Details about Pami Dua
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Short-id: pdu143
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Working Papers
2016
- Contagion in International Stock and Currency Markets During Recent Crisis Episodes
Working papers, Centre for Development Economics, Delhi School of Economics
2015
- GLOBAL RECESSION AND EUROZONE DEBT CRISIS - IMPACT ON EXPORTS OF CHINA AND INDIA
Working papers, Centre for Development Economics, Delhi School of Economics View citations (4)
Also in Working Papers, eSocialSciences (2015) View citations (3)
2013
- FOREIGN PORTFOLIO INVESTMENT FLOWS TO INDIA -- DETERMINANTS AND ANALYSIS
Working papers, Centre for Development Economics, Delhi School of Economics View citations (6)
See also Journal Article Foreign Portfolio Investment Flows to India: Determinants and Analysis, World Development, Elsevier (2014) View citations (17) (2014)
- Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models
Working Papers, University of Pretoria, Department of Economics View citations (1)
- INTERDEPENDENCE OF INTERNATIONAL FINANCIAL MARKET-- THE CASE OF INDIA AND U.S
Working papers, Centre for Development Economics, Delhi School of Economics View citations (2)
- MEASUREMENT AND PATTERNS OF INTERNATIONAL SYNCHRONIZATION-- A SPECTRAL APPROACH
Working papers, Centre for Development Economics, Delhi School of Economics View citations (1)
2012
- BUSINESS AND GROWTH RATE CYCLES IN INDIA
Working papers, Centre for Development Economics, Delhi School of Economics View citations (9)
- FOREIGN DIRECT INVESTMENT AND TECHNOLOGY SPILLOVER---EVIDENCE ACROSS INDIAN MANUFACTURING INDUSTRIES
Working papers, Centre for Development Economics, Delhi School of Economics View citations (11)
See also Journal Article FOREIGN DIRECT INVESTMENT AND TECHNOLOGY SPILLOVER: EVIDENCE ACROSS INDIAN MANUFACTURING INDUSTRIES, The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd. (2012) View citations (11) (2012)
- Horizontal and Vertical Technology Spillover of Foreign Direct Investment: An Evaluation across Indian Manufacturing Industries
MPRA Paper, University Library of Munich, Germany
- Technology Spillover of Foreign Direct Investment: An Analysis of Different Clusters in India
MPRA Paper, University Library of Munich, Germany View citations (1)
- WEATHER SHOCKS, SPOT AND FUTURES AGRICULTURAL COMMODITY PRICES: AN ANALYSIS FOR INDIA
Working Papers, eSocialSciences View citations (1)
Also in Working papers, Centre for Development Economics, Delhi School of Economics (2012) View citations (1)
2011
- FOREIGN DIRECT INVESTMENT AND TECHNOLOGY SPILLOVER-- AN EVALUATION ACROSS DIFFERENT CLUSTERS IN INDIA
Working papers, Centre for Development Economics, Delhi School of Economics View citations (2)
Also in Working Papers, eSocialSciences (2011) View citations (2)
- Modelling and Forecasting the Indian Re/US Dollar Exchange Rate
Working papers, Centre for Development Economics, Delhi School of Economics View citations (8)
- PREDICTING RECESSIONS AND SLOWDOWNS--A ROBUST APPROACH
Working papers, Centre for Development Economics, Delhi School of Economics View citations (3)
Also in Working Papers, eSocialSciences (2011) View citations (3)
2010
- A Leading Index for the Indian Economy
Working Papers, eSocialSciences 
Also in Working papers, Centre for Development Economics, Delhi School of Economics (2001)
- Determinants of Weekly Yields on Government Securities in India
Working Papers, eSocialSciences 
Also in Working papers, Centre for Development Economics, Delhi School of Economics (2010)
- Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series
Working Papers, eSocialSciences 
Also in Working papers, Centre for Development Economics, Delhi School of Economics (2005) View citations (9)
- Synchronization of Recessions in Major Developed and Emerging Economies
Working Papers, eSocialSciences View citations (6)
Also in Working papers, Centre for Development Economics, Delhi School of Economics (2009) 
See also Journal Article Synchronisation of Recessions in Major Developed and Emerging Economies, Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research (2010) View citations (7) (2010)
2009
- Determination of Inflation in an Open Economy Phillips Curve Framework-- The Case of Developed and Developing Asian Countries
Working papers, Centre for Development Economics, Delhi School of Economics View citations (21)
Also in Working Papers, eSocialSciences (2009) View citations (21)
