EconPapers    
Economics at your fingertips  
 

Journal of Quantitative Economics

2016 - 2020

Current editor(s): Dilip Nachane and P.G. Babu

From:
Springer
The Indian Econometric Society (TIES)
Contact information at EDIRC.

Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 18, issue 3, 2020

A Theory of Growth and Threshold Inflation with Estimates pp. 471-493 Downloads
Ravindra H. Dholakia
Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS pp. 495-523 Downloads
Kajal Lahiri and Xian Li
Is Exchange Rate Volatility Symmetric to Oil Price Volatility? An Investigation for India pp. 525-550 Downloads
Vinish Kathuria and Jyotirmayee Sabat
A Bayesian Signals Approach for the Detection of Crises pp. 551-585 Downloads
Panayotis Michaelides, Mike Tsionas and Panos Xidonas
Value-at-Risk in the Presence of Structural Breaks Using Unbiased Extreme Value Volatility Estimator pp. 587-610 Downloads
Dilip Kumar
Can Robust Optimization Offer Improved Portfolio Performance? An Empirical Study of Indian market pp. 611-630 Downloads
Shashank Oberoi, Mohammed Bilal Girach and Siddhartha P. Chakrabarty
Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty pp. 631-655 Downloads
Jules Sadefo and Zoulkiflou Moumouni
Robust Inference by Sub-sampling pp. 657-681 Downloads
Nasreen Nawaz
Fiscal Deficit and Economic Growth Nexus in India: A Simultaneous Error Correction Approach pp. 683-707 Downloads
Ranjan Kumar Mohanty
Catastrophe Theory Predicts International Concern for Global Warming pp. 709-731 Downloads
Mohamed M. Mostafa

Volume 18, issue 2, 2020

Software-Illustrated Explanations of Econometrics Contributions by CR Rao for his 100-th Birthday pp. 235-252 Downloads
H. D. Vinod
Financial Frictions and Shocks in an Estimated Small Open Economy DSGE Model pp. 253-291 Downloads
Gan-Ochir Doojav and Kaliappa Kalirajan
Simplified Matrix Methods for Multivariate Edgeworth Expansions pp. 293-326 Downloads
Gubhinder Kundhi and Paul Rilstone
Multi-level Determinants of Inward FDI Ownership pp. 327-358 Downloads
Samyukta Bhupatiraju
Bank Lending and Monetary Transmission: Does Politics Matter? pp. 359-381 Downloads
Saibal Ghosh
Understanding the Short Run Relationship Between Stock Market and Growth in Emerging Economies pp. 383-402 Downloads
Agnirup Sarkar
Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach pp. 403-423 Downloads
Vighneswara Swamy and M. Dharani
Financial Development Thresholds and the Remittances-Growth Nexus pp. 425-445 Downloads
Chrysost Bangake and Jude Eggoh
Threshold Effect in the Relationship Between External Debt and Economic Growth: A Dynamic Panel Threshold Specification pp. 447-456 Downloads
Taha Zaghdoudi
The New Monetary Policy Framework: What it Means pp. 457-470 Downloads
Rangarajan Chakravarty

Volume 18, issue 1, 2020

Shall One Sit “Longer” for a Free Lunch? Impact of Trading Durations on the Realized Variances and Volatility Spillovers pp. 1-28 Downloads
Gaurav Raizada, Vartika Srivastava and S. V. D. Nageswara Rao
Optimal Decision on Dynamic Insurance Price and Investment Portfolio of an Insurer with Multi-dimensional Time-Varying Correlation pp. 29-51 Downloads
Hong Mao and Zhongkai Wen
Optimal Time Interval Selection in Long-Run Correlation Estimation pp. 53-79 Downloads
Pedro Albuquerque
Procyclical Debt as Automatic Stabilizer pp. 81-102 Downloads
Dennis Wesselbaum
Time Varying Efficiency in Indian Sectors: An Event Study on Demonetization pp. 103-127 Downloads
Samit Paul
A Comparative Analysis of the Hedging Effectiveness of Farmgate Milk Prices for New Zealand and United States Dairy Farmers pp. 129-142 Downloads
Nawazish Mirza, Krishna Reddy, Amir Hasnaoui and Peter Yates
The Impact of Cooperative R&D and Advertising on Innovation and Welfare pp. 143-167 Downloads
Parisa Pourkarimi and Gamal Atallah
Time Series Dynamics of Sugar Export Earnings in Fiji with Multiple Endogenous Structural Breaks: Implications for EU Sugar and Industry Reforms pp. 169-189 Downloads
Janesh Sami
Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators pp. 191-229 Downloads
Moses Tule, Afees Salisu and Charles Chiemeke
Economic Properties of Statistical Indices: The Case of a Multidimensional Gini Index: A Correction and an Addition pp. 231-234 Downloads
Asis Kumar Banerjee

