Current Issues in the Economy and Finance of India : ICEF 2018 /: ICEF 2018. (2018)

• Record Type: Book
• Further Information: Note: Aswini Kumar Mishra, Vairam Arunachalam, Debasis Patnaik, editors.
• Editors: Mishra, Aswini Kumar; Arunachalam, Vairam; Patnaik, Debasis
• Contents: Intro; Preface; Contents; Editors and Contributors; List of Figures; List of Tables; Introduction; References; Globalization, Macroeconomic Performance and Monetary Policy; 1 Core Inflation Dynamics and Impact of Demand and Supply Shocks: Evidence from India; Abstract; 1.1 Introduction; 1.2 Literature Survey; 1.3 Objective of the Study; 1.4 Data Description and Methodology; 1.4.1 Data Description; 1.4.2 Methodology; 1.4.2.1 Calculation of Core Inflation; 1.4.2.2 Distribution of Inflation Data; 1.4.2.3 Asymmetric Trimmed Weighted Mean Method 1.4.2.4 Selection of the Best Measure of Core Inflation1.4.2.5 Variance and the Relative Variance of Core Inflation; 1.4.2.6 Alternatives Measure of Core Inflation; 1.4.3 Model Specification and Econometric Modelling; 1.5 Empirical Analysis; 1.5.1 Stationarity Test; 1.5.2 Bound Testing Approach; 1.5.3 Dynamic Effects of the Macroeconomic Variables on Core Inflation; 1.5.4 Residual Diagnostic; 1.5.5 Stability of the Coefficient (CUSUM Square Test); 1.6 Conclusion; References; 2 Demand for Money in India: An ARDL Approach; Abstract; 2.1 Introduction; 2.2 Literature Review 2.3 Data and Model Specification2.4 Estimated Results; 2.5 Conclusion; References; 3 Some Empirical Evidence on the Effects of Monetary Policy in India: A Vector Autoregressive Based Analysis; Abstract; 3.1 Introduction; 3.2 Review of Literature; 3.3 Reserve Bank's Current Monetary Policy Operating Procedure; 3.4 Methodology and Data Set; 3.5 Test of Structural Break: Chow Test; 3.6 Empirical Evidence; 3.7 Concluding Remarks; Acknowledgements; Appendix; References; 4 Stock Indices and Inflation Through Industry Prisms; Abstract; 4.1 Introduction; 4.1.1 Stock Returns and Inflation 4.1.2 Selected Industries and Inflation4.2 Literature Review; 4.3 Data and Methodology; 4.3.1 Objectives of the Study; 4.3.2 Hypothesis; 4.3.3 Data Required and Source; 4.3.4 Methodology; 4.4 Empirical Results and Analysis; 4.4.1 Unit Root Test; 4.4.2 Lag Selection; 4.4.3 Results of Johansen Cointegration Test; 4.4.4 Results of Vector Error Correction Model; 4.4.5 Results of Vector Auto Regression Estimate; 4.5 Conclusion; References; 5 Fundamental Drivers of Indian Stock Market; Abstract; 5.1 Introduction; 5.2 Methodology; 5.3 Data and Empirical Analysis; 5.3.1 Data; 5.3.2 Analysis 5.3.3 Short Run and Long Run Relationship5.3.4 Diagnostic Checking; 5.4 Conclusion; References; Financial Institutions, Instruments and Markets; 6 Information Transmission in Post-recession Era: Evidence from India, China, Hong Kong and Japan; Abstract; 6.1 Introduction; 6.2 Review of Literature; 6.3 Objectives, Data and Research Methodology; 6.3.1 Objectives of the Study; 6.3.2 Data; 6.3.3 Research Methodology; 6.3.3.1 Johansson's Cointegration Test; 6.3.3.2 Stationarity, Homoscedasticity and EGARCH Model; 6.4 Data Analysis; 6.4.1 Descriptive Statistics; 6.4.2 Unit Root Tests
• Publisher Details: Cham : Springer
• Publication Date: 2018
• Extent: 1 online resource
• Subjects: 338.954; Economics; BUSINESS & ECONOMICS / Industries / General; Business & Economics -- Urban & Regional; Business & Economics -- International -- Economics; Business & Economics -- Finance; Political economy; International economics; International finance; Management science; Regional economics; International economics; International finance; Business & Economics -- Economics -- General; Economic systems & structures; India -- Economic aspects; India -- Finance; Electronic books
• Languages: English
• ISBNs: 9783319995557; 3319995553
• Related ISBNs: 9783319995540; 3319995545
• Notes: Note: Online resource; title from PDF file page (EBSCO, viewed September 19, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.