Journal of Quantitative Economics

2006 - 2025

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

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Springer
The Indian Econometric Society (TIES)
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Volume 21, issue 4, 2023

Public Expenditure, Human Capital Formation and Economic Growth in Modified Lucas Framework: A Study in the Indian Context pp. 745-768

Joydeb Sasmal and Ritwik Sasmal

Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy pp. 769-802

Benoît Carmichael, Gilles Boevi Koumou and Kevin Moran

Mobility and Income Distribution pp. 803-815

Nicolas Piluso, Gabriel Colletis, Adrien Blanchet and Mehdi Badra

Getting Real in the Real Consumption Expenditure: A Case of Rural India pp. 817-846

S. S. Swathysree, Manisha Chakrabarty and Debopriti Bhattacharya

Inflation and Economic Growth in Sub-Saharan Africa: The Role of Institutions pp. 847-871

Dieudonné Mignamissi, Séraphin Brice Minkoé Bikoula and Thierno Thioune

Dynamic Relationship Between Carbon Dioxide Emissions and Gross Domestic Product for Low, Middle- and High-Income Countries pp. 873-898

Bibhuti Bhusan Mohapatra, Ankita Kumari, Simantini Mohapatra and Bimal Kishore Sahoo

Changing Risk Appetite and Price Dynamics of Gold Vis-a-Vis Real and Financial Assets: Perspective from the Indian Market pp. 899-923

Sujata Kundu and Archana Dilip

How does Corruption Affect Innovation? - New Evidence from Macro-level Data pp. 925-941

Praveen Kumar

Banks and Markets from an Insurance Perspective pp. 943-957

Amaury Goguel and Maxence Miéra

Volume 21, issue 3, 2023

Professor C. R. Rao, the Founder President of the Indian Econometric Society is Awarded the International Prize in Statistics, 2023 pp. 473-480

T. Krishna Kumar

Roy Radner: A Subtle Theorist pp. 481-522

Mukul Majumdar

ICT Investment, Adoption of ISO 14000 Certification, and Export Performance in Indian Manufacturing Plants pp. 523-553

Bishwanath Goldar

Presale Estimates and Auction Prices in Indian Art Market: Accuracy, Determinants and Motivations pp. 555-567

Shailendra Gurjar and Usha Ananthakumar

Polarization in Indian Education: An Ordinal Variable Approach pp. 569-591

Debasmita Basu and Sandip Sarkar

Healthcare Costs, Choice of Providers and Patient Satisfaction: Survey Evidence from India pp. 593-616

Prateek Arora, Nirvikar Singh and Abhijit Visaria

What Factors are Driving R&D in the Pharmaceutical Industry in India? A Study of the Post-Liberalization Period pp. 617-640

Aruna Pain and Indrani Chakraborty

Model-Selection Inference for Causal Impact of Clusters and Collaboration on MSMEs in India pp. 641-662

Samarth Gupta

Application of Nonparametric Stochastic Dominance Approach in the Performance Evaluation of Indian Mutual Funds pp. 663-680

M. Maheen and S. Resia Beegam

Efficiency of Wheat Futures across APMC Mandis pp. 681-701

Rahul Kumar Singh

A Model of New Keynesian Philip Curve and Inflation Dynamics in Ghana pp. 703-719

Richard Kwabi Ayisi and Gloria Afful-Mensah

Quantile Regression Based Enhanced Indexing with Portfolio Rebalancing pp. 721-742

Ruchika Sehgal and Aparna Mehra

Volume 21, issue 2, 2023

Prof. Y.K.Alagh: An Obituary pp. 267-268

P. G. Babu and D. M. Nachane

Official Intervention, Reserve Accumulation and Exchange Rate Volatility pp. 269-287

M. Ramachandran

Uncovering the Link Between the Theoretical and Probabilistic Models of the Global Production Function: A Copula Approach pp. 289-315

Armando Sánchez-Vargas, José Manuel Márquez-Estrada and Eric Hernández-Ramírez

Synchronization in Cycles of China and India During Recent Crises: A Markov Switching Analysis pp. 317-337

Pami Dua and Divya Tuteja

Hierarchical Bayes Measurement Error Small Area Model for Estimation of Disaggregated Level Workers Mobility Pattern in India pp. 339-361

Priyanka Anjoy

Oil Demand and Supply Shocks in Canada’s Economy pp. 363-394

Juste Somé

Typical States and Their Risks for Mortgage Loans pp. 395-415

Dror Parnes

Switching Towards LPG: Indian Household Perspectives pp. 417-435

Rahul Ranjan and Sudershan Singh

Energy Efficiency and Carbon Emissions in Developed and Developing Economies: Investigating the Moderating Role of Financial Development pp. 437-455

