Srinivasan Palamalai
Biographic Data
| ID | 1226658 |
|---|---|
| NAME | Srinivasan Palamalai |
| GIVEN NAMES | Srinivasan |
| FAMILY NAME | Palamalai |
| SIGNATURE | PALAMALAI S |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 1 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2013 |
| LATEST PUBLICATION YEAR | 2014 |
| H-INDEX | 1 |
On the Temporal Causal Relationship Between Macroeconomic Variables
The present study examines the dynamic interactions among macroeconomic variables such as real output, prices, money supply, interest rate (IR), and exchange rate (EXR) in India during the pre-economic crisis and economic crisis periods, using the autoregressive distributed lag (ARDL) bounds test for cointegration, Johansen and Juselius multivariate cointegration test, Granger causality/Block exogeneity Wald test based on Vector Error Correction …
Stock Market Linkages in Emerging Asia-Pacific Markets
This study examines the stock market integration among major stock markets of emerging Asia-Pacific economies, viz. India, Malaysia, Hong Kong, Singapore, South Korea, Taiwan, Japan, China, and Indonesia. The Johansen and Juselius multivariate cointegration test, Granger causality/Block exogeneity Wald test based on the vector error correction model (VECM) approach, and variance decomposition analysis were used to investigate the dynamic linkages…
Stock Market Linkages in Emerging Asia-Pacific Markets
This study examines the stock market integration among major stock markets of emerging Asia-Pacific economies, viz. India, Malaysia, Hong Kong, Singapore, South Korea, Taiwan, Japan, China, and Indonesia. The Johansen and Juselius multivariate cointegration test, Granger causality/Block exogeneity Wald test based on the vector error correction model (VECM) approach, and variance decomposition analysis were used to investigate the dynamic linkages…
Stock Market Linkages in Emerging Asia-Pacific Markets
This study examines the stock market integration among major stock markets of emerging Asia-Pacific economies, viz. India, Malaysia, Hong Kong, Singapore, South Korea, Taiwan, Japan, China, and Indonesia. The Johansen and Juselius multivariate cointegration test, Granger causality/Block exogeneity Wald test based on the vector error correction model (VECM) approach, and variance decomposition analysis were used to investigate the dynamic linkages…
On the Temporal Causal Relationship Between Macroeconomic Variables
The present study examines the dynamic interactions among macroeconomic variables such as real output, prices, money supply, interest rate (IR), and exchange rate (EXR) in India during the pre-economic crisis and economic crisis periods, using the autoregressive distributed lag (ARDL) bounds test for cointegration, Johansen and Juselius multivariate cointegration test, Granger causality/Block exogeneity Wald test based on Vector Error Correction …
Cointegration (2 works) · Econometrics (2 works) · Economics (2 works) · Endogeneity (2 works) · Error correction model (2 works) · Granger causality (2 works) · Johansen test (2 works) · Market Dynamics and Volatility (2 works) · Monetary economics (2 works) · Short run (2 works)