Has Inflation Persistence In India Changed Over Time?
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DOI: 10.1142/S0217590815500952
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Cited by:
- 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.
- Yadavindu Ajit & Taniya Ghosh, 2024. "A Historical perspective on India's inflation persistence: A Quantile analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2024-015, Indira Gandhi Institute of Development Research, Mumbai, India.
- Alex, Dony, 2021. "Anchoring of inflation expectations in large emerging economies," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
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More about this item
Keywords
Reduced form inflation persistence; structural inflation persistence; time-varying parameter models; stochastic volatility; E31; C32; E52;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- 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
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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