Mohd Irfan, Bamadev Mahapatra and Raj Kumar Ojha

Growth Theory and Development Planning pp. 457-471

Nitin Desai

Volume 21, issue 1, 2023

Multiscale Agricultural Commodities Forecasting Using Wavelet-SARIMA Process pp. 1-40

Mamadou-Diéne Diop and Jules Sadefo Kamdem

Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets pp. 41-97

Zouheir Mighri and Raouf Jaziri

Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty pp. 99-121

Pawan Kumar and Vipul Kumar Singh

Abductive Inference and C. S. Peirce: 150 Years Later pp. 123-149

Subhadeep Mukhopadhyay

Heckscher-Ohlin Theory or the Modern Trade Theory: How the Overall Trade Characterizes at the Global Level? pp. 151-174

Mohd Hussain Kunroo and Imran Ahmad

Electricity Tariff Changes and Consumer Sentiment on Household Consumption Expenditure in Malaysia pp. 175-191

Noriza Mohd Saad, Erna Farina Mohamed, Mohamad Taufik Mohd Arshad and Ahmad Lutfi Mohayiddin

The Determinants of Firm’s Growth in the Telecommunication Services Industry: Empirical Evidence from India pp. 193-211

Surabhi Somya and Madhuri Saripalle

Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM) pp. 213-234

Rudrani Bhattacharya, Bornali Bhandari and Sudipto Mundle

Can Income Inequality be Affected by the Interaction Between ICTs and Human Capital?: The Evidence from Developing Countries pp. 235-264

Patrick Marie Nga Ndjobo and Nadège Ngah Otabela

Correction: Abductive Inference and C. S. Peirce: 150 Years Later pp. 265-265

Subhadeep Mukhopadhyay

Volume 20, issue 4, 2022

Quantitative Easing Policy and Income Inequality in the U.S. Economy: Evidence from a FAVAR Model pp. 759-779

Sima Siami Namini

The Time-Varying Impact of External Shocks on the Consumer Price Components: Evidence from an Emerging Market pp. 781-807

Abdurrahman Nazif Çatik, Mehmet Karacuka and A. Özlem Önder

Monetary Response to Oil Price Shock in Asian Oil Importing Countries: Evaluation of Inflation Targeting Framework pp. 809-825

Devasmita Jena and Ishika Kataruka

An Optimal Crime Control Policy in a Dynamic Setting pp. 827-880

Nasreen Nawaz and Omer Saeed

Hazard Analysis of Unemployment Duration of Return Migrants: The Case of Indian State of Kerala pp. 881-901

P. Azad and P. K. Sujathan

A Socio Economic Perspective of Intergenerational Educational Mobility: Experience in West Bengal pp. 903-929

Poulomi Roy, Rilina Basu and Shishir Roy

Money and Happiness in India: Is Relative Comparison Cardinal or Ordinal and Same for All? pp. 931-957

Lakshmanasamy T

Volume 20, issue 3, 2022

Instrumental Variables Estimation without Outside Instruments pp. 489-506

Kien Tran and Mike G. Tsionas

The Impacts of the Dollar-Renminbi Exchange Rate Misalignment on the China-United States Commodity Trade: An Asymmetric Analysis pp. 507-554

Sabrine Ferjani, Sami Saafi, Ridha Nouira and Christophe Rault

Artificial Neural Network for Modeling the Economic Performance: A New Perspective pp. 555-575

Ahmed Mohamed

The Impact of Reducing Military Expenditures in South Korea Using a CGE Model pp. 577-600

Woosung Kim

Trade Structure and Economic Growth in Emerging and Developing Asia: A Dynamic Panel Analysis pp. 601-628

Kaveri Deb

A Macro-Econometric VAR Model of India Incorporating Black Income pp. 629-660

T. P. Sinha

Cheap Talk in a New Keynesian Model pp. 661-691

Dennis Wesselbaum

Banks, Financial Markets and Economic Development: some evidence for India by pp. 693-700

Subrahmanyam Ganti and Kalluru Siva Reddy

A Constant Gain Learning Explanation of U.S. Post War Inflation and Unemployment pp. 701-721

Venkata Raamasrinivas Mangapuram

The Impact of R&D and Advertising on Firm Performance in High-Tech Industries—Evidence from the U.S. Information and Communications Technology Industry pp. 723-753

Parisa Pourkarimi and Eric Kam

Marjit, S.; Mandal, B. and Nakanishi, N.: Virtual Trade and Comparative Advantage: The Fourth Dimension pp. 755-758

Suryaprakash Mishra

Volume 20, issue 2, 2022

Topological Data Analysis and UNICEF Multiple Indicator Cluster Surveys pp. 281-309

Jun Ru Anderson, Fahrudin Memić and Ismar Volić

Regression Analysis Using Asymmetric Losses: A Bayesian Approach pp. 311-327

Georgios Tsiotas

Some Consequences of Including Impulse-Indicator Dummy Variables in Econometric Models pp. 329-336

