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Banknote Life in India: A Survival Analysis Approach Journal of Quantitative Economics Pub Date : 2024-04-23 Anirudh Tagat, Mehmet Özmen, Gregory Markowsky
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Dynamics of Operational Efficiency in Credit Lending and Recovery of Stressed Assets: An Alternative Approach with Undesirable By-Products Journal of Quantitative Economics Pub Date : 2024-04-23 Gargi Sanati, Anup Kumar Bhandari
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Determining Energy Consumption Function under Nonlinearity and Structural Break in India: An Empirical Investigation Journal of Quantitative Economics Pub Date : 2024-04-22 Rajesh Sharma, Pradeep Kautish, Dhyani Mehta
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Identifying Financial Performance Drivers in the Indian Banking Sector During the COVID-19 Crisis Journal of Quantitative Economics Pub Date : 2024-04-20 Anju Goswami, Pooja Malik
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Creditworthiness: The Role of Trust in the Socioeconomic Network Journal of Quantitative Economics Pub Date : 2024-04-18 Silu Muduli, Shridhar Kumar Dash
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Economic Growth in Middle-Income Countries: The Role of Political Stability and Foreign Direct Investment Journal of Quantitative Economics Pub Date : 2024-04-18 Mongi Chebli, Kais Saidi
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Inflation-Growth Relationship: New Evidence for India Journal of Quantitative Economics Pub Date : 2024-03-01 Barendra Kumar Bhoi, Gulapsha Tabasum
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Collusion with Not-So-Secret Rings Journal of Quantitative Economics Pub Date : 2024-03-01 Ceesay Muhammed
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Forecasting and Analyzing Predictors of Inflation Rate: Using Machine Learning Approach Journal of Quantitative Economics Pub Date : 2024-02-29 Pijush Kanti Das, Prabir Kumar Das
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Role of Crude Oil in Determining the Price of Corn in the United States: A Non-parametric Approach Journal of Quantitative Economics Pub Date : 2024-02-29
Abstract This paper explores the role of crude oil in determining corn prices for data on the weekly front future prices in the United States. With 38% of corn production allocated toward fuel ethanol, a possible effect of crude oil price variation on corn price fluctuations is theoretically indicated. To test this theory, two complementary approaches—a parametric multiple regression and a non-parametric
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Economic Development, Inequality and Dynamics of Social Movements in the United States: Theory and Quantitative Analysis Journal of Quantitative Economics Pub Date : 2024-02-19 Sargis Karavardanyan
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Persistence in Tax Revenues: Evidence from Some OECD Countries Journal of Quantitative Economics Pub Date : 2024-02-19 Guglielmo Maria Caporale, Silvia García Tapia, Luis Alberiko Gil-Alana
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Revisiting the Classical Theory of Investment: An Empirical Assessment from the European Union Journal of Quantitative Economics Pub Date : 2024-02-09 Fahd Boundi-Chraki, Ignacio Perrotini-Hernández
In alignment with classical investment theory, this study explores the enduring relationships and causal linkages among total private investment, profit rate, unit labour costs, and demand growth within the European Union throughout the period spanning from 1961 to 2019. The empirical approach adopted involves the use of advanced econometric techniques designed to address cross-sectional dependence
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Medical Tourism: Babies Across the Border Journal of Quantitative Economics Pub Date : 2024-02-07
Abstract In this article, I address the question of who crosses the border into the United States for the purpose of giving birth, and how these patterns may have changed over time. This work is the first timely, quantitative analysis of its kind for the United States. Decreased medical tourism for the purpose of giving birth during the Trump era has implications on other secondary medical effects
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Nexus of Monetary Policy and Productivity in an Emerging Economy: Supply-Side Transmission Evidence from India Journal of Quantitative Economics Pub Date : 2024-01-28 R. L. Manogna, Deepali Desai
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State-level Fiscal Multipliers in India: Local Fiscal Multiplier Approach Journal of Quantitative Economics Pub Date : 2024-01-23 Somnath Sharma, Deba Prasad Rath, Samir Ranjan Behera
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Liquidity Hoarding and Politics: The Role of Elections Journal of Quantitative Economics Pub Date : 2024-01-18
Abstract Using data for 1992–2020, the paper assesses the role of elections on liquidity hoarding by Indian commercial banks. The findings reveal that liquidity hoarding typically increases during election years, driven primarily by an increase on the asset side of their balance sheet. Such behaviour manifests mainly for public and private banks and much less for foreign banks. The evidence also indicates
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Risk, Uncertainty and Exporting: Evidence from a Developing Economy Journal of Quantitative Economics Pub Date : 2024-01-03 Chandan Sharma, Rupika Khanna
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Climate Change and Farm Household Income in Northern Cameroon: A Ricardian Analysis Journal of Quantitative Economics Pub Date : 2023-12-16 Christian Lambert Nguena, Martial Bindoumou
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On the Estimation of a Class of Threshold Regression Models Journal of Quantitative Economics Pub Date : 2023-12-09 T. V. S. Ramamohan Rao
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Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy Journal of Quantitative Economics Pub Date : 2023-11-23 Benoît Carmichael, Gilles Boevi Koumou, Kevin Moran
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Non-farm Employment, Agricultural Inputs Investment, and Productivity Among Rural Households’ in Tigray (Northern Ethiopia) Journal of Quantitative Economics Pub Date : 2023-11-11 Haile Tewele Berhe
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A Note on Bankruptcy Auction with a Fair Bidder Journal of Quantitative Economics Pub Date : 2023-11-07 Rajesh Kumar Acha, Sumit Sarkar
In corporate bankruptcy auctions in India, the financial creditors choose the winner based on the bids and the share of bankruptcy surplus (bid value minus liquidation value) offered towards their claim settlement. We show that self-interested bidders allocate the entire bankruptcy surplus to the financial creditors, whose claim exceeds the bid. A fair bidder allocates the surplus between financial
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Dynamic Relationship Between Carbon Dioxide Emissions and Gross Domestic Product for Low, Middle- and High-Income Countries Journal of Quantitative Economics Pub Date : 2023-11-04 Bibhuti Bhusan Mohapatra, Ankita Kumari, Simantini Mohapatra, Bimal Kishore Sahoo
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Inflation and Economic Growth in Sub-Saharan Africa: The Role of Institutions Journal of Quantitative Economics Pub Date : 2023-08-29 Dieudonné Mignamissi, Séraphin Brice Minkoé Bikoula, Thierno Thioune
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Roy Radner: A Subtle Theorist Journal of Quantitative Economics Pub Date : 2023-08-11 Mukul Majumdar
The article reviews some aspects of Roy Radner’s research in economic theory. His contributions to the theory of teams, his elegant turnpike theorem, and his path-breaking work on equilibrium under uncertainty are recalled.
