Details about Pami Dua

Postal address:	Department of Economics Delhi School of Economics University of Delhi Delhi 110007, India
Workplace:	Department of Economics, Delhi School of Economics, University of Delhi, (more information at EDIRC)

Access statistics for papers by Pami Dua.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pdu143

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Working Papers

2016

1. Contagion in International Stock and Currency Markets During Recent Crisis Episodes
   Working papers, Centre for Development Economics, Delhi School of Economics

2015

2. 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

3. 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)
4. Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models
   Working Papers, University of Pretoria, Department of Economics View citations (1)
5. 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)
6. MEASUREMENT AND PATTERNS OF INTERNATIONAL SYNCHRONIZATION-- A SPECTRAL APPROACH
   Working papers, Centre for Development Economics, Delhi School of Economics View citations (1)

2012

7. BUSINESS AND GROWTH RATE CYCLES IN INDIA
   Working papers, Centre for Development Economics, Delhi School of Economics View citations (9)
8. 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)
9. Horizontal and Vertical Technology Spillover of Foreign Direct Investment: An Evaluation across Indian Manufacturing Industries
   MPRA Paper, University Library of Munich, Germany
10. Technology Spillover of Foreign Direct Investment: An Analysis of Different Clusters in India
    MPRA Paper, University Library of Munich, Germany View citations (1)
11. 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

12. 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)
13. Modelling and Forecasting the Indian Re/US Dollar Exchange Rate
    Working papers, Centre for Development Economics, Delhi School of Economics View citations (8)
14. 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

15. A Leading Index for the Indian Economy
    Working Papers, eSocialSciences
    Also in Working papers, Centre for Development Economics, Delhi School of Economics (2001)
16. 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)
17. 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)
18. 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

19. 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

20. 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

21. 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)
22. East Asian Crisis and Currency Pressure: The Case of India
    Working papers, Centre for Development Economics, Delhi School of Economics View citations (4)
23. Modelling Seasonal Dynamics in Indian Industrial Production--An Extention of TV-STAR Model
    Working papers, Centre for Development Economics, Delhi School of Economics
24. 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

25. CAPITAL FLOW VOLATILITY AND EXCHANGE RATES-- THE CASE OF INDIA
    Working papers, Centre for Development Economics, Delhi School of Economics View citations (15)

2005

26. 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

27. 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

28. A Leading Index for India's Exports
    Occasional papers, Centre for Development Economics, Delhi School of Economics View citations (3)
29. Interest Rate Determination in India: The Role of Domestic and External Factors
    Working papers, Centre for Development Economics, Delhi School of Economics

2000

30. An Index of Coincident Economic Indicators for the Indian Economy
    Working papers, Centre for Development Economics, Delhi School of Economics View citations (23)

1999

31. 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)
32. 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

33. CONSUMER CONFIDENCE AND THE PROBABILITY OF RECESSION: A MARKOV SWITCHING MODEL
    Working papers, Centre for Development Economics, Delhi School of Economics

1996

34. 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

35. 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

1. Drivers of Foreign Direct Investment Inflows to Emerging Asian Economies
   Journal of Emerging Market Finance, 2024, 23, (1), 83-107
2. Dynamics of Capital Flows and Global Factors: Case of Emerging Economies
   Journal of Quantitative Economics, 2024, 22, (4), 945-975
3. IMPACT OF CRISES ON INDIAN FINANCIAL MARKETS
   Bulletin of Monetary Economics and Banking, 2024, 27, (3), 557-572
4. Impact of climate change on productivity growth in India
   Indian Economic Review, 2024, 59, (1), 259-286
5. Trade, FDI and Emissions in South Asia: Role of Global and Regional Linkages
   South Asia Economic Journal, 2024, 25, (2), 103-125
6. What explains foreign portfolio investment inflows to BRICS countries?
   Economic Analysis and Policy, 2024, 82, (C), 32-46