See also Journal Article Determination of inflation in an open economy Phillips curve framework: the case of developed and developing Asian countries, Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals (2010) View citations (13) (2010)
2008
- Interest Rate Modeling and Forecasting in India
Working Papers, eSocialSciences 
Also in Occasional papers, Centre for Development Economics, Delhi School of Economics (2004) View citations (11)
2007
- Business Cycles in India
Working Papers, eSocialSciences View citations (4)
Also in Working papers, Centre for Development Economics, Delhi School of Economics (2006) View citations (6)
- East Asian Crisis and Currency Pressure: The Case of India
Working papers, Centre for Development Economics, Delhi School of Economics View citations (4)
- Modelling Seasonal Dynamics in Indian Industrial Production--An Extention of TV-STAR Model
Working papers, Centre for Development Economics, Delhi School of Economics
- Predicting Indian Business Cycles-- Leading Indices for External and Domestic Sectors
Working papers, Centre for Development Economics, Delhi School of Economics View citations (2)
Also in Working Papers, eSocialSciences (2007) View citations (2)
2006
- CAPITAL FLOW VOLATILITY AND EXCHANGE RATES-- THE CASE OF INDIA
Working papers, Centre for Development Economics, Delhi School of Economics View citations (15)
2005
- Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
Working papers, University of Connecticut, Department of Economics 
Also in Working papers, Centre for Development Economics, Delhi School of Economics (2003) 
See also Journal Article Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models, Journal of Forecasting, John Wiley & Sons, Ltd. (2006) View citations (12) (2006)
2004
- Analysis of Consumers' Perceptions of Buying Conditions for Houses
Working papers, Centre for Development Economics, Delhi School of Economics 
See also Journal Article Analysis of Consumers’ Perceptions of Buying Conditions for Houses, The Journal of Real Estate Finance and Economics, Springer (2008) View citations (10) (2008)
2001
- A Leading Index for India's Exports
Occasional papers, Centre for Development Economics, Delhi School of Economics View citations (3)
- Interest Rate Determination in India: The Role of Domestic and External Factors
Working papers, Centre for Development Economics, Delhi School of Economics
2000
- An Index of Coincident Economic Indicators for the Indian Economy
Working papers, Centre for Development Economics, Delhi School of Economics View citations (23)
1999
- Foreign Direct Investment and Economic Activity in India
Working papers, Centre for Development Economics, Delhi School of Economics 
See also Journal Article Foreign Direct Investment and Economic Activity in India, Indian Economic Review, Department of Economics, Delhi School of Economics (1998) View citations (7) (1998)
- Presence of Persistence in Industrial Production: The Case of India
Post-Print, HAL View citations (1)
Also in Working papers, Centre for Development Economics, Delhi School of Economics (1999) View citations (5)
See also Journal Article Presence of Persistence in Industrial production: The Case of India, Indian Economic Review, Department of Economics, Delhi School of Economics (1999) View citations (5) (1999)
1997
- CONSUMER CONFIDENCE AND THE PROBABILITY OF RECESSION: A MARKOV SWITCHING MODEL
Working papers, Centre for Development Economics, Delhi School of Economics
1996
- Using Leading Indicators to Forecast US Home Sales in a Bayesian VAR Framework
Working papers, University of Connecticut, Department of Economics View citations (2)
1995
- Forecasting and Analyzing Economic Activity with Coincident and Leading Indexes: The Case of Connecticut
Working papers, University of Connecticut, Department of Economics View citations (6)
Journal Articles
2024
- Drivers of Foreign Direct Investment Inflows to Emerging Asian Economies
Journal of Emerging Market Finance, 2024, 23, (1), 83-107
- Dynamics of Capital Flows and Global Factors: Case of Emerging Economies
Journal of Quantitative Economics, 2024, 22, (4), 945-975
- IMPACT OF CRISES ON INDIAN FINANCIAL MARKETS
Bulletin of Monetary Economics and Banking, 2024, 27, (3), 557-572
- Impact of climate change on productivity growth in India
Indian Economic Review, 2024, 59, (1), 259-286
- Trade, FDI and Emissions in South Asia: Role of Global and Regional Linkages
South Asia Economic Journal, 2024, 25, (2), 103-125
- What explains foreign portfolio investment inflows to BRICS countries?
