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Journal of Quantitative Economics

2016 - 2019

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

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

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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

Volume 16, issue 3, 2018

Gender Differences in Health Expenditure of Rural Cancer Patients: Evidence from a Public Tertiary Care Facility in India pp. 615-629 Downloads
Akansha Batra, Indrani Gupta and Abhiroop Mukhopadhyay
Forecasting Inflation Rate: Professional Against Academic, Which One is More Accurate pp. 631-646 Downloads
Hossein Hassani, Jan Coreman, Saeed Heravi and Joshy Easaw
Inequality in Food Expenditure in India and the Contributing Factors pp. 647-680 Downloads
Kakoli Borkotoky and Sayeed Unisa
What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country? pp. 681-707 Downloads
Zied Ftiti and Slim Chaouachi
Health Policy Changes and Its Effect on Equity in Healthcare Financing in India pp. 709-725 Downloads
Swadhin Mondal
Performance and Persistence in Performance of Actively Managed Chinese Equity Funds pp. 727-747 Downloads
Zia-ur-Rehman Rao, Tanveer Ahsan, Muhammad Zubair Tauni and Muhammad Umar
Fee vs. Royalty Licensing and Consumers’ Welfare pp. 749-767 Downloads
Tarun Kabiraj
Quantifying the Landlocked Trade Penalty using Structural Gravity pp. 769-786 Downloads
Alexander J. Moore
Foreign Direct Investment and Rural Farm and Nonfarm Sectors in a Developing Economy pp. 787-810 Downloads
Sarbajit Chaudhuri, Arnab Ghosh and Sattiki Deb
Costing for Elevation in Development Expenditure: Illustrative Evidence from India pp. 811-830 Downloads
Purnamita Dasgupta and Bishwanath Goldar
A Two-Sector Model of Creative Capital Driven Regional Economic Growth pp. 831-840 Downloads
Amitrajeet Batabyal and Peter Nijkamp
Agricultural Fluctuations and Demographic Crisis in British India (1820–1870): A Case Study pp. 841-851 Downloads
Panchanan Das and Amiya Kumar Bagchi
Partially Altruistic Choice in Presence of Consensus Bias pp. 853-861 Downloads
Sumit Sarkar and Arundhati Sarkar Bose

Volume 16, issue 2, 2018

Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect pp. 313-335 Downloads
Dilip Kumar
Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC pp. 337-362 Downloads
Wasim Ahmad and Sanjay Sehgal
Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model pp. 363-388 Downloads
Muhammad Nasir and Min Du
Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region pp. 389-425 Downloads
Sanjay Sehgal, Piyush Pandey and Florent Deisting
On the Dynamic Linkages Among International Emerging Currencies pp. 427-473 Downloads
Zouheir Ahmed Mighri
Credit Risk Capital Estimation Under IRB Approach for Banks in India pp. 475-500 Downloads
Richa Verma Bajaj
Regional Incentives and Location Choice of New Firms in India: A Nested Logit Model pp. 501-525 Downloads
Nalin Kumar Ramaul and Pinki Ramaul
Electoral Cycles and Project Outcomes pp. 527-552 Downloads
Saibal Ghosh
Skill Formation, Public Expenditure on Education and Wage Inequality: Theory and Evidence pp. 553-571 Downloads
Anindya Biswas and Sarbajit Chaudhuri
From Income to Household Welfare: Lessons from Refrigerator Ownership in India pp. 573-588 Downloads
Sowmya Dhanaraj, Vidya Mahambare and Poonam Munjal
Do the Maids Get a Meager Pie? pp. 589-594 Downloads
Sahana Roy Chowdhury
A Note on Conditional Variance and Decaying Rate: Chinese Equity Market pp. 595-611 Downloads
Amanjot Singh
Correction to: Gender Wage Inequality and Economic Recession pp. 613-613 Downloads
Somasree Poddar

Volume 16, issue 1, 2018

Individual Freedom and Welfare Economics pp. 1-12 Downloads
Prasanta K. Pattanaik
Some Basic Issues in Time Series Modelling pp. 1-21 Downloads
Bandi Kamaiah
Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective pp. 13-35 Downloads
Vinodh Madhavan and Partha Ray
Estimating Sectoral Disinflation Cost in India: Some Structural VAR Evidence pp. 23-46 Downloads
Dinabandhu Sethi and Debashis Acharya
Stabilization of Mortgage Price Dynamics Using a Boundary PDE Feedback Control Approach pp. 37-56 Downloads
G. Rigatos and P. Siano
Government Expenditure in India: Composition and Multipliers pp. 47-85 Downloads
Ashima Goyal and Bhavyaa Sharma
Ad-Hoc Black–Scholes vis-à-vis TSRV-based Black–Scholes: Evidence from Indian Options Market pp. 57-88 Downloads
Alok Dixit and Shivam Singh
Targeting Debt and Deficits in India: A Structural Macroeconometric Approach pp. 87-119 Downloads
N R Bhanumurthy, Sukanya Bose and Parma Chakravartti
On the Dynamics of Inflation-Stock Returns in India pp. 89-99 Downloads
Avishek Bhandari and Kamaiah Bandi
Covariate and Idiosyncratic Shocks and Coping Strategies for Poor and Non-poor Rural Households in India pp. 101-127 Downloads
Kailash Pradhan and Shrabani Mukherjee
Do Macroeconomics Channels Matter for Examining Relationship Between Public Debt and Economic Growth in India? pp. 121-142 Downloads
Debi Prasad Bal and Badri Narayan Rath
Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation pp. 129-154 Downloads
Sarveshwar Kumar Inani
Spillover Effects of Real and Nominal Uncertainties in India pp. 143-162 Downloads
B. Balaji, S. Raja Sethu Durai and M. Ramachandran
Gender Wage Inequality and Economic Recession pp. 155-171 Downloads
Somasree Podder
Financial Liberalization and Allocation of Capital: Dark Side of the Moon pp. 163-185 Downloads
Saumitra Bhaduri and Aditi Bhattacharya
Demographic Transition and Economic Development in Karnataka pp. 173-183 Downloads
M. N. Megeri and G. Manoj Kumar
Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination pp. 185-225 Downloads
Sanjay Sehgal, Payal Jain and Florent Deisting
Macroeconomic Determinants of Crime: Evidence from India pp. 187-198 Downloads
Devika Hazra and Zhen Cui
Is PMI Useful in Quarterly GDP Growth Forecasts for India? An Exploratory Note pp. 199-207 Downloads
Sangeeta Das and Dipankor Coondoo
Some Economics of Fertiliser Subsidy pp. 209-228 Downloads
Mihir Rakshit
Marital Infidelity: A Game-Theoretic Analysis pp. 227-233 Downloads
Amitrajeet Batabyal
Value-Added Trade and Empirical Distributions of RCA Indices pp. 235-264 Downloads
Kaveri Deb and Bodhisattva Sengupta
Determinants of Nominal Interest Rates in India pp. 265-288 Downloads
Biswajit Maitra
On Standard-Error-Decreasing Complementarity: Why Collinearity is Not the Whole Story pp. 289-307 Downloads
Bernd Hayo
Macroeconomics and Markets in Developing and Emerging Economies by Ashima Goyal pp. 309-312 Downloads
Gourishankar S. Hiremath
Page updated 2019-07-16