Volume 17, issue 4, 2019

Production Sectors and Regions in Macroeconometric Models of India pp. 711-725 Downloads
Shashanka Bhide
Unilateral Support Equilibrium, Berge Equilibrium, and Team Problems Solutions pp. 727-739 Downloads
Bertrand Crettez
Political Risk and Real Exchange Rate: What Can We Learn from Recent Developments in Panel Data Econometrics for Emerging and Developing Countries? pp. 741-762 Downloads
Mohsen Bahmani-Oskooee, Thouraya Hadj Amor, Ridha Nouira and Christophe Rault
An Approach Using Entropy and Supervised Classifications to Disaggregate Agricultural Data at a Local Level pp. 763-779 Downloads
António Xavier, Rui Fragoso, Maria Belém Costa Freitas and Maria Socorro Rosário
Welfare Cost of Inflation: Evidence from India pp. 781-799 Downloads
Irfan Ahmad Shah, Manmohan Lal Agarwal and Srikanta Kundu
Monetary Policy Announcements and Stock Returns: Some Further Evidence from India pp. 801-827 Downloads
Sashikanta Khuntia and Gourishankar Hiremath
A Flexible Approach to Age Dependence in Organizational Mortality: Comparing the Life Duration for Cooperative and Non-Cooperative Enterprises Using a Bayesian Generalized Additive Discrete Time Survival Model pp. 829-855 Downloads
Damien Rousselière
When Spillovers Enhance R&D Incentives pp. 857-868 Downloads
Rittwik Chatterjee, Srobonti Chattopadhyay and Tarun Kabiraj
Evidence on Relationship Between Economic Growth and Financial Development of Selected Northern Indian States: Using Panel VEC Approach pp. 869-884 Downloads
Shravani Sharma and Supran Kumar Sharma
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit pp. 885-912 Downloads
Syed Jawad Hussain Shahzad, Naveed Raza, David Roubaud, Jose Arreola Hernandez and Stelios Bekiros
Analysing Changes in Gender Difference in Learning in Rural India over Time pp. 913-935 Downloads
Chandan Jain
Some Logical and Normative Issues Relating to Measurement in the Social Sciences pp. 937-948 Downloads
S. Subramanian

Volume 17, issue 3, 2019

Imputation of Missing Values in the Fundamental Data: Using MICE Framework pp. 459-475 Downloads
Balasubramaniam Meghanadh, Lagesh Aravalath, Bhupesh Joshi, Raghunathan Sathiamoorthy and Manish Kumar
Gini-PLS Regressions pp. 477-512 Downloads
Stéphane Mussard and Fattouma Souissi-Benrejab
A Hierarchical Stochastic Frontier Model for Efficiency Measurement Under Technology Heterogeneity pp. 513-524 Downloads
Ioannis Skevas
Modeling the Education Supply Chain with Network DEA Model: The Case of Tunisia pp. 525-540 Downloads
Sourour Ramzi
The West African Economic and Monetary Union: Optimality Revisited pp. 541-549 Downloads
Marcelin W. Diagne
Analysing the spillover of inflation in selected Euro-area countries pp. 551-577 Downloads
Aviral Tiwari, Muhammad Shahbaz, Haslifah M. Hasim and Mohamed M. Elheddad
An Empirical Investigation of Twin Deficits Hypothesis: Evidence from India pp. 579-601 Downloads
Ranjan Kumar Mohanty
Socio-economic Determinants of Multidimensional Poverty in Rural West Bengal: A Household Level Analysis pp. 603-622 Downloads
Poulomi Roy, Soma Ray and Sushil Haldar
Conventional and Islamic Banks’ Performance in the Gulf Cooperation Council Countries; Efficiency and Determinants pp. 623-665 Downloads
Ihsen Abid, Mohamed Goaied and Mouldi Ben Ammar
Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries pp. 667-698 Downloads
Roman Matkovskyy
Patent Protection and R&D Incentives Under Incomplete Information pp. 699-705 Downloads
Srobonti Chattopadhyay and Rittwik Chatterjee
Dilip M. Nachane: Critique of the new consensus macroeconomics and implications for India pp. 707-709 Downloads
Kamaiah Bandi and Rajendra N. Paramanik

