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Journal of Quantitative Economics

2016 - 2020

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

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

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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
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