Journal of Quantitative Economics

2010 - 2012

Current editor(s): A. L. Nagar (Editor-in-Chief), D. M. Nachane (Managing-Editor) and G. Mythili (Joint Managing Editor)

From The Indian Econometric Society
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Volume 10, issue 1, 2012

Speed of Adjustment and Inflation – Unemployment Tradeoff in Developing Countries – Case of India pp. 1-16

Ravindra H. Dholakia and Amey Sapre

Construction of Leading Index of Indian Economy: A Weighted-Cumulative Density Function Approach pp. 17-31

Indrajit Roy and Dipankar Biswas

Efficient Semiparametric Instrumental Variable Estimation under Conditional Heteroskedasticity pp. 32-55

Feng Yao

A Note on Estimation in Seemingly Unrelated Semi-Parametric Regression Models pp. 56-69

Radhey S. Singh and Lichun Wang

Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis pp. 70-84

Cheong Chin, Ng Sew Lai, Nurul Afidah Mohmad Yusof and Khor Chia Ying

Firm Specific Monopoly Power in Differentiated Oligopoly pp. 85-97

T.V.S. Ramamohan Rao

On the Relationship between World Oil Prices and GCC Stock Markets pp. 98-120

Mohamed Arouri, Jamel Jouini, Nhu Tuyen Le and Duc Khuong Nguyen

ASEAN-India Economic, Trade and Integration Relations: Modelling the Challenges and Opportunities pp. 121-135

Tran Van Hoa

Asset Sales by Manufacturing Firms in India pp. 136-155

Vikash Gautam

Global Crisis, Environmental Volatility and Expansion of the Indian Leather Industry pp. 156-176

Anup Kumar Bhandari

Long Run and Short Run Linkages between Stock Indices in Bombay Stock Exchange: A Structural Cointegration Approach pp. 177-181

Suresh K.G. and Aviral Tiwari

Volume 9, issue 2, 2011

A Tribute to Professor Suresh Tendulkar pp. 1-5

T.A. Bhavani

Determinants of Export Decision of Indian Firms: A Primary Data Analysis pp. 6-35

T. Srinivasan and Vani Archana

Contemporary Relevance and Ongoing Controversies Related to the CES Production Function pp. 36-57

T.V.S.Ramamohan Rao

Businesses Risks Aggregation with Copula pp. 58-72

Jules Sadefo Kamdem

Estimating Structural Breaks Endogenously in India's Post-Independence Growth Path: An Empirical Critique pp. 73-87

Ravindra H Dholakia and Amey Sapre

Bayes and Empirical Bayes Estimators with Their Unique Simpler Forms and Their Superiorities over BLUE in Two Seemingly Unrelated Regressions pp. 88-103

Radhey S. Singh and Lichun Wang

Inter-regional Poverty Comparisons: Case of West Bengal pp. 104-122

Somnath Chattopadhyay

Demand and Supply of Currencies of Small Denominations: A Theoretical Framework pp. 123-139

Kaushik Bhattacharya

Product Market Competition and Capital Structure of Firms: The Indian Evidence pp. 140-153

Sumitra Naha and Malabika Roy

Valuing Recreational and Conservational Benefits of a Natural Tourist Site: Case of Cherrapunjee pp. 154-172

Utpal de and Amrita Devi

(Book Review) Dilip M. Nachane (Ed.) "India Development Report 2011," Oxford University Press, New Delhi pp. 173-183

Vikas Chitre

(Book Reviews) D. Jayaraj and S. Subramanian "Poverty, Inequality and Population: Essays in Development and Applied measurement," Oxford University Press, New Delhi pp. 184-188

Sripad Motiram

Volume 9, issue 1, 2011

Selected Problems in the Analysis of Nonstationary & Nonlinear Time Series pp. 1-17

Dilip M. Nachane

Importance of Non-parametric Density Estimation in Econometrics with Illustrations pp. 18-40

T. Krishna Kumar and Joseph M. Markmann

Conflict Resolution through Mutuality: Lessons from Bayesian Updating pp. 41-52

Srijit Mishra

A Bayesian Extension of the J-Test for Non-Nested Hypotheses pp. 53-72

Moheb Ghali, John M. Krieg and Surekha Rao

Policies for the Poor: Verifying the Information Base pp. 73-88

M. H. Suryanarayana

Asset Pricing when Market Sentiments Regulate Asset-Returns: Evidences from Emerging Markets pp. 89-117

