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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
Contact information at EDIRC.

Bibliographic data for series maintained by D. M. Nachane () and ().

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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 Downloads
Ravindra H. Dholakia and Amey Sapre
Construction of Leading Index of Indian Economy: A Weighted-Cumulative Density Function Approach pp. 17-31 Downloads
Indrajit Roy and Dipankar Biswas
Efficient Semiparametric Instrumental Variable Estimation under Conditional Heteroskedasticity pp. 32-55 Downloads
Feng Yao
A Note on Estimation in Seemingly Unrelated Semi-Parametric Regression Models pp. 56-69 Downloads
Radhey S. Singh and Lichun Wang
Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis pp. 70-84 Downloads
Cheong Chin, Ng Sew Lai, Nurul Afidah Mohmad Yusof and Khor Chia Ying
Firm Specific Monopoly Power in Differentiated Oligopoly pp. 85-97 Downloads
T.V.S. Ramamohan Rao
On the Relationship between World Oil Prices and GCC Stock Markets pp. 98-120 Downloads
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 Downloads
Tran Van Hoa
Asset Sales by Manufacturing Firms in India pp. 136-155 Downloads
Vikash Gautam
Global Crisis, Environmental Volatility and Expansion of the Indian Leather Industry pp. 156-176 Downloads
Anup Kumar Bhandari
Long Run and Short Run Linkages between Stock Indices in Bombay Stock Exchange: A Structural Cointegration Approach pp. 177-181 Downloads
Suresh K.G. and Aviral Tiwari

Volume 9, issue 2, 2011

A Tribute to Professor Suresh Tendulkar pp. 1-5 Downloads
T.A. Bhavani
Determinants of Export Decision of Indian Firms: A Primary Data Analysis pp. 6-35 Downloads
T. Srinivasan and Vani Archana
Contemporary Relevance and Ongoing Controversies Related to the CES Production Function pp. 36-57 Downloads
T.V.S.Ramamohan Rao
Businesses Risks Aggregation with Copula pp. 58-72 Downloads
Jules Sadefo Kamdem
Estimating Structural Breaks Endogenously in India's Post-Independence Growth Path: An Empirical Critique pp. 73-87 Downloads
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 Downloads
Radhey S. Singh and Lichun Wang
Inter-regional Poverty Comparisons: Case of West Bengal pp. 104-122 Downloads
Somnath Chattopadhyay
Demand and Supply of Currencies of Small Denominations: A Theoretical Framework pp. 123-139 Downloads
Kaushik Bhattacharya
Product Market Competition and Capital Structure of Firms: The Indian Evidence pp. 140-153 Downloads
Sumitra Naha and Malabika Roy
Valuing Recreational and Conservational Benefits of a Natural Tourist Site: Case of Cherrapunjee pp. 154-172 Downloads
Utpal de and Amrita Devi
(Book Review) Dilip M. Nachane (Ed.) "India Development Report 2011," Oxford University Press, New Delhi pp. 173-183 Downloads
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 Downloads
Sripad Motiram

Volume 9, issue 1, 2011

Selected Problems in the Analysis of Nonstationary & Nonlinear Time Series pp. 1-17 Downloads
Dilip M. Nachane
Importance of Non-parametric Density Estimation in Econometrics with Illustrations pp. 18-40 Downloads
T. Krishna Kumar and Joseph M. Markmann
Conflict Resolution through Mutuality: Lessons from Bayesian Updating pp. 41-52 Downloads
Srijit Mishra
A Bayesian Extension of the J-Test for Non-Nested Hypotheses pp. 53-72 Downloads
Moheb Ghali, John M. Krieg and Surekha Rao
Policies for the Poor: Verifying the Information Base pp. 73-88 Downloads
M. H. Suryanarayana
Asset Pricing when Market Sentiments Regulate Asset-Returns: Evidences from Emerging Markets pp. 89-117 Downloads
Debasish Majumder
Anticipated Money, Unanticipated Money and Output Variations in Singapore pp. 118-133 Downloads
Biswajit Maitra
Financial Development, Growth and Stock Market Development: The Trilateral Analysis in India pp. 134-145 Downloads
Rudra P. Pradhan
Productivity Differential and Bilateral Real Exchange Rate between India and US pp. 146-155 Downloads
Soubarna Pal
Macroeconomic Relationship in India: ARDL Evidence on Cointegration and Causality pp. 156-168 Downloads
Inder Sekhar Yadav and M.A. Lagesh
How Real are the Changes in Sectoral GDP Shares in the Indian Economy? pp. 169-182 Downloads
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 Downloads
Mala Lalvan

Volume 8, issue 2, 2010

A Tribute to Professor Arnold Zellner pp. 1-3 Downloads
Ulaganathan Sankar
Monetary Policy in a Low Inflation Environment: Is There Evidence for Opportunistic Behaviour? pp. 4-19 Downloads
Naveen Srinivasan, M Ramachandran and Sudhanshu Kumar
Causality between Money, Prices and Output in India (1951-2005): A Granger Causality Approach pp. 20-41 Downloads
Gaurang Rami
Length of Stay - A Data Analytic Approach pp. 42-60 Downloads
R. K. Sinha
Concentration, Entry Barriers and Profitability in the Indian Industries: An Empirical Analysis pp. 61-80 Downloads
Anup Kumar Bhandari
Factors Affecting Age at Marriage and Age at First Birth in India pp. 81-97 Downloads
S Chandrasekhar
Female Work Participation and Gender Differential in Earning in West Bengal, India pp. 98-114 Downloads
Indrani Chakraborty and Achin Chakraborty
Are You Satisfied with Your Income? The Economics of Happiness in India pp. 115-141 Downloads
Lakshmanasamy T
Structure of the World Wheat Market: Some Implications for Strategic Trade Policy? pp. 142-158 Downloads
C.S.C. Sekhar
Determinants of Adoption of Virus Management Technology in Papaya Cultivation pp. 159-164 Downloads
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 Downloads
Sudhanshu Mishra

Volume 8, issue 1, 2010

Capacity Output and Cycles in Non-agricultural Output of the Indian Economy pp. 1-41 Downloads
Vikas Chitre
Application of the Quaids Model to the Food Sector in India pp. 42-54 Downloads
Surabhi Mittal
Normality of Indian Crop Yields: Application of Panel Analysis pp. 55-68 Downloads
Saleem Shaik
Nonlinear Dependence in Stock Returns: Evidences from India pp. 69-85 Downloads
Gourishankar Hiremath and Bandi Kamaiah
Modeling Volatility in Emerging Stock Markets Of India And China pp. 86-94 Downloads
Prashant Joshi
Initial Allocation of Emissions Permits in the Two-Sided Matching Framework pp. 95-104 Downloads
Amlendu Kumar Dubey
A Variance Ratio Test of Random Walk in Energy Spot Markets pp. 105-117 Downloads
Cheong Chin
Study of Inflation in India: A Cointegrated Vector Autoregression Approach pp. 118-129 Downloads
Anuradha Patnaik
Export-Led Growth Hypothesis: Evidence from Pakistan pp. 130-147 Downloads
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 Downloads
Runa Ray and Biswajit Chatterjee
A Note on the Basic Lemma of the Linear Identification Problem pp. 162-166 Downloads
Oskar Maria Baksalary and Gotz Trenkler
Book Review: “Money, Finance, Political Economy- Getting It Right,” Author(s): Deena Khatkhate pp. 167-168 Downloads
Errol D’Souza
Book Review: "The Unexplored Keynes And Other Essays – ASocio-Economic Miscellany," Author(s): Anand Chandavarkar pp. 169-170 Downloads
Errol D’Souza
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