Volume 17, issue 2, 2019

A Recursive Monte Carlo Study of Structural-Break Sensitivity of Adjustment Coefficients in Cointegrated VAR Systems pp. 251-270 Downloads
Takamitsu Kurita
Efficiency Decomposition in two-stage Data Envelopment Analysis: An application to Life Insurance companies in India pp. 271-285 Downloads
Suvvari Anandarao, S. Raja Sethu Durai and Phanindra Goyari
Asymmetric Causality Between Inflation and Uncertainty: Evidences from 33 Developed and Developing Countries pp. 287-309 Downloads
Mehdi Hajamini
Local Leadership and Public Good: Evidence from The National Rural Employment Guarantee Scheme in India pp. 311-329 Downloads
Ronit Mukherji
Inflation Forecast: Just use the Disaggregate or Combine it with the Aggregate pp. 331-343 Downloads
Kausik Chaudhuri and Saumitra Bhaduri
Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function pp. 345-360 Downloads
Tae Hwy Lee and Yiyao Wang
Government Expenditures and Revenues in Italy in a Long-run Perspective pp. 361-375 Downloads
Gordon L. Brady and Cosimo Magazzino
Non-farm Income and Consumption Expenditures in Rural Bangladesh: Empirical Evidence from Multilevel Regression Modelling pp. 377-396 Downloads
M. J. Hossain and A. K. M. Abdullah Al-Amin
New Evidence on the Relationship Between Crude Oil Consumption and Economic Growth in the US: A Quantile Causality and Cointegration Approach pp. 397-420 Downloads
Amine Lahiani, Ramzi Benkraiem, Anthony Miloudi and Muhammad Shahbaz
Zakat and Poverty Alleviation in Tunisia Using the Fuzzy Approach pp. 421-432 Downloads
Mejda Bouanani and Besma Belhadj
Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model pp. 433-446 Downloads
Roman Matkovskyy and Taoufik Bouraoui
The Inefficiency of Litecoin: A Dynamic Analysis pp. 447-457 Downloads
R. K. Jana, Aviral Tiwari and Shawkat Hammoudeh

Volume 17, issue 1, 2019

Ranking Investments Using the Lorenz Curve pp. 1-9 Downloads
Doron Nisani
Regional Convergence in the Russian Federation: Spatial and Temporal Dynamics pp. 11-39 Downloads
Jens K. Perret
Economic Properties of Statistical Indices: The Case of a Multidimensional Gini Index pp. 41-56 Downloads
Asis Banerjee
Robust Volatility Estimation with and Without the Drift Parameter pp. 57-91 Downloads
Muneer Shaik and S. Maheswaran
Globalisation and Gender Inequality: Evidence from Labour Market in India pp. 93-120 Downloads
Shamim Ara
Gender Wage Gap: Some Recent Evidences from India pp. 121-151 Downloads
Somasree Poddar and Ishita Mukhopadhyay
On the Instability of Tunisian Money Demand: Some Empirical Issues with Structural Breaks pp. 153-165 Downloads
Nidhal Mgadmi, Houssem Rachdi, Hichem Saidi and Khaled Guesmi
Drivers of Forest Ecosystem Change in Purnapani Area: Empirical Evidence and Policy Suggestions pp. 167-196 Downloads
Narendra Dalei and Yamini Gupt
On General and Specific Transfers for Child Support in Divorce pp. 197-213 Downloads
Tilak Sanyal and Vivekananda Mukherjee
A Study on Happiness and Related Factors Among Indian College Students pp. 215-236 Downloads
Bidisha Chakraborty, Souparna Maji, Anamika Sen, Isha Mallik, Sayantan Baidya and Esha Dwibedi
Towards India’s New Fiscal Federalism pp. 237-248 Downloads
Vijay Kelkar
Book Review: “Oligopoly, Auctions and Market Quality” by Krishnendu Ghosh Dastidar pp. 249-250 Downloads
Arunava Sen
Page updated 2020-09-29