Monetary Transmission in Post-Reform India
An Evaluation
Datos Bibliográficos
| ID | 12549690 |
|---|---|
| Autores | Kanhaiya Singh (0000-0002-4126-9618, National Council of Applied Economic Research, autor de correspondencia), Kaliappa Kalirajan (0000-0003-3427-3384, Foundation for Advanced Studies on International Development) |
| Año | 2007 |
| Volumen | 12 |
| Número | 2 |
| Páginas | 158-187 |
| Fecha de publicación | 2007-04-03 |
| Peer Reviewed | Sí |
| Open Access | No |
| Tipo | ARTICLE |
| Revista | Journal of the Asia Pacific Economy (JOURNAL) |
| Identificadores de la revista | ISSN: 1354-7860 • E-ISSN: 1469-9648 |
| Editorial | Routledge (PUBLISHER • GB) |
| DOI | 10.1080/13547860701252371 |
| OpenAlex | W2021909125 |
| Idioma | EN |
| Citas recibidas | 5 |
| Referencias citadas | 20 |
In the post-reform period, the monetary policy of India has been undergoing various transformations. The emphasis is shifting from conventional instruments of price and quantity control to a more sophisticated route of monetary transmission. Using the recent econometric methodology of cointegrated vector autoregression with generalized restrictions, this study has attempted to examine whether monetary policy in India does work through interest rates in the post-reform period. The long-run relationship and the short-run dynamics suggest an important role for the interest rate
Credit channel · Economics · Inflation targeting · Interest rate · Interest rate channel · Macroeconomics · Monetary economics · Monetary policy · Vector autoregression · Work (physics · Economic Theory and Policy · Market Dynamics and Volatility · Monetary Policy and Economic Impact
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Time Series Analysis
Some recent development in a concept of causality
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
Generalized impulse response analysis in linear multivariate models
Impulse response analysis in nonlinear multivariate models
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Interpreting the macroeconomic time series facts
Efficient Tests for an Autoregressive Unit Root
Testing for a unit root in time series regression
Testing the null hypothesis of stationarity against the alternative of a unit root
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
A Survey of Some Recent Econometric Methods
A Program for Monetary Stability
| Obras citantes distintas | 5 |
|---|---|
| Citas por año | 1,67 |
| Intervalo de citas | 2023 - 2025 (3) |
| Velocidad de citación | recent |
| Altamente citado | No |
| Tipos de cita | Neutras: 5 |