Economic Analysis and Policy, 2024, 82, (C), 32-46
2023
- Synchronization in Cycles of China and India During Recent Crises: A Markov Switching Analysis
Journal of Quantitative Economics, 2023, 21, (2), 317-337
2021
- Inflation Persistence in India
Journal of Quantitative Economics, 2021, 19, (3), 525-553 View citations (2)
- Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis
Journal of Quantitative Economics, 2021, 19, (1), 309-336 View citations (3)
2020
- Monetary policy framework in India
Indian Economic Review, 2020, 55, (1), 117-154 View citations (15)
Also in Indian Economic Review, 1-38 View citations (3)
See also Chapter Monetary Policy Framework in India, Springer Books, 2023, 39-72 (2023) View citations (2) (2023)
2019
- Determinants of labour productivity: Comparison between developing and developed countries of Asia‐Pacific
Pacific Economic Review, 2019, 24, (5), 686-704 View citations (12)
- Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention
Journal of Emerging Market Finance, 2019, 18, (1_suppl), S102-S136
- Sectoral analysis of productivity in the developing and developed economies of Asia-Pacific
Indian Growth and Development Review, 2019, 13, (1), 37-71
2018
- Editorial note
Indian Economic Review, 2018, 53, (1), 1-2
- Exchange Rate And Central Bank Intervention In India: An Empirical Analysis
Journal of Developing Areas, 2018, 52, (2), 127-143 View citations (2)
- Macro stress testing and resilience assessment of Indian banking
Journal of Policy Modeling, 2018, 40, (2), 452-475 View citations (5)
2017
- Editorial note
Indian Economic Review, 2017, 52, (1), 1-2
- IMPACT OF EUROZONE SOVEREIGN DEBT CRISIS ON CHINA AND INDIA
The Singapore Economic Review (SER), 2017, 62, (05), 1137-1164 View citations (4)
- Macro Stress Testing of Indian Bank Groups
Margin: The Journal of Applied Economic Research, 2017, 11, (4), 375-403 View citations (1)
- Macroeconomic Modelling and Bayesian Methods
Journal of Quantitative Economics, 2017, 15, (2), 209-226 View citations (2)
See also Chapter Macroeconomic Modelling and Bayesian Methods, Springer Books, 2023, 19-37 (2023) (2023)
2016
- A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics: report
OECD Journal: Journal of Business Cycle Measurement and Analysis, 2016, 2015, (2), 1-27 View citations (3)
- EDITORIAL NOTE
Indian Economic Review, 2016, 51, (1), 0-0
- Financial crises and dynamic linkages across international stock and currency markets
Economic Modelling, 2016, 59, (C), 249-261 View citations (35)
- Linkages between Indian and US financial markets: impact of global financial crisis and Eurozone debt crisis
Macroeconomics and Finance in Emerging Market Economies, 2016, 9, (3), 217-240 View citations (8)
2015
- Macroeconomic determinants of foreign direct investment: evidence from India
Journal of Developing Areas, 2015, 49, (1), 133-155 View citations (4)
2014
- Determinants of Yields on Government Securities in India
Margin: The Journal of Applied Economic Research, 2014, 8, (4), 375-400 View citations (4)
See also Chapter Determinants of Yields on Government Securities in India, Springer Books, 2023, 73-96 (2023) (2023)
- Foreign Portfolio Investment Flows to India: Determinants and Analysis
World Development, 2014, 59, (C), 16-28 View citations (17)
See also Working Paper FOREIGN PORTFOLIO INVESTMENT FLOWS TO INDIA -- DETERMINANTS AND ANALYSIS, Working papers (2013) View citations (6) (2013)
2013
- Capital Flows and Exchange Rates: The Indian Experience
Indian Economic Review, 2013, 48, (1), 189-220 View citations (4)
See also Chapter Capital Flows and Exchange Rates: The Indian Experience, India Studies in Business and Economics, 2017, 193-216 (2017) View citations (1) (2017)
- WEATHER SHOCKS AND AGRICULTURAL COMMODITY PRICES IN INDIA
Climate Change Economics (CCE), 2013, 04, (03), 1-20 View citations (1)
2012
- FOREIGN DIRECT INVESTMENT AND TECHNOLOGY SPILLOVER: EVIDENCE ACROSS INDIAN MANUFACTURING INDUSTRIES
The Singapore Economic Review (SER), 2012, 57, (02), 1-23 View citations (11)
See also Working Paper FOREIGN DIRECT INVESTMENT AND TECHNOLOGY SPILLOVER---EVIDENCE ACROSS INDIAN MANUFACTURING INDUSTRIES, Working papers (2012) View citations (11) (2012)
2010
