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 19, issue 4, 2021

A Data Paradigm to Operationalise Expanded Filtration: Realized Volatilities and Kernels from Non-Synchronous NASDAQ Quotes and Trades pp. 617-652

Ranjan R. Chakravarty and Sudhanshu Pani

The Efficiency of Indian Banks: A DEA, Malmquist and SFA Analysis with Bad Output pp. 653-701

Ather Hassan Dar, Somesh Kumar Mathur and Sila Mishra

A Framework for Modelling Economic Regional Location Processes Under Uncertainty pp. 703-725

Roy Cerqueti and Eleonora Cutrini

Do Corruption and Income Inequality Play Spoilsport in The Energy Efficiency-Growth Relationship in BRICS Countries? pp. 727-746

Madhu Sehrawat and Sanjay Singh

Returns to Growth in Indian Automobile Industry: A Non-Parametric Data Envelopment Analysis (DEA) Approach pp. 747-765

Ramakrushna Panigrahi

Measuring Income Elasticity of Healthcare-Seeking Behavior in India: A Conditional Quantile Regression Approach pp. 767-793

Jay Dev Dubey

How Effective are Stock Market Reforms in Emerging Market Economies? Evidence from a Panel VAR Model of the Indian Stock Market pp. 795-818

Sumon Bhaumik, Manisha Chakrabarty, Ali Kutan and Ekta Selarka

Petroleum Consumption and Economic Growth Nexus in Nigeria: Evidence from Nonlinear ARDL and Causality Approaches pp. 819-844

Anthony Akinlo

Retraction Note to: Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach pp. 845-845

Vighneswara Swamy and M. Dharani

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

Abir Abid and Christophe Rault

The Dilemma of Intellectual Property Agreements and R&D in Developing Economies: A Game Theory Approach pp. 427-450

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

S. M. Woahid Murad, Ruhul Salim and Md. Golam Kibria

Monetary Business Cycle Accounting Analysis of Indian Economy pp. 471-491

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

Shromona Ganguly

Inflation Persistence in India pp. 525-553

Pami Dua and Deepika Goel

Modelling Inflation in India pp. 555-581

Pulapre Balakrishnan and M. Parameswaran

Simultaneous Equations with Three Way Error Components pp. 583-596

Marius Amba

What Drives Informality of Micro and Small Cameroonian Businesses? pp. 597-610

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

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

B. L. S. Prakasa Rao and Krishna Kumar

Copula-based Stochastic Cost Frontier with Correlated Technical and Allocative Inefficiency pp. 207-222

Arabinda Das

Financial Inclusiveness and Mobilization of Household Savings in Rural Area: Are They Related? pp. 223-249

Tanmoyee Banerjee-Chatterjee, Malabika Roy and Ajitava Raychaudhuri

Demand-Driven and Supply-Sided Input–Output Models pp. 251-267

Fidel Aroche Reyes and Marco Antonio Marquez Mendoza

Income Inequality and Individual Health Status: Evidence from India pp. 269-289

Sohini Paul

Foreign Institutional Investors: Fair-Weather Friends or Smart Traders? pp. 291-316

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

Kanchan Joshi, Thiagu Ranganathan and Ram Ranjan

Trade Openness and Labour Market Unrest: Evidence from Indian Manufacturing Industry pp. 345-373

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

Hukum Chandra

A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns pp. 393-402

Aviral Tiwari, Cleiton Taufemback and Satish Kumar

Volume 19, issue 1, 2021

Information Theoretic Ranking of Extreme Value Returns pp. 1-21

Parthajit Kayal, Sumanjay Dutta, Vipul Khandelwal and Rakesh Nigam

The Special Issue in Honor of Anirudh Lal Nagar: An Introduction pp. 1-8

Yong Bao and Aman Ullah

Professor A.L. Nagar’s Glorious Academic Life at The Delhi School of Economics and Elsewhere: An Introductory Essay pp. 9-16

K. L. Krishna

Analytical Finite Sample Econometrics: From A. L. Nagar to Now pp. 17-37

Yong Bao and Aman Ullah

Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach pp. 23-37

Avishek Bhandari and Bandi Kamaiah

Using Non-parametric Count Model for Credit Scoring pp. 39-49

Sami Mestiri and Abdeljelil Farhat

Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments pp. 39-58

Jinyong Hahn and Jerry Hausman

The Income-Demand Curve: Implicit Function and Data Analysis Methods pp. 51-66

Shuji Takahashi

Improved Maximum Likelihood Estimation for the Weibull Distribution Under Length-Biased Sampling pp. 59-77

David Giles

Measuring Child Labour: The Indian Scenario pp. 67-85

Sourav Chakrabortty, Nilanjana Joseph Roy and Sugata Sen Roy

Indirect Inference Estimation of a First-Order Dynamic Panel Data Model pp. 79-98

Yong Bao

Growth of the Firms and Investments in Innovations: An Empirical Investigation of the Indian Manufacturing Industry pp. 87-122

Sukhdeep Singh and Indrani Chakraborty

Higher-Order Stochastic Expansions and Approximate Moments for Non-linear Models with Heterogeneous Observations pp. 99-120

Paul Rilstone

Rates of Expansions for Functional Estimators pp. 121-139

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

Property Rights Documentation in Determining Credit Availability for Informal Firms: A Study of Indian Firms pp. 123-138

Meghna Dutta and Niladri Sekhar Dhar

Government Spending, GDP and Exchange Rate in Zero Lower Bound: Measuring Causality at Multiple Horizons pp. 139-160

Charles Olivier Mao Takongmo and Laetitia Lebihan

Moments of a Wishart Matrix pp. 141-162

Grant Hillier and Raymond Kan

The Case of the ‘Missing Middle’ in the Indian Manufacturing Sector: A Firm Level Analysis pp. 161-179

Sunandan Ghosh and Vinoj Abraham

Pitfalls in Bootstrapping Spurious Regression pp. 163-217

Peter Phillips

Bootstrapping the Stein-Rule Estimators pp. 219-237

Akio Namba

Weak Versus Strong Dominance of Shrinkage Estimators pp. 239-266

Giuseppe De Luca and Jan R. Magnus

Generalized Bayes Estimator for Spatial Durbin Model pp. 267-285

Anoop Chaturvedi, Shalabh and Sandeep Mishra

The Spectral Envelope: An Application to the Decoupling Problem in Economics pp. 287-308

Dilip M. Nachane and Amlendu Dubey

Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis pp. 309-336

Pami Dua and Divya Tuteja

How does the Pattern of Growth Impact Poverty Reduction in Rural China? pp. 337-362

Nanak Kakwani and Luo Chuliang

Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet) pp. 363-381

Ali Habibnia and Esfandiar Maasoumi

Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth) pp. 383-400

Roberto Mariano and Suleyman Ozmucur

Modeling Judgment in Macroeconomic Forecasts pp. 401-417

Philip Hans Franses

Estimation of Random Components and Prediction in One and Two-Way Error Component Regression Models pp. 419-441

Subhash C. Sharma and Anil K. Bera