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 18, issue 4, 2020

Bayesian Estimation and Unit Root Test for Logistic Smooth Transition Autoregressive Process pp. 733-745

Anoop Chaturvedi and Shivam Jaiswal

A Comparative Study of Alternative Approaches to Estimate Productivity pp. 747-766

Saleem Shaik and Joseph Atwood

Order Flows, Investor Sentiments and Feedback Trade in Index Futures Market pp. 767-782

Ameet Kumar Banerjee and H. K. Pradhan

How Do Factor Specificity and Emigration Make Income Inequality Worse in Developing Countries? pp. 783-798

Dambar Uprety

Are Current Account Deficits Sustainable? Evidence from Dynamic Panel Data Analysis pp. 799-823

Santosh Dash

Quantile Regression Analysis of Predictors of Calorie Demand in India: An Implication for Sustainable Development Goals pp. 825-859

Biswabhusan Bhuyan, Bimal Kishore Sahoo and Damodar Suar

Selective Mortality and Malnutrition in India pp. 861-890

Pallavi Panda

Empirical Assessment of Money Demand Stability Under India’s Open Economy: Non-linear ARDL Approach pp. 891-909

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

Aurélie Lalanne and Martin Zumpe

Communication Cost, Skilled-Unskilled Wage, and Informality pp. 927-939

Biswajit Mandal and Sujata Ghosh

Political Business Cycles, Elections and Entrepreneurial Finance: A Framework pp. 941-954

Rohan Chinchwadkar

Asis Kumar Banerjee: Measuring Development: An Inequality Dominance Approach pp. 955-957

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

Rajarshi Majumder

Volume 18, issue 3, 2020

A Theory of Growth and Threshold Inflation with Estimates pp. 471-493

Ravindra H. Dholakia

Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS pp. 495-523

Kajal Lahiri and Xian Li

Is Exchange Rate Volatility Symmetric to Oil Price Volatility? An Investigation for India pp. 525-550

Vinish Kathuria and Jyotirmayee Sabat

A Bayesian Signals Approach for the Detection of Crises pp. 551-585

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

Dilip Kumar

Can Robust Optimization Offer Improved Portfolio Performance? An Empirical Study of Indian market pp. 611-630

Shashank Oberoi, Mohammed Bilal Girach and Siddhartha P. Chakrabarty

Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty pp. 631-655

Jules Sadefo Kamdem and Zoulkiflou Moumouni

Robust Inference by Sub-sampling pp. 657-681

Nasreen Nawaz

Fiscal Deficit and Economic Growth Nexus in India: A Simultaneous Error Correction Approach pp. 683-707

Ranjan Kumar Mohanty

Catastrophe Theory Predicts International Concern for Global Warming pp. 709-731

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

Hrishikesh Vinod

Financial Frictions and Shocks in an Estimated Small Open Economy DSGE Model pp. 253-291

Gan-Ochir Doojav and Kaliappa Kalirajan

Simplified Matrix Methods for Multivariate Edgeworth Expansions pp. 293-326

Gubhinder Kundhi and Paul Rilstone

Multi-level Determinants of Inward FDI Ownership pp. 327-358

Samyukta Bhupatiraju

Bank Lending and Monetary Transmission: Does Politics Matter? pp. 359-381

Saibal Ghosh

Understanding the Short Run Relationship Between Stock Market and Growth in Emerging Economies pp. 383-402

Agnirup Sarkar

RETRACTED ARTICLE: Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach pp. 403-423

Vighneswara Swamy and M. Dharani

Financial Development Thresholds and the Remittances-Growth Nexus pp. 425-445

Chrysost Bangaké and Jude Eggoh

Threshold Effect in the Relationship Between External Debt and Economic Growth: A Dynamic Panel Threshold Specification pp. 447-456

Taha Zaghdoudi

The New Monetary Policy Framework: What it Means pp. 457-470

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

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

Hong Mao and Zhongkai Wen

Optimal Time Interval Selection in Long-Run Correlation Estimation pp. 53-79

Pedro Albuquerque

Procyclical Debt as Automatic Stabilizer pp. 81-102

Dennis Wesselbaum

Time Varying Efficiency in Indian Sectors: An Event Study on Demonetization pp. 103-127

Samit Paul

A Comparative Analysis of the Hedging Effectiveness of Farmgate Milk Prices for New Zealand and United States Dairy Farmers pp. 129-142

Nawazish Mirza, Krishna Reddy, Amir Hasnaoui and Peter Yates

The Impact of Cooperative R&D and Advertising on Innovation and Welfare pp. 143-167

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

Janesh Sami

Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators pp. 191-229

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

Asis Banerjee

Volume 17, issue 4, 2019

Production Sectors and Regions in Macroeconometric Models of India pp. 711-725

Shashanka Bhide

Unilateral Support Equilibrium, Berge Equilibrium, and Team Problems Solutions pp. 727-739

