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Journal of Quantitative Economics

2006 - 2021

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

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

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Volume 19, issue 3, 2021

On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets pp. 403-425 Downloads
Abir Abid and Christophe Rault
The Dilemma of Intellectual Property Agreements and R&D in Developing Economies: A Game Theory Approach pp. 427-450 Downloads
Mhamed-Ali El-Aroui, Selma Dellagi and Fouad Ben Abdelaziz
Asymmetric Effects of Economic Policy Uncertainty on the Demand for Money in India pp. 451-470 Downloads
S. M. Woahid Murad, Ruhul Salim and Md. Golam Kibria
Monetary Business Cycle Accounting Analysis of Indian Economy pp. 471-491 Downloads
Kshitiz Mishra and Partha Chatterjee
Financialization of the Real Economy: New Empirical Evidence from the Non-financial Firms in India Using Conditional Logistic Model pp. 493-523 Downloads
Shromona Ganguly
Inflation Persistence in India pp. 525-553 Downloads
Pami Dua and Deepika Goel
Modelling Inflation in India pp. 555-581 Downloads
Pulapre Balakrishnan and M. Parameswaran
Simultaneous Equations with Three Way Error Components pp. 583-596 Downloads
Marius C. O. Amba
What Drives Informality of Micro and Small Cameroonian Businesses? pp. 597-610 Downloads
Novice Patrick Bakehe and Georges Dieudonné Mbondo
Agrawal, Ankush and Kumar Vikas: Numbers in India’s Periphery: The Political Economy of Government Statistics, 2020, Cambridge University Press, Cambridge, UK pp. 611-613 Downloads
Poonam Singh

Volume 19, issue 2, 2021

On Some Characterizations of Probability Distributions with Applications in Econometrics: A Centennial Tribute to CR Rao pp. 181-205 Downloads
B. L. S. Prakasa Rao and Krishna Kumar
Copula-based Stochastic Cost Frontier with Correlated Technical and Allocative Inefficiency pp. 207-222 Downloads
Arabinda Das
Financial Inclusiveness and Mobilization of Household Savings in Rural Area: Are They Related? pp. 223-249 Downloads
Tanmoyee Banerjee-Chatterjee, Malabika Roy and Ajitava Raychaudhuri
Demand-Driven and Supply-Sided Input–Output Models pp. 251-267 Downloads
Fidel Aroche Reyes and Marco Antonio Marquez Mendoza
Income Inequality and Individual Health Status: Evidence from India pp. 269-289 Downloads
Sohini Paul
Foreign Institutional Investors: Fair-Weather Friends or Smart Traders? pp. 291-316 Downloads
Hari Venkatesh, Jyoti Kumari, Gourishankar S. Hiremath and Hiranmoy Roy
Exploring Higher Order Risk Preferences of Farmers in a Water-Scarce Region: Evidence from a Field Experiment in West Bengal, India pp. 317-344 Downloads
Kanchan Joshi, Thiagu Ranganathan and Ram Ranjan
Trade Openness and Labour Market Unrest: Evidence from Indian Manufacturing Industry pp. 345-373 Downloads
M Parameswaran
District-Level Estimates of Poverty Incidence for the State of West Bengal in India: Application of Small Area Estimation Technique Combining NSSO Survey and Census Data pp. 375-391 Downloads
Hukum Chandra
A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns pp. 393-402 Downloads
Aviral Kumar Tiwari, Cleiton Guollo Taufemback and Satish Kumar

Volume 19, issue 1, 2021

Information Theoretic Ranking of Extreme Value Returns pp. 1-21 Downloads
Parthajit Kayal, Sumanjay Dutta, Vipul Khandelwal and Rakesh Nigam
Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach pp. 23-37 Downloads
Avishek Bhandari and Bandi Kamaiah
Using Non-parametric Count Model for Credit Scoring pp. 39-49 Downloads
Sami Mestiri and Abdeljelil Farhat
The Income-Demand Curve: Implicit Function and Data Analysis Methods pp. 51-66 Downloads
Shuji Takahashi
Measuring Child Labour: The Indian Scenario pp. 67-85 Downloads
Sourav Chakrabortty, Nilanjana Joseph Roy and Sugata Sen Roy
Growth of the Firms and Investments in Innovations: An Empirical Investigation of the Indian Manufacturing Industry pp. 87-122 Downloads
Sukhdeep Singh and Indrani Chakraborty
Property Rights Documentation in Determining Credit Availability for Informal Firms: A Study of Indian Firms pp. 123-138 Downloads
Meghna Dutta and Niladri Sekhar Dhar
Government Spending, GDP and Exchange Rate in Zero Lower Bound: Measuring Causality at Multiple Horizons pp. 139-160 Downloads
Charles Olivier Mao Takongmo and Laetitia Lebihan
The Case of the ‘Missing Middle’ in the Indian Manufacturing Sector: A Firm Level Analysis pp. 161-179 Downloads
Sunandan Ghosh and Vinoj Abraham

Volume 18, issue 4, 2020

Bayesian Estimation and Unit Root Test for Logistic Smooth Transition Autoregressive Process pp. 733-745 Downloads
Anoop Chaturvedi and Shivam Jaiswal
A Comparative Study of Alternative Approaches to Estimate Productivity pp. 747-766 Downloads
Saleem Shaik and Joseph Atwood
Order Flows, Investor Sentiments and Feedback Trade in Index Futures Market pp. 767-782 Downloads
Ameet Kumar Banerjee and H. K. Pradhan
How Do Factor Specificity and Emigration Make Income Inequality Worse in Developing Countries? pp. 783-798 Downloads
Dambar Uprety
Are Current Account Deficits Sustainable? Evidence from Dynamic Panel Data Analysis pp. 799-823 Downloads
Santosh Dash
Quantile Regression Analysis of Predictors of Calorie Demand in India: An Implication for Sustainable Development Goals pp. 825-859 Downloads
Biswabhusan Bhuyan, Bimal Kishore Sahoo and Damodar Suar
Selective Mortality and Malnutrition in India pp. 861-890 Downloads
Pallavi Panda
Empirical Assessment of Money Demand Stability Under India’s Open Economy: Non-linear ARDL Approach pp. 891-909 Downloads
Masudul Hasan Adil, Salman Haider and Neeraj R. Hatekar
Time-Series Based Empirical Assessment of Random Urban Growth: New Evidence from France pp. 911-926 Downloads
Aurélie Lalanne and Martin Zumpe
Communication Cost, Skilled-Unskilled Wage, and Informality pp. 927-939 Downloads
Biswajit Mandal and Sujata Ghosh
Political Business Cycles, Elections and Entrepreneurial Finance: A Framework pp. 941-954 Downloads
Rohan Chinchwadkar
Asis Kumar Banerjee: Measuring Development: An Inequality Dominance Approach pp. 955-957 Downloads
Soumyen Sikdar
Panchanan Das: Econometrics in Theory and Practice—Analysis of Cross Section, Time Series and Panel Data with Stata 15.1 pp. 959-962 Downloads
Rajarshi Majumder

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
Hrishikesh 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
RETRACTED ARTICLE: 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 Bangaké 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 Banerjee
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