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MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION

Pankaj Sinha, Sushant Gupta and Nakul Randev

Journal of Applied Economic Sciences, 2011, vol. 6, issue 1(15)/ Spring 2011, 43-60

Abstract: This paper examines the state of the Indian economy pre, during and post-recession by analysing 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 modelling 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 rates 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: 2011
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Citations: View citations in EconPapers (2)

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Working Paper: Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession (2010) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:ush:jaessh:v:6:y:2011:i:1(15)_spring2011:p:129

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