{"product_id":"macroeconometric-methods-applications-to-the-indian-economy-9789811975912","title":"Macroeconometric Methods: Applications to the","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThis book provides empirical applications of macroeconometric methods through discussions on  key issues in the  Indian economy. It deals with  issues of  topical relevance in the arena of macroeconomics. The aim is to apply time series and financial econometric methods to macroeconomic issues of an emerging economy such as India. The data sources are given in each chapter, and students and researchers may replicate the analyses.The book is divided into three parts—Part I: Macroeconomic Modelling and Policy; Part II: Forecasting the Indian Economy and Part III: Business Cycles and Global Crises. It provides a holistic understanding of the techniques with each chapter delving into a relevant issue analysed using appropriate methods—Chapter 1: Introduction; Chapter 2: Macroeconomic Modelling and Bayesian Methods; Chapter 3: Monetary Policy Framework in India; Chapter 4: Determinants of Yields on Government Securities in India; Chapter 5: Monetar y Transmission in the Indian Economy; Chapter 6: India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach; Chapter 7: Aggregate and Sectoral Productivity Growth in the Indian Economy: Analysis and Determinants; Chapter 8: Forecasting the INR\/USD Exchange Rate: A BVAR Framework; Chapter 9: Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study; Chapter 10: A Structural Macroeconometric Model for India; Chapter 11: International Synchronization of Growth Rate Cycles: An Analysis in Frequency Domain; Chapter 12: Inter-Linkages Between Asian and U.S. Stock Market Returns: A Multivariate GARCH Analysis; Chapter 13: The Increasing Synchronization of International Recessions.\u003cbr\u003eSince the selection of issues is from macroeconomic aspects of the Indian economy, the book has wide applications and is useful for students and researchers of fields such as applied econometrics, time series econometrics, financial econometrics, forecasting methods and macroeconomics.\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cp\u003e\u003cb\u003e\u003ci\u003eChapter 1\u003c\/i\u003e\u003c\/b\u003e\u003ci\u003e: \u003c\/i\u003eIntroduction\u003c\/p\u003e\u003cp\u003e\u003cb\u003ePart I: Macroeconomic   Modelling and Policy\u003c\/b\u003e\u003cb\u003e\u003c\/b\u003e\u003c\/p\u003e             \u003cp\u003e\u003cb\u003e\u003ci\u003eChapter 2\u003c\/i\u003e\u003c\/b\u003e\u003ci\u003e: \u003c\/i\u003eMacroeconomic Modelling and Bayesian Methods\u003cbr\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003e\u003ci\u003eChapter 3: \u003c\/i\u003e\u003c\/b\u003eMonetary Policy Framework in India\u003c\/p\u003e             \u003cp\u003e\u003cb\u003e\u003ci\u003eChapter 4\u003c\/i\u003e\u003c\/b\u003e\u003ci\u003e: \u003c\/i\u003eDeterminants of Yields on Government Securities   in India\u003c\/p\u003e             \u003cp\u003e\u003cb\u003e\u003ci\u003eChapter 5\u003c\/i\u003e\u003c\/b\u003e\u003ci\u003e:\u003c\/i\u003e Monetary Transmission in the Indian Economy\u003c\/p\u003e             \u003cp\u003e\u003cb\u003e\u003ci\u003eChapter 6\u003c\/i\u003e\u003c\/b\u003e\u003ci\u003e: \u003c\/i\u003eIndia’s Bi-lateral Export Growth and Exchange   Rate Volatility: A Panel GMM Approach\u003c\/p\u003e             \u003cp\u003e\u003cb\u003e\u003ci\u003eChapter 7\u003c\/i\u003e\u003c\/b\u003e\u003ci\u003e: \u003c\/i\u003eAggregate and Sectoral Productivity in the Indian   Economy: Analysis and Determinants\u003c\/p\u003e             \u003cp\u003e\u003cb\u003ePart II: Forecasting the   Indian Economy\u003c\/b\u003e\u003cb\u003e\u003ci\u003e\u003c\/i\u003e\u003c\/b\u003e\u003c\/p\u003e             \u003cp\u003e\u003cb\u003e\u003ci\u003eChapter 7\u003c\/i\u003e\u003c\/b\u003e\u003ci\u003e: \u003c\/i\u003eForecasting the INR\/USD Exchange Rate: A BVAR   Framework\u003c\/p\u003e             \u003cp\u003e\u003cb\u003e\u003ci\u003eChapter 8: \u003c\/i\u003e\u003c\/b\u003eForecasting India’s Inflation in a Data Rich   Environment: A FAVAR Study\u003c\/p\u003e             \u003cp\u003e\u003ci\u003e\u003cb\u003eChapter 9:\u003c\/b\u003e\u003c\/i\u003e A Structural Macroeconometric Model for India\u003c\/p\u003e             \u003cp\u003e\u003cb\u003ePart III: Business Cycles   and Global Crises\u003c\/b\u003e\u003cb\u003e\u003c\/b\u003e\u003c\/p\u003e             \u003cp\u003e\u003cb\u003e\u003ci\u003eChapter 10\u003c\/i\u003e\u003c\/b\u003e\u003ci\u003e: \u003c\/i\u003eInternational Synchronization of Growth Rate   Cycles: An Analysis in Frequency Domain\u003c\/p\u003e             \u003cp\u003e\u003cb\u003e\u003ci\u003eChapter 11\u003c\/i\u003e\u003c\/b\u003e\u003ci\u003e: \u003c\/i\u003eInter-linkages between Asian and U.S. Stock   Market Returns: A Multivariate GARCH Analysis\u003c\/p\u003e             \u003cp\u003e\u003cb\u003e\u003ci\u003eChapter 12: \u003c\/i\u003e\u003c\/b\u003eThe Increasing Synchronization of   International Recessions\u003c\/p\u003e","brand":"Springer Verlag, Singapore","offers":[{"title":"Default Title","offer_id":50473266970967,"sku":"9789811975912","price":85.49,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9789811975912.jpg?v=1744905915","url":"https:\/\/bookcurl.com\/products\/macroeconometric-methods-applications-to-the-indian-economy-9789811975912","provider":"Book Curl","version":"1.0","type":"link"}