Monetary and Fiscal Policy Impacts on the Indian Sovereign Bond Market: A VAR Approach
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DOI: 10.1177/22779787241282730
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More about this item
Keywords
Term-structure; yield curve; monetary policy; VAR; PCA;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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