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

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

António Xavier, Rui Fragoso, Maria Belém Costa Freitas and Maria Socorro Rosário

Welfare Cost of Inflation: Evidence from India pp. 781-799

Irfan Ahmad Shah, Manmohan Lal Agarwal and Srikanta Kundu

Monetary Policy Announcements and Stock Returns: Some Further Evidence from India pp. 801-827

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

Damien Rousselière

When Spillovers Enhance R&D Incentives pp. 857-868

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

Shravani Sharma and Supran Kumar Sharma

Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit pp. 885-912

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

Chandan Jain

Some Logical and Normative Issues Relating to Measurement in the Social Sciences pp. 937-948

S. Subramanian

Volume 17, issue 3, 2019

Imputation of Missing Values in the Fundamental Data: Using MICE Framework pp. 459-475

Balasubramaniam Meghanadh, Lagesh Aravalath, Bhupesh Joshi, Raghunathan Sathiamoorthy and Manish Kumar

Gini-PLS Regressions pp. 477-512

Stéphane Mussard and Fattouma Souissi-Benrejab

A Hierarchical Stochastic Frontier Model for Efficiency Measurement Under Technology Heterogeneity pp. 513-524

Ioannis Skevas

Modeling the Education Supply Chain with Network DEA Model: The Case of Tunisia pp. 525-540

Sourour Ramzi

The West African Economic and Monetary Union: Optimality Revisited pp. 541-549

Marcelin Diagne

Analysing the spillover of inflation in selected Euro-area countries pp. 551-577

Aviral Tiwari, Muhammad Shahbaz, Haslifah M. Hasim and Mohamed Elheddad

An Empirical Investigation of Twin Deficits Hypothesis: Evidence from India pp. 579-601

Ranjan Kumar Mohanty

Socio-economic Determinants of Multidimensional Poverty in Rural West Bengal: A Household Level Analysis pp. 603-622

Poulomi Roy, Soma Ray and Sushil Haldar

Conventional and Islamic Banks’ Performance in the Gulf Cooperation Council Countries; Efficiency and Determinants pp. 623-665

Ihsen Abid, Mohamed Goaied and Mouldi Ben Ammar

Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries pp. 667-698

Roman Matkovskyy

Patent Protection and R&D Incentives Under Incomplete Information pp. 699-705

Srobonti Chattopadhyay and Rittwik Chatterjee

Dilip M. Nachane: Critique of the new consensus macroeconomics and implications for India pp. 707-709

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

Takamitsu Kurita

Efficiency Decomposition in two-stage Data Envelopment Analysis: An application to Life Insurance companies in India pp. 271-285

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

Mehdi Hajamini

Local Leadership and Public Good: Evidence from The National Rural Employment Guarantee Scheme in India pp. 311-329

Ronit Mukherji

Inflation Forecast: Just use the Disaggregate or Combine it with the Aggregate pp. 331-343

Kausik Chaudhuri and Saumitra Bhaduri

Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function pp. 345-360

Tae Hwy Lee and Yiyao Wang

Government Expenditures and Revenues in Italy in a Long-run Perspective pp. 361-375

Gordon L. Brady and Cosimo Magazzino

Non-farm Income and Consumption Expenditures in Rural Bangladesh: Empirical Evidence from Multilevel Regression Modelling pp. 377-396

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

Amine Lahiani, Ramzi Benkraiem, Anthony Miloudi and Muhammad Shahbaz

Zakat and Poverty Alleviation in Tunisia Using the Fuzzy Approach pp. 421-432

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

Roman Matkovskyy and Taoufik Bouraoui

The Inefficiency of Litecoin: A Dynamic Analysis pp. 447-457

R. K. Jana, Aviral Tiwari and Shawkat Hammoudeh

Volume 17, issue 1, 2019

Ranking Investments Using the Lorenz Curve pp. 1-9

Doron Nisani

Regional Convergence in the Russian Federation: Spatial and Temporal Dynamics pp. 11-39

Jens K. Perret

Economic Properties of Statistical Indices: The Case of a Multidimensional Gini Index pp. 41-56

Asis Banerjee

Robust Volatility Estimation with and Without the Drift Parameter pp. 57-91

Muneer Shaik and S. Maheswaran

Globalisation and Gender Inequality: Evidence from Labour Market in India pp. 93-120

Shamim Ara

Gender Wage Gap: Some Recent Evidences from India pp. 121-151

Somasree Poddar and Ishita Mukhopadhyay

On the Instability of Tunisian Money Demand: Some Empirical Issues with Structural Breaks pp. 153-165

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

Narendra Dalei and Yamini Gupt

On General and Specific Transfers for Child Support in Divorce pp. 197-213

Tilak Sanyal and Vivekananda Mukherjee

A Study on Happiness and Related Factors Among Indian College Students pp. 215-236

Bidisha Chakraborty, Souparna Maji, Anamika Sen, Isha Mallik, Sayantan Baidya and Esha Dwibedi

Towards India’s New Fiscal Federalism pp. 237-248

Vijay Kelkar

Book Review: “Oligopoly, Auctions and Market Quality” by Krishnendu Ghosh Dastidar pp. 249-250

Arunava Sen