Debasish Majumder

Anticipated Money, Unanticipated Money and Output Variations in Singapore pp. 118-133

Biswajit Maitra

Financial Development, Growth and Stock Market Development: The Trilateral Analysis in India pp. 134-145

Rudra P. Pradhan

Productivity Differential and Bilateral Real Exchange Rate between India and US pp. 146-155

Soubarna Pal

Macroeconomic Relationship in India: ARDL Evidence on Cointegration and Causality pp. 156-168

Inder Sekhar Yadav and M.A. Lagesh

How Real are the Changes in Sectoral GDP Shares in the Indian Economy? pp. 169-182

Madhusudan Datta

(Book Review) Raja Chelliah "Political Economy of Poverty Eradication in India and Essays on Fiscal Reform," Sage Publishers, New Delhi pp. 183-188

Mala Lalvan

Volume 8, issue 2, 2010

A Tribute to Professor Arnold Zellner pp. 1-3

Ulaganathan Sankar

Monetary Policy in a Low Inflation Environment: Is There Evidence for Opportunistic Behaviour? pp. 4-19

Naveen Srinivasan, M Ramachandran and Sudhanshu Kumar

Causality between Money, Prices and Output in India (1951-2005): A Granger Causality Approach pp. 20-41

Gaurang Rami

Length of Stay - A Data Analytic Approach pp. 42-60

R. K. Sinha

Concentration, Entry Barriers and Profitability in the Indian Industries: An Empirical Analysis pp. 61-80

Anup Kumar Bhandari

Factors Affecting Age at Marriage and Age at First Birth in India pp. 81-97

S Chandrasekhar

Female Work Participation and Gender Differential in Earning in West Bengal, India pp. 98-114

Indrani Chakraborty and Achin Chakraborty

Are You Satisfied with Your Income? The Economics of Happiness in India pp. 115-141

Lakshmanasamy T

Structure of the World Wheat Market: Some Implications for Strategic Trade Policy? pp. 142-158

C.S.C. Sekhar

Determinants of Adoption of Virus Management Technology in Papaya Cultivation pp. 159-164

Vijay Laxmi Pandey and S.K. Sharma

(Computer Algorithms) The Most Representative Composite Rank Ordering of Multi-Attribute Objects by the Particle Swarm Optimization Method pp. 165-200

Sudhanshu Mishra

Volume 8, issue 1, 2010

Capacity Output and Cycles in Non-agricultural Output of the Indian Economy pp. 1-41

Vikas Chitre

Application of the Quaids Model to the Food Sector in India pp. 42-54

Surabhi Mittal

Normality of Indian Crop Yields: Application of Panel Analysis pp. 55-68

Saleem Shaik

Nonlinear Dependence in Stock Returns: Evidences from India pp. 69-85

Gourishankar Hiremath and Bandi Kamaiah

Modeling Volatility in Emerging Stock Markets Of India And China pp. 86-94

Prashant Joshi

Initial Allocation of Emissions Permits in the Two-Sided Matching Framework pp. 95-104

Amlendu Kumar Dubey

A Variance Ratio Test of Random Walk in Energy Spot Markets pp. 105-117

Cheong Chin

Study of Inflation in India: A Cointegrated Vector Autoregression Approach pp. 118-129

Anuradha Patnaik

Export-Led Growth Hypothesis: Evidence from Pakistan pp. 130-147

Mohammad Afzal and Ijaz Hussain

Impact of Restrictive Trade Policy on Adult Unemployment, Welfare and the Incidence of Child Labour -A Three Sector General Equilibrium Analysis pp. 148-161

Runa Ray and Biswajit Chatterjee

A Note on the Basic Lemma of the Linear Identification Problem pp. 162-166

Oskar Maria Baksalary and Gotz Trenkler

Book Review: “Money, Finance, Political Economy- Getting It Right,” Author(s): Deena Khatkhate pp. 167-168

Errol D’Souza

Book Review: "The Unexplored Keynes And Other Essays – ASocio-Economic Miscellany," Author(s): Anand Chandavarkar pp. 169-170

Errol D’Souza