages 1-14, November.
    12. Alda, Erik, 2020. "The effects of body-worn cameras on police efficiency: A study of local police agencies in the US," MPRA Paper 103887, University Library of Munich, Germany.
    13. Saastamoinen, Antti & Bjørndal, Endre & Bjørndal, Mette, 2016. "Specification of merger gains in the Norwegian electricity distribution industry," Discussion Papers 2016/7, Norwegian School of Economics, Department of Business and Management Science.

  3. Dua, Pami & Ranjan, Rajiv, 2012. "Exchange Rate Policy and Modelling in India," OUP Catalogue, Oxford University Press, number 9780198077206.

    Cited by:

    1. Sourabh, Shalinee & Pavithran, Sagar & Menon, Balagopal G. & Mahanty, Biswajit, 2023. "Econometric modeling for the influence of economic variables on secondary copper production in India," Resources Policy, Elsevier, vol. 86(PB).
    2. Ahmad, Wasim & Prakash, Ravi & Uddin, Gazi Salah & Chahal, Rishman Jot Kaur & Rahman, Md. Lutfur & Dutta, Anupam, 2020. "On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?," Energy Economics, Elsevier, vol. 91(C).
    3. Ekta Sikarwar & Ganesh Kumar Nidugala, 2018. "Effect of Central Bank Intervention in Estimating Exchange Rate Exposure: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1), pages 60-95, April.
    4. Garg, Bhavesh & Prabheesh, K.P., 2017. "Drivers of India’s current account deficits, with implications for ameliorating them," Journal of Asian Economics, Elsevier, vol. 51(C), pages 23-32.
    5. Somesh Kumar Mathur & Surendra Babu, 2014. "Modelling & Forecasting of Re/$ Exchange rate – An empirical analysis," 2nd International Conference on Energy, Regional Integration and Socio-Economic Development 7741, EcoMod.
    6. Izunna Chima Anyikwa & Lehlohonolo Domela, 2022. "Asymmetric effects of exchange rate volatility on trade flows in BRICS economies," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 46(3), pages 224-247, July.
    7. Pami Dua & Ritu Suri, 2019. "Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1_suppl), pages 102-136, April.
    8. O. P. C. Muhammed Rafi & M. Ramachandran, 2018. "Capital flows and exchange rate volatility: experience of emerging economies," Indian Economic Review, Springer, vol. 53(1), pages 183-205, December.
    9. Pami Dua, 2023. "Macroeconomic Modelling and Bayesian Methods," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37, Springer.

  4. Roy Batchelor & Pami Dua (ed.), 2003. "Financial Forecasting," Books, Edward Elgar Publishing, volume 0, number 1706, December.

    Cited by:

    1. Doseong Kim & Yoon-Goo Lee & Isabel Ruiz, 2010. "Common Volatility: An Empirical Investigation of Closed-End Country Funds," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(2), pages 116-132, March.

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