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This 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. Since 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.

Macroeconomics --- Quantitative methods (economics) --- Finance --- financieel management --- macro-economie --- econometrie --- Econometric models.

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Relation between energy and economics --- Environmental protection. Environmental technology --- economie --- informatica --- statistiek --- milieuzorg --- milieubeheer --- Emissions trading --- Economic aspects --- Econometric models

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This book offers a fresh perspective on the early history of macroeconomics, by examining the macro-dynamic models developed from the late 1920s to the late 1940s, and their treatment of economic instability. It first explores the differences and similarities between the early mathematical business cycle models developed by Ragnar Frisch, Michal Kalecki, Jan Tinbergen and others, which were presented at meetings of the Econometric Society and discussed in private correspondence. By doing so, it demonstrates the diversity of models representing economic phenomena and especially economic crises and instability. Jan Tinbergen emerged as one of the most original and pivotal economists of this period, before becoming a leader of the macro-econometric movement, a role for which he is better known. His emphasis on economic policy was later mirrored in the United States in Paul Samuelsons early work on business cycles analysis, which, drawing on Alvin Hansen, aimed at interpreting the 1937-1938 recession. The authors then show that the subsequent shift in Samuelson's approach, from the study of business cycle trajectories to the comparison of equilibrium points, provided a response to the econometricians' critique of early Keynesian models. In the early 1940s, Samuelson was able to link together the tools that had been developed by the econometricians and the economic content that was at the heart of the so-called Keynesian revolution. The problem then shifted from business cycle trajectories to the disequilibrium between economic aggregates, and the issues raised by the global stability of full employment equilibrium. This was addressed by Oskar Lange, who presented an analysis of market coordination failures, and Lawrence Klein, Samuelson's first PhD student, who pursued empirical work in this direction. The book highlights the various visions and approaches that were embedded in these macro-dynamic models, and that their originality is of interest to today's model builders as well as to students and anyone interested in how new economic ideas come to be developed

Macroeconomics --- Quantitative methods (economics) --- Methodology of economics --- Economic schools --- World history --- History --- geschiedenis --- macro-economie --- economische geschiedenis --- econometrie --- Econometric models --- Macroéconomie --- Modèles économétriques

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Economic conditions. Economic development --- Quantitative methods (economics) --- Econometric models --- Economics --- Modèles économétriques --- Economie politique --- Periodicals --- Périodiques --- Économie politique --- Périodiques. --- -Economics --- -330.01519505 --- Economic theory --- Political economy --- Social sciences --- Economic man --- Econometrics --- Mathematical models --- Electronic information resources --- E-journals --- GB / United Kingdom - Verenigd Koninkrijk - Royaume Uni --- -Econometric models --- Business, Economy and Management --- General and Others --- International Business & Transnational Corporations --- Modelling & Simulation --- Statistics --- Information Technology --- Mathematical Sciences --- Business, Economy and Management. --- Statistics. --- Information Technology. --- Mathematical Sciences. --- Econometric models. --- Economics. --- Models, Econometric --- Capital --- Conditions, Economic --- Consumption --- Cost of Living --- Easterlin Hypothesis --- Economic Conditions --- Economic Factors --- Economic Policies --- Economic Policy --- Economics, Home --- Factors, Economic --- Home Economics --- Household Consumption --- Macroeconomic Factors --- Microeconomic Factors --- Policies, Economic --- Policy, Economic --- Production --- Remittances --- Utility Theory --- Consumer Price Index --- Condition, Economic --- Consumer Price Indices --- Consumption, Household --- Economic Condition --- Economic Factor --- Factor, Economic --- Factor, Macroeconomic --- Factor, Microeconomic --- Factors, Macroeconomic --- Factors, Microeconomic --- Household Consumptions --- Hypothesis, Easterlin --- Index, Consumer Price --- Indices, Consumer Price --- Living Cost --- Living Costs --- Remittance --- Theories, Utility --- Theory, Utility --- Utility Theories --- Econometric Models --- Econometric Model --- Model, Econometric --- Models, Econometric.

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Economic geography --- Economics --- Urbanization --- Space in economics --- Géographie économique --- Economie politique --- Urbanisation --- Espace (Economie politique) --- Periodicals. --- Econometric models --- Periodicals --- Périodiques --- Modèles économétriques --- Espace (Économie politique) --- Économétrie --- Économie industrielle --- Économie du travail --- Économie urbaine --- Politique économique --- Relations économiques internationales --- Regional economics --- Business, Economy and Management --- Trade and Commerce --- Economics. --- Globalization. --- Economic geography. --- Urbanization. --- Econometric models. --- Commerce - General --- Spatial economics --- Cities and towns, Movement to --- Urban development --- Urban systems --- Cities and towns --- Social history --- Sociology, Rural --- Sociology, Urban --- Urban policy --- Rural-urban migration --- Economic theory --- Political economy --- Social sciences --- Economic man --- Geography, Economic --- World economics --- Geography --- Commercial geography --- Econometrics --- Industrial organization (Economic theory) --- Labor economics --- Urban economics --- Economic policy --- International economic relations --- City economics --- Economics of cities --- Industrial economics --- Market structure --- Microeconomics --- Economic aspects --- Urban economics. --- Space in economics. --- Labor economics. --- International economic relations. --- Economic policy. --- Econometrics. --- Economics, Mathematical --- Statistics --- Economic nationalism --- Economic planning --- National planning --- State planning --- Planning --- National security --- Social policy --- Economic policy, Foreign --- Economic relations, Foreign --- Economics, International --- Foreign economic policy --- Foreign economic relations --- Interdependence of nations --- International economic policy --- International economics --- New international economic order --- International relations --- Economic sanctions --- Political aspects