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Frequency domain causality analysis of stock market and economic activity in India · Study

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ArticleFrequency domain causality analysis of stock market and economic activity in India

Aviral Kumar Tiwari2015

Article2015

Frequency domain causality analysis of stock market and economic activity in India

Aviral Kumar Tiwari · Mihai Ioan Mutascu · Claudiu Tiberiu Albulescu · Phouphet Kyophilavong

39 citations·0/0 files stored·International Review of Economics & Finance

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 2003The Theory of Economic Development 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1995Statistical inference in vector autoregressions with possibly integrated processes 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 2016The Theory of Economic Development

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Details

Year2015

Typearticle

Published2015-04-18

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations39

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.iref.2015.04.007

openalex_workW2086794873

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