EconPapers    
Economics at your fingertips  
 

Details about Arabinda Basistha

E-mail:
Homepage:https://sites.google.com/view/arabinda-basistha/home
Workplace:Department of Economics, College of Business and Economics, West Virginia University, (more information at EDIRC)

Access statistics for papers by Arabinda Basistha.

Last updated 2024-12-31. Update your information in the RePEc Author Service.

Short-id: pba220


Jump to Journal Articles Chapters

Working Papers

2023

  1. Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data
    Working Papers, Department of Economics, West Virginia University Downloads
    See also Journal Article Measuring persistent global economic factors with output, commodity price, and commodity currency data, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) Downloads (2024)

2019

  1. Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article Volatility forecasting: the role of internet search activity and implied volatility, Journal of Risk Model Validation, Journal of Risk Model Validation Downloads

2007

  1. Foreign aid and export performance: a panel data analysis of developing countries
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (19)

2005

  1. Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (1)
    Also in Working Papers, University of Washington, Department of Economics (2004) Downloads View citations (10)

2002

  1. Why Were Changes in the Federal Funds Rate Smaller in the 1990s?
    Working Papers, University of Washington, Department of Economics Downloads
    See also Journal Article Why were changes in the federal funds rate smaller in the 1990s?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2004) Downloads View citations (4) (2004)

Undated

  1. Estimates of Quarterly and Monthly Episodes of Global Recessions: Evidence from Markov-switching Dynamic Factor Models
    Working Papers, Department of Economics, West Virginia University Downloads

Journal Articles

2024

  1. Measuring persistent global economic factors with output, commodity price, and commodity currency data
    Journal of Forecasting, 2024, 43, (7), 2860-2885 Downloads
    See also Working Paper Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data, Working Papers (2023) Downloads (2023)

2023

  1. Estimation of short‐run predictive factor for US growth using state employment data
    Journal of Forecasting, 2023, 42, (1), 34-50 Downloads

2022

  1. Monetary shock measurement and stock markets
    Journal of Money, Credit and Banking, 2022, 54, (2-3), 685-706 Downloads

2017

  1. The role of spatial GDP spillovers in state-level Okun’s law
    Letters in Spatial and Resource Sciences, 2017, 10, (3), 353-360 Downloads View citations (2)

2015

  1. Currency Crises and Output Dynamics
    Open Economies Review, 2015, 26, (1), 139-153 Downloads View citations (6)
  2. The Impact of Monetary Policy Surprises on Energy Prices
    Journal of Futures Markets, 2015, 35, (1), 87-103 Downloads View citations (45)

2010

  1. Estimating earnings trend using unobserved components framework
    Economics Letters, 2010, 107, (1), 55-57 Downloads

2009

  1. Hours per capita and productivity: evidence from correlated unobserved components models
    Journal of Applied Econometrics, 2009, 24, (1), 187-206 Downloads View citations (10)

2008

  1. Macroeconomic cycles and the stock market's reaction to monetary policy
    Journal of Banking & Finance, 2008, 32, (12), 2606-2616 Downloads View citations (139)
  2. Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach
    The Review of Economics and Statistics, 2008, 90, (4), 805-811 Downloads View citations (63)

2007

  1. New measures of the output gap based on the forward-looking new Keynesian Phillips curve
    Journal of Monetary Economics, 2007, 54, (2), 498-511 Downloads View citations (81)
  2. Trend-cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP
    Canadian Journal of Economics, 2007, 40, (2), 584-606 View citations (32)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2007, 40, (2), 584-606 (2007) Downloads View citations (7)

2004

  1. Why were changes in the federal funds rate smaller in the 1990s?
    Journal of Applied Econometrics, 2004, 19, (3), 339-354 Downloads View citations (4)
    See also Working Paper Why Were Changes in the Federal Funds Rate Smaller in the 1990s?, Working Papers (2002) Downloads (2002)

Undated

  1. Volatility forecasting: the role of internet search activity and implied volatility
    Journal of Risk Model Validation Downloads
    See also Working Paper Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility, MPRA Paper (2019) Downloads View citations (2) (2019)

Chapters

2006

  1. Chapter 21 Foreign Aid and Export Performance: A Panel Data Analysis of Developing Countries
    A chapter in Theory and Practice of Foreign Aid, 2006, pp 421-433 Downloads
 
Page updated 2025-03-31