Details about Arabinda Basistha
Access statistics for papers by Arabinda Basistha.
Last updated 2024-12-31. Update your information in the RePEc Author Service.
Short-id: pba220
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Working Papers
2023
- Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data
Working Papers, Department of Economics, West Virginia University 
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) (2024)
2019
- Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility
MPRA Paper, University Library of Munich, Germany 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
2007
- Foreign aid and export performance: a panel data analysis of developing countries
Working Papers, Federal Reserve Bank of St. Louis View citations (19)
2005
- Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach
Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
Also in Working Papers, University of Washington, Department of Economics (2004) View citations (10)
2002
- Why Were Changes in the Federal Funds Rate Smaller in the 1990s?
Working Papers, University of Washington, Department of Economics 
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) View citations (4) (2004)
Undated
- Estimates of Quarterly and Monthly Episodes of Global Recessions: Evidence from Markov-switching Dynamic Factor Models
Working Papers, Department of Economics, West Virginia University
Journal Articles
2024
- Measuring persistent global economic factors with output, commodity price, and commodity currency data
Journal of Forecasting, 2024, 43, (7), 2860-2885 
See also Working Paper Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data, Working Papers (2023) (2023)
2023
- Estimation of short‐run predictive factor for US growth using state employment data
Journal of Forecasting, 2023, 42, (1), 34-50
2022
- Monetary shock measurement and stock markets
Journal of Money, Credit and Banking, 2022, 54, (2-3), 685-706
2017
- The role of spatial GDP spillovers in state-level Okun’s law
Letters in Spatial and Resource Sciences, 2017, 10, (3), 353-360 View citations (2)
2015
- Currency Crises and Output Dynamics
Open Economies Review, 2015, 26, (1), 139-153 View citations (6)
- The Impact of Monetary Policy Surprises on Energy Prices
Journal of Futures Markets, 2015, 35, (1), 87-103 View citations (45)
2010
- Estimating earnings trend using unobserved components framework
Economics Letters, 2010, 107, (1), 55-57
2009
- Hours per capita and productivity: evidence from correlated unobserved components models
Journal of Applied Econometrics, 2009, 24, (1), 187-206 View citations (10)
2008
- Macroeconomic cycles and the stock market's reaction to monetary policy
Journal of Banking & Finance, 2008, 32, (12), 2606-2616 View citations (139)
- Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach
The Review of Economics and Statistics, 2008, 90, (4), 805-811 View citations (63)
2007
- New measures of the output gap based on the forward-looking new Keynesian Phillips curve
Journal of Monetary Economics, 2007, 54, (2), 498-511 View citations (81)
- 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) View citations (7)
2004
- Why were changes in the federal funds rate smaller in the 1990s?
Journal of Applied Econometrics, 2004, 19, (3), 339-354 View citations (4)
See also Working Paper Why Were Changes in the Federal Funds Rate Smaller in the 1990s?, Working Papers (2002) (2002)
Undated
- Volatility forecasting: the role of internet search activity and implied volatility
Journal of Risk Model Validation 
See also Working Paper Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility, MPRA Paper (2019) View citations (2) (2019)
Chapters
2006
- 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
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