 Analysis and Findings of the StudyTarak Nath Sahu Chapter Chapter 5 in Macroeconomic Variables and Security Prices in India during the Liberalized Period, 2015, pp 97-205 from Palgrave Macmillan Abstract: Abstract In this chapter we analyze the data collected on the variables pertaining to our research problem. We first discuss the basic characteristics of the variables in terms of their means, medians, standard deviations, skewness, kurtosis, and Jarque-Bera test statistic. All these measures give us a comprehensive idea about the probability distribution of these variables. After that, we examine the other important properties of the data, namely, stationarity and order of integration. Finally, we examine the relationship between the dependent and independent variables, using bivariate and multivariate analyses. The main objective behind carrying out these statistical and econometric investigations is to find out the nature and degree of the relationship between the Indian stock price, on one hand, and the macroeconomic variables, on the other, with a high degree of precision, such that our findings become meaningful and generalizations made on the basis of our findings become convincing and acceptable. This chapter is organized as follows: Keywords: Consumer Price Index; Stock Index; Macroeconomic Variable; Akaike Information Criterion; Vector Error Correction Model (search for similar items in EconPapers) There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-49201-2_5 Ordering information: This item can be ordered from Access Statistics for this chapter More chapters in Palgrave Macmillan Books from Palgrave Macmillan |
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