David Giles

An Entropy Approach to Measure the Dynamic Stock Market Efficiency pp. 337-377

Subhamitra Patra and Gourishankar S. Hiremath

R&D Spillovers and Product Market Competition pp. 379-399

Sukhdeep Singh

‘Finance-Growth’ Nexus in India Through the Evolutionary Phases of Banking pp. 401-419

Saptarshi Mitra

Digitalization and Banking Crisis: A Nonlinear Relationship? pp. 421-435

Mohamed Sami Ben Ali

Perspectives into the Industrialization Process of India Through the New Economic Geography Lens pp. 437-458

Mehak Majeed, Saeed Owais Mushtaq and Javaid Khan

The Unemployment Imbalance Between Non-English-Speaking Migrant Women and Australian Born Women pp. 459-478

Tariq Hassan Haque and M Ohidul Haque

Lower Corruption Warrants Less, but Higher Corruption Removes it: A Ricardian Note pp. 479-486

Biswajit Mandal

Correction to: Rates of Expansions for Functional Estimators pp. 487-487

Yulia Kotlyarova, Marcia M. A. Schafgans and Victoria Zinde-Walsh

Volume 20, issue 1, 2022

Introduction to the Special Issue in Honor of Professor C. R. Rao pp. 1-6

B. L. S. Prakasa Rao and Hrishikesh Vinod

The Determinants of Access to Informal Credits in India: An Application of Quantiles via Moments Method pp. 1-22

Aswini Kumar Mishra and Vedant Bhardwaj

Causal Inference of Social Experiments Using Orthogonal Designs pp. 7-30

James Heckman and Rodrigo Pinto

State Ownership and Dividend Decisions: Economic Versus Political Determinants pp. 23-42

Ritika Jain

A Review of Score-Test-Based Inference for Categorical Data pp. 31-48

Alan Agresti, Sabrina Giordano and Anna Gottard

Measuring Time Preferences Using Stated Credit Repayment Choices pp. 43-67

Hanjin Li, Danny Campbell and Seda Erdem

Bootstrap Version of Rao–Blackwellization to Two-Step and Instrumental Variable Estimators pp. 49-69

Hrishikesh Vinod

Determinants of Multidimensional Poverty in Rural Tripura, India pp. 69-95

Salim Shah and Niranjan Debnath

Reverse Regressions, Symmetry and Test Distributions in Linear Models pp. 71-99

Jean-Marie Dufour and Byunguk Kang

Lease Auctions with Retention Options pp. 97-136

Pranjal Chandrakar, Shubhabrata Das and Manaswini Bhalla

Locally D-Optimal Designs for Binary Responses and Multiple Continuous Design Variables pp. 101-113

Zhongshen Wang and John Stufken

Factor Analysis Regression for Predictive Modeling with High-Dimensional Data pp. 115-132

Randy Carter and Netsanet Michael

Frequentist Model-based Statistical Induction and the Replication Crisis pp. 133-159

Aris Spanos

US QE and the Indian Bond Market pp. 137-157

Moumita Paul and Kalluru Siva Reddy

Modeling the Commodity Prices of Base Metals in Indian Commodity Market Using a Higher Order Markovian Approach pp. 159-171

Suryadeepto Nag, Sankarshan Basu and Siddhartha P. Chakrabarty

A Comparative Evaluation of Some DSP Filters vis-à-vis Commonly Used Economic Filters pp. 161-190

Dilip Nachane and Aditi Chaubal

Dynamic Interactions Between Structure and Performance in the Textile and Clothing Industry in India: An Econometric Approach pp. 173-209

Tanveer Ahmad Khan and Indrani Chakraborty

Bayesian Testing of Granger Causality in Functional Time Series pp. 191-210

Rituparna Sen, Anandamayee Majumdar and Shubhangi Sikaria

Do Boards Govern Executive Remuneration in Indian Banks? An Econometric Exploration pp. 211-255

Rachita Gulati, Madhur Bhatia and Geeta Duppati

MCMC Convergence for Global-Local Shrinkage Priors pp. 211-234

Kshitij Khare and Malay Ghosh

Probabilistic Frontier Regression Models for Count Type Output Data pp. 235-260

Meena Badade and T. V. Ramanathan

Modeling Dependent Structure Among Micro-Economics Variables Through COPAR (1)-Model in Pakistan pp. 257-279

Yousaf Ali Khan

Comparing the Secular Increasing Trend and Effect of the Response to the 2008 Financial Recession on Wealth Inequality in the U.S. with Other Nations Using the Median-based Gini Index pp. 261-276

Joseph L. Gastwirth and Qing Shi

Agricultural Productivity Growth and Structural Transformation in Rural India: Some Recent Evidence pp. 277-302

K. L. Krishna and J. V. Meenakshi