2023

7. Synchronization in Cycles of China and India During Recent Crises: A Markov Switching Analysis
   Journal of Quantitative Economics, 2023, 21, (2), 317-337

2021

8. Inflation Persistence in India
   Journal of Quantitative Economics, 2021, 19, (3), 525-553 View citations (2)
9. 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

10. 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

11. Determinants of labour productivity: Comparison between developing and developed countries of Asia‐Pacific
    Pacific Economic Review, 2019, 24, (5), 686-704 View citations (13)
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
13. Sectoral analysis of productivity in the developing and developed economies of Asia-Pacific
    Indian Growth and Development Review, 2019, 13, (1), 37-71

2018

14. Editorial note
    Indian Economic Review, 2018, 53, (1), 1-2
15. Exchange Rate And Central Bank Intervention In India: An Empirical Analysis
    Journal of Developing Areas, 2018, 52, (2), 127-143 View citations (2)
16. Macro stress testing and resilience assessment of Indian banking
    Journal of Policy Modeling, 2018, 40, (2), 452-475 View citations (5)

2017

17. Editorial note
    Indian Economic Review, 2017, 52, (1), 1-2
18. IMPACT OF EUROZONE SOVEREIGN DEBT CRISIS ON CHINA AND INDIA
    The Singapore Economic Review (SER), 2017, 62, (05), 1137-1164 View citations (4)
19. Macro Stress Testing of Indian Bank Groups
    Margin: The Journal of Applied Economic Research, 2017, 11, (4), 375-403 View citations (1)
20. 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

21. 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)
22. EDITORIAL NOTE
    Indian Economic Review, 2016, 51, (1), 0-0
23. Financial crises and dynamic linkages across international stock and currency markets
    Economic Modelling, 2016, 59, (C), 249-261 View citations (36)
24. 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

25. Macroeconomic determinants of foreign direct investment: evidence from India
    Journal of Developing Areas, 2015, 49, (1), 133-155 View citations (4)

2014

26. 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)
27. 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

28. 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)
29. WEATHER SHOCKS AND AGRICULTURAL COMMODITY PRICES IN INDIA
    Climate Change Economics (CCE), 2013, 04, (03), 1-20 View citations (1)

2012

30. 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

31. 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)
32. 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

33. 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)
34. Forecasting Interest Rates in India
    Margin: The Journal of Applied Economic Research, 2008, 2, (1), 1-41 View citations (11)

2007

35. INSULATION OF INDIA FROM THE EAST ASIAN CRISIS: AN ANALYSIS
    The Singapore Economic Review (SER), 2007, 52, (03), 419-443 View citations (3)
36. Predicting Indian Business Cycles
    Margin: The Journal of Applied Economic Research, 2007, 1, (3), 249-265 View citations (3)

2006

37. 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

38. Interest rate determination in India: domestic and external factors
    Journal of Policy Modeling, 2002, 24, (9), 853-875 View citations (14)

2001

39. An Indicator Approach to Business and Growth Rate Cycles: The Case of India
    Indian Economic Review, 2001, 36, (1), 55-78 View citations (11)
40. Effects of monetary variables on real output: sensitivity analysis
    Applied Economics Letters, 2001, 8, (1), 65-69

2000

41. 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

42. 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)
43. 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)
44. 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

45. 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)
46. Improving macro-economic forecasts: The role of consumer confidence
    International Journal of Forecasting, 1998, 14, (1), 71-81 View citations (66)

1997

47. Public perceptions of the relative seriousness of inflation and unemployment in the United States
    Applied Economics Letters, 1997, 4, (1), 49-52

1996

48. 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)
49. 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)
50. Velocity instability in the USA: a monetary or real phenomenon?
    Applied Economics Letters, 1996, 3, (9), 581-585

1995

51. Forecaster Diversity and the Benefits of Combining Forecasts
    Management Science, 1995, 41, (1), 68-75 View citations (54)
52. 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