- Determination of inflation in an open economy Phillips curve framework: the case of developed and developing Asian countries
Macroeconomics and Finance in Emerging Market Economies, 2010, 3, (1), 33-51 View citations (13)
See also Working Paper Determination of Inflation in an Open Economy Phillips Curve Framework-- The Case of Developed and Developing Asian Countries, Working papers (2009) View citations (21) (2009)
- Synchronisation of Recessions in Major Developed and Emerging Economies
Margin: The Journal of Applied Economic Research, 2010, 4, (2), 197-223 View citations (7)
See also Working Paper Synchronization of Recessions in Major Developed and Emerging Economies, Working Papers (2010) View citations (6) (2010)
2008
- Analysis of Consumers’ Perceptions of Buying Conditions for Houses
The Journal of Real Estate Finance and Economics, 2008, 37, (4), 335-350 View citations (10)
See also Working Paper Analysis of Consumers' Perceptions of Buying Conditions for Houses, Working papers (2004) (2004)
- Forecasting Interest Rates in India
Margin: The Journal of Applied Economic Research, 2008, 2, (1), 1-41 View citations (11)
2007
- INSULATION OF INDIA FROM THE EAST ASIAN CRISIS: AN ANALYSIS
The Singapore Economic Review (SER), 2007, 52, (03), 419-443 View citations (3)
- Predicting Indian Business Cycles
Margin: The Journal of Applied Economic Research, 2007, 1, (3), 249-265 View citations (3)
2006
- Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models
Journal of Forecasting, 2006, 25, (6), 415-437 View citations (12)
See also Working Paper Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models, Working papers (2005) (2005)
2002
- Interest rate determination in India: domestic and external factors
Journal of Policy Modeling, 2002, 24, (9), 853-875 View citations (14)
2001
- An Indicator Approach to Business and Growth Rate Cycles: The Case of India
Indian Economic Review, 2001, 36, (1), 55-78 View citations (11)
- Effects of monetary variables on real output: sensitivity analysis
Applied Economics Letters, 2001, 8, (1), 65-69
2000
- The Impact of Financial and Fiscal Variables on Economic Growth: The Case of India and Korea
International Economic Journal, 2000, 14, (2), 133-150 View citations (2)
1999
- Estimating the public's social preference function between inflation and unemployment using survey data: The survey research center versus Gallup
Empirical Economics, 1999, 24, (3), 361-372 View citations (8)
- Presence of Persistence in Industrial production: The Case of India
Indian Economic Review, 1999, 34, (1), 23-38 View citations (5)
See also Working Paper Presence of Persistence in Industrial Production: The Case of India, Post-Print (1999) View citations (1) (1999)
- Using Leading Indicators to Forecast U.S. Home Sales in a Bayesian Vector Autoregressive Framework
The Journal of Real Estate Finance and Economics, 1999, 18, (2), 191-205 View citations (23)
1998
- Foreign Direct Investment and Economic Activity in India
Indian Economic Review, 1998, 33, (2), 153-168 View citations (7)
See also Working Paper Foreign Direct Investment and Economic Activity in India, Working papers (1999) (1999)
- Improving macro-economic forecasts: The role of consumer confidence
International Journal of Forecasting, 1998, 14, (1), 71-81 View citations (66)
1997
- Public perceptions of the relative seriousness of inflation and unemployment in the United States
Applied Economics Letters, 1997, 4, (1), 49-52
1996
- Forecasting Connecticut Home Sales in a BVAR Framework Using Coincident and Leading Indexes
The Journal of Real Estate Finance and Economics, 1996, 13, (3), 219-35 View citations (21)
- The behavior of velocity and nominal interest rates in a cash-in-advance model
Journal of Macroeconomics, 1996, 18, (3), 463-478 View citations (5)
- Velocity instability in the USA: a monetary or real phenomenon?
Applied Economics Letters, 1996, 3, (9), 581-585
1995
- Forecaster Diversity and the Benefits of Combining Forecasts
Management Science, 1995, 41, (1), 68-75 View citations (53)
- Structural change in the relationship between presidential popularity and inflation and unemployment: the Nixon and Ford presidencies
Applied Economics Letters, 1995, 2, (9), 305-307 View citations (7)
1994
- Voters and Macroeconomics: Are They Forward Looking or Backward Looking?
