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STUDY OF INFLATION IN INDIA: A COINTEGRATED VECTOR AUTOREGRESSION APPROACH
4 references·2 citing·17 second hop
STUDY OF INFLATION IN INDIA: A COINTEGRATED VECTOR AUTOREGRESSION APPROACH (2010)STUDY OF INFLATION IN INDIA: A COINTEGRAT…Dynamics of inflation in India - a P-Star approach (2002)Dynamics of inflation in Indi…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Inflation Dynamics in India: Relative Role of Structural and Monetary Factors (2016)Inflation Dynamics in India: …The Determinants of Inflation in Sierra Leone: A Cointegration Analysis (2015)The Determinants of Inflation…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)DETERMINANTS OF INFLATION IN GHANA: AN EMPIRICAL INVESTIGATION (2011)An Examination on the Determinants of Inflation (2014)Disaggregated Short-Term Inflation Forecast (STIF) for Monetary Policy Decision in Sierra Leone (2019)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Modelling Inflation in India: A Critique of the Structuralist Approach (2006)Global food prices and monetary policy in an emerging market economy: The case of India (2016)Is the Hybrid New Keynesian Phillips Curve Stable? Evidence from Some Emerging Economies (2016)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The purchasing power of money (1911)Testing for a Unit Root in Time Series Regression (1988)Postwar U.S. Business Cycles: An Empirical Investigation (1997)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 2002Dynamics of inflation in India - a P-Star approach32 cited

Cited by

  • 2016Inflation Dynamics in India: Relative Role of Structural and Monetary Factors10 cited
  • 2015The Determinants of Inflation in Sierra Leone: A Cointegration Analysis9 cited

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