53. Voters and Macroeconomics: Are They Forward Looking or Backward Looking?
    Public Choice, 1994, 78, (3-4), 283-93 View citations (14)

1993

54. BUDGET DEFICITS, DOMESTIC INVESTMENT, AND TRADE DEFICITS
    Contemporary Economic Policy, 1993, 11, (1), 29-44 View citations (17)
55. Interest Rates, Government Purchases, and Budget Deficits: a Forward-Looking Model
    Public Finance Review, 1993, 21, (4), 470-478 View citations (3)
56. Survey vs ARCH Measures of Inflation Uncertainty
    Oxford Bulletin of Economics and Statistics, 1993, 55, (3), 341-53 View citations (14)

1992

57. Survey Expectations in the Time Series Consumption Function
    The Review of Economics and Statistics, 1992, 74, (4), 598-606 View citations (20)

1991

58. Blue Chip Rationality Tests
    Journal of Money, Credit and Banking, 1991, 23, (4), 692-705 View citations (74)
59. Survey evidence on the term structure of interest rates
    Journal of Economics and Business, 1991, 43, (2), 133-142 View citations (4)

1990

60. Forecaster ideology, forecasting technique, and the accuracy of economic forecasts
    International Journal of Forecasting, 1990, 6, (1), 3-10 View citations (27)
61. Product differentiation in the economic forecasting industry
    International Journal of Forecasting, 1990, 6, (3), 311-316 View citations (23)

1989

62. Do expected budget deficits affect household expectations of interest rates?
    Journal of Macroeconomics, 1989, 11, (4), 551-562 View citations (2)
63. Household versus Economist Forecasts of Inflation: A Reassessment: A Note
    Journal of Money, Credit and Banking, 1989, 21, (2), 252-57 View citations (21)
64. 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

65. 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)
66. Multiperiod Forecasts of Interest Rates
    Journal of Business & Economic Statistics, 1988, 6, (3), 381-84 View citations (7)
67. 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)
68. The Natural Rate of Inflation in the United States
    Economic Analysis and Policy, 1988, 18, (2), 191-198 View citations (1)

1986

69. Inflation, unemployment and the median voter
    Economics Letters, 1986, 22, (2-3), 181-186

Books

2012

1. Exchange Rate Policy and Modelling in India
   OUP Catalogue, Oxford University Press View citations (10)

Edited books

2023

1. Macroeconometric Methods
   Springer Books, Springer

2017

2. Perspectives on Economic Development and Policy in India
   India Studies in Business and Economics, Springer View citations (1)

2015

3. Benchmarking for Performance Evaluation
   Springer Books, Springer View citations (13)

2003

4. Financial Forecasting, vol Two volume set
   Books, Edward Elgar Publishing View citations (1)

Chapters

2023

1. A Structural Macroeconometric Model for India
   Springer
2. Aggregate and Sectoral Productivity Growth in the Indian Economy: Analysis and Determinants
   Springer
3. 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)
4. Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study
   Springer
5. Forecasting the INR/USD Exchange Rate: A BVAR Framework
   Springer View citations (1)
6. India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach
   Springer
7. Inter-Linkages Between Asian and U.S. Stock Market Returns: A Multivariate GARCH Analysis
   Springer
8. International Synchronization of Growth Rate Cycles: An Analysis in Frequency Domain
   Springer
9. Introduction
   Springer
10. Macroeconomic Modelling and Bayesian Methods
    Springer
    See also Journal Article Macroeconomic Modelling and Bayesian Methods, Springer (2017) View citations (2) (2017)
11. Monetary Policy Framework in India
    Springer View citations (2)
    See also Journal Article Monetary policy framework in India, Springer (2020) View citations (15) (2020)
12. Monetary Transmission in the Indian Economy
    Springer View citations (1)
13. The Increasing Synchronization of International Recessions
    Springer View citations (1)

2017

14. 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

1. Indian Economic Review
   Department of Economics, Delhi School of Economics