Public Choice, 1994, 78, (3-4), 283-93 View citations (14)
1993
- BUDGET DEFICITS, DOMESTIC INVESTMENT, AND TRADE DEFICITS
Contemporary Economic Policy, 1993, 11, (1), 29-44 View citations (17)
- Interest Rates, Government Purchases, and Budget Deficits: a Forward-Looking Model
Public Finance Review, 1993, 21, (4), 470-478 View citations (3)
- Survey vs ARCH Measures of Inflation Uncertainty
Oxford Bulletin of Economics and Statistics, 1993, 55, (3), 341-53 View citations (14)
1992
- Survey Expectations in the Time Series Consumption Function
The Review of Economics and Statistics, 1992, 74, (4), 598-606 View citations (20)
1991
- Blue Chip Rationality Tests
Journal of Money, Credit and Banking, 1991, 23, (4), 692-705 View citations (74)
- Survey evidence on the term structure of interest rates
Journal of Economics and Business, 1991, 43, (2), 133-142 View citations (4)
1990
- Forecaster ideology, forecasting technique, and the accuracy of economic forecasts
International Journal of Forecasting, 1990, 6, (1), 3-10 View citations (27)
- Product differentiation in the economic forecasting industry
International Journal of Forecasting, 1990, 6, (3), 311-316 View citations (23)
1989
- Do expected budget deficits affect household expectations of interest rates?
Journal of Macroeconomics, 1989, 11, (4), 551-562 View citations (2)
- Household versus Economist Forecasts of Inflation: A Reassessment: A Note
Journal of Money, Credit and Banking, 1989, 21, (2), 252-57 View citations (21)
- The public's indifference map between inflation and unemployment: Empirical evidence for the Nixon, Ford, Carter and Reagan presidencies
Public Choice, 1989, 60, (1), 71-85 View citations (6)
1988
- A Policy Reaction Function for Nominal Interest Rates in the UK: 1972Q3-1982Q4
Bulletin of Economic Research, 1988, 40, (1), 57-71 View citations (3)
- Multiperiod Forecasts of Interest Rates
Journal of Business & Economic Statistics, 1988, 6, (3), 381-84 View citations (7)
- Public Perceptions of Macroeconomic Policy: An Econometric Analysis of the Reagan Presidency
The Review of Economics and Statistics, 1988, 70, (2), 357-61 View citations (5)
- The Natural Rate of Inflation in the United States
Economic Analysis and Policy, 1988, 18, (2), 191-198 View citations (1)
1986
- Inflation, unemployment and the median voter
Economics Letters, 1986, 22, (2-3), 181-186
Books
2012
- Exchange Rate Policy and Modelling in India
OUP Catalogue, Oxford University Press View citations (10)
Edited books
2023
- Macroeconometric Methods
Springer Books, Springer
2017
- Perspectives on Economic Development and Policy in India
India Studies in Business and Economics, Springer View citations (1)
2015
- Benchmarking for Performance Evaluation
Springer Books, Springer View citations (13)
2003
- Financial Forecasting, vol Two volume set
Books, Edward Elgar Publishing View citations (1)
Chapters
2023
- A Structural Macroeconometric Model for India
Springer
- Aggregate and Sectoral Productivity Growth in the Indian Economy: Analysis and Determinants
Springer
- Determinants of Yields on Government Securities in India
Springer
See also Journal Article Determinants of Yields on Government Securities in India, National Council of Applied Economic Research (2014) View citations (4) (2014)
- Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study
Springer
- Forecasting the INR/USD Exchange Rate: A BVAR Framework
Springer View citations (1)
- India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach
Springer
- Inter-Linkages Between Asian and U.S. Stock Market Returns: A Multivariate GARCH Analysis
Springer
- International Synchronization of Growth Rate Cycles: An Analysis in Frequency Domain
Springer
- Introduction
Springer
- Macroeconomic Modelling and Bayesian Methods
Springer
See also Journal Article Macroeconomic Modelling and Bayesian Methods, Springer (2017) View citations (2) (2017)
- Monetary Policy Framework in India
Springer View citations (2)
See also Journal Article Monetary policy framework in India, Springer (2020) View citations (15) (2020)
- Monetary Transmission in the Indian Economy
Springer View citations (1)
- The Increasing Synchronization of International Recessions
Springer View citations (1)
2017
- Capital Flows and Exchange Rates: The Indian Experience
Springer View citations (1)
See also Journal Article Capital Flows and Exchange Rates: The Indian Experience, Department of Economics, Delhi School of Economics (2013) View citations (4) (2013)
Editor
- Indian Economic Review
Department of Economics, Delhi School of Economics
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