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If Deficits are Not the Culprit, What Determines Indian Interest Rates? An Evaluation Using the Maximum Entropy Bootstrap Method
12 references·0 citing·47 second hop
If Deficits are Not the Culprit, What Determines Indian Interest Rates? An Evaluation Using the Maximum Entropy Bootstrap Method (2014)If Deficits are Not the Culprit, What Det…Interest Rate Determination in India: Empirical Evidence on Fiscal Deficit – Interest Rate Linkages and Financial Crowding Out (2012)Interest Rate Determination i…The Term Structure of Real Rates and Expected Inflation (2007)The Term Structure of Real Ra…Maximum entropy ensembles for time series inference in economics (2006)Maximum entropy ensembles for…Ranking mutual funds using unconventional utility theory and stochastic dominance (2004)Ranking mutual funds using un…Interest rate determination in India: domestic and external factors (2002)Interest rate determination i…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…BUDGET DEFICIT AND INTEREST RATES: IS THERE A LINK? INTERNATIONAL EVIDENCE (1995)BUDGET DEFICIT AND INTEREST R…Budget deficits and economic activity in Asia (1992)Budget deficits and economic …What does the term structure tell us about future inflation? (1990)What does the term structure …Term-structure forecasts of interest rates, inflation and real returns (1990)Term-structure forecasts of i…Commodity Price Expectations and the Interest Rate (1969)Commodity Price Expectations …Money and Economic Growth (1965)Money and Economic GrowthTrends and random walks in macroeconmic time series (1982)Dividend yields and expected stock returns (1988)Business conditions and expected returns on stocks and bonds (1989)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Household Risk Management and Optimal Mortgage Choice (2003)Foundations of Economic Analysis (1948)Foundations of Economic Analysis. (1948)New bootstrap inference for spurious regression problems (2015)Forecasting natural gas consumption using Bagging and modified regularization techniques (2022)Are Government Bonds Net Wealth? (1974)Domestic Saving and International Capital Flows (1980)Lectures on Macroeconomics. (1990)Long‐term nominal interest rates and domestic fundamentals (2002)Fiscal spillovers in the Euro area (2013)Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies (2014)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Revisiting the FDI-led growth Hypothesis: The case of China (2012)The Econometrics of Financial Markets (2012)Industrial electricity consumption, human capital investment and economic growth in Chinese cities (2017)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Modeling interest rate cycles in India (2007)Budget Deficits and Interest Rates (2008)Budget Deficits and Interest Rates: A Fresh Perspective (2008)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates (2005)The Determinants of Stock and Bond Return Comovements (2010)Regime Changes and Financial Markets (2012)Econometric policy evaluation: A critique (1976)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Cointegration and Tests of Present Value Models (1987)What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns (1993)Inflation Illusion and Stock Prices (2004)Money-Wage Dynamics and Labor-Market Equilibrium (1968)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)Some Unpleasant Monetarist Arithmetic (1984)A THEORY OF OPTIMAL LIFE INSURANCE: DEVELOPMENT AND TESTS (1973)Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox (1973)Comparing Survey and Rational Measures of Expected Inflation: Forecast Performance and Interest Rate Effects (1979)
this work references cited by second hop

References

  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 1965Money and Economic Growth1,671 cited
  • 2007The Term Structure of Real Rates and Expected Inflation538 cited
  • 1990Term-structure forecasts of interest rates, inflation and real returns444 cited
  • 1990What does the term structure tell us about future inflation?428 cited
  • 1969Commodity Price Expectations and the Interest Rate138 cited
  • 2004Ranking mutual funds using unconventional utility theory and stochastic dominance109 cited
  • 2006Maximum entropy ensembles for time series inference in economics104 cited
  • 1995BUDGET DEFICIT AND INTEREST RATES: IS THERE A LINK? INTERNATIONAL EVIDENCE61 cited
  • 2002Interest rate determination in India: domestic and external factors40 cited
  • 2012Interest Rate Determination in India: Empirical Evidence on Fiscal Deficit – Interest Rate Linkages and Financial Crowding Out32 cited
  • 1992Budget deficits and economic activity in Asia23 cited

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