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

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
   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

2. 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

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

2005

4. 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

5. 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

6. 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

1. 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

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

2022

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

2017

4. 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

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

2010

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

2009

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

2008

9. Macroeconomic cycles and the stock market's reaction to monetary policy
   Journal of Banking & Finance, 2008, 32, (12), 2606-2616 View citations (140)
10. 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

11. 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)
12. 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

13. 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

14. 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

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