Interest Rate Modeling and Forecasting in India

Pami Dua

Working Papers from eSocialSciences

Abstract: The interest rate is a key financial variable that affects decision of consumers, businesses, financial institutions, professional investors and policymakers. Timely forecast of interest rates can therefore provide valuable information to financial market participants and policymakers. The objective of this study is to develop models to forecast short term and long term rates. The study develops univariate and multivariate models to forecast these rates.

Keywords: univariat; multivariate; interest rates; forecast of interest rate; reserve bank (search for similar items in EconPapers)
Date: 2008-06
Note: Institutional Papers
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.esocialsciences.org/Download/repecDownl ... &AId=1521&fref=repec

Related works:
Working Paper: Interest Rate Modeling and Forecasting in India (2004)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ess:wpaper:id:1521

Access Statistics for this paper

More papers in Working Papers from eSocialSciences
Bibliographic data for series maintained by Padma Prakash ().