Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession

Pankaj Sinha, Sushant Gupta and Nakul Randev

MPRA Paper from University Library of Munich, Germany

Abstract: This paper examines the state of the Indian economy pre, during and post recession by analyzing various macro economic factors such as GDP, exchange rate, inflation, capital markets and fiscal deficit. We forecast some of the major economic variables using ARIMA modeling and present a picture of the Indian economy in the coming years. The findings indicate that Indian economy is reviving after a slowdown during the period of global recession. It is forecasted that GDP, foreign investments, fiscal deficit and capital markets will rise in 2010-11. Furthermore, the rupee-dollar exchange rate will not change much during the same period.

Keywords: ARIMA; Box-Jenkins; Indian Economy; Forecasting (search for similar items in EconPapers)
JEL-codes: B22 C01 C22 E00 E37 (search for similar items in EconPapers)
Date: 2010-10-07
New Economics Papers: this item is included in nep-cwa and nep-for
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Related works:
Journal Article: MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:26539

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