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Professor C. R. Rao, the Founder President of the Indian Econometric Society is Awarded the International Prize in Statistics, 2023 Journal of Quantitative Economics Pub Date : 2023-08-09 T. Krishna Kumar
As a Life Member of TIES and as a student of Dr. C. R. Rao the author pays a tribute to Dr. Rao on his being chosen for the International Statistics Prize for 2023. The importance of Rao’s contributions to errors in variables modeling, information geometry, improving the estimators through Rao-Blackwellization, fractional factorial orthogonal designs for randomized trials etc. are stressed.
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Banks and Markets from an Insurance Perspective Journal of Quantitative Economics Pub Date : 2023-08-05 Amaury Goguel, Maxence Miéra
This article aims to clarify the analogy between contingent claims in a complete market and banking contracts in a capitalized financial intermediary that combines both deposit and equity. It brings together insurance theory and financial intermediation theory in a synthetic model by focusing on the risk allocation function rather than on a particular kind of institutional arrangement. The model includes
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Changing Risk Appetite and Price Dynamics of Gold Vis-a-Vis Real and Financial Assets: Perspective from the Indian Market Journal of Quantitative Economics Pub Date : 2023-07-26 Sujata Kundu, Archana Dilip
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Efficiency of Wheat Futures across APMC Mandis Journal of Quantitative Economics Pub Date : 2023-07-19 Rahul Kumar Singh
Commodity futures markets are known for their price discovery and risk management functions. If the futures market is reliable, these functions could work as potential solutions to the current perils of Indian agriculture. The paper examines the reliability of the wheat futures market based on results of the Cointegration test, Vector Error Correction Model (VECM) and Information Share (IS) measures
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How does Corruption Affect Innovation? - New Evidence from Macro-level Data Journal of Quantitative Economics Pub Date : 2023-07-18 Praveen Kumar
This article explores the connection between a country’s corruption-related risk exposures and innovations. For this purpose, I performed two fixed-effects panel-data regression models by utilizing Research and Development (R&D) expenditure as a dependent variable and absolute corruption scores & degree of corruption-related risks exposures as independent variables in the presence of five control variables
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Getting Real in the Real Consumption Expenditure: A Case of Rural India Journal of Quantitative Economics Pub Date : 2023-07-15 S. S. Swathysree, Manisha Chakrabarty, Debopriti Bhattacharaya
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Public Expenditure, Human Capital Formation and Economic Growth in Modified Lucas Framework: A Study in the Indian Context Journal of Quantitative Economics Pub Date : 2023-07-10 Joydeb Sasmal, Ritwik Sasmal
This paper examines the effect of social expenditure of the government on economic growth via its effect on human capital formation using the theoretical framework of Lucas (J Monet Econ 22:3–42, 1988) in modified form and analyzing the empirical results on the theoretical arguments in the Indian context. The Lucas model has been modified to incorporate the role of public expenditure in human capital
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Mobility and Income Distribution Journal of Quantitative Economics Pub Date : 2023-07-06 Nicolas Piluso, Gabriel Colletis, Adrien Blanchet, Mehdi Badra
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Healthcare Costs, Choice of Providers and Patient Satisfaction: Survey Evidence from India Journal of Quantitative Economics Pub Date : 2023-06-27 Prateek Arora, Nirvikar Singh, Abhijit Visaria
In this paper, we study the factors that influence the choice of healthcare providers in the rural areas of a highly developed Indian state, Punjab. In particular, we examine the choice between government and private providers, and between medical professionals and informal providers. We also examine the joint choice of provider type and distance travelled, and possible factors influencing reported
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Quantile Regression Based Enhanced Indexing with Portfolio Rebalancing Journal of Quantitative Economics Pub Date : 2023-06-24 Ruchika Sehgal, Aparna Mehra
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Polarization in Indian Education: An Ordinal Variable Approach Journal of Quantitative Economics Pub Date : 2023-06-21 Debasmita Basu, Sandip Sarkar
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Presale Estimates and Auction Prices in Indian Art Market: Accuracy, Determinants and Motivations Journal of Quantitative Economics Pub Date : 2023-06-15 Shailendra Gurjar, Usha Ananthakumar
This study examines the accuracy of presale estimates in the auction market for paintings by Indian artists. Based on 3,141 paintings that are auctioned between January 2000 and June 2018, we estimate a multinomial logistic regression to measure the relationship between presale estimates and characteristics of artists, artworks, and auction houses. Our findings suggest that the prices of artworks rarely
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What Factors are Driving R&D in the Pharmaceutical Industry in India? A Study of the Post-Liberalization Period Journal of Quantitative Economics Pub Date : 2023-06-12 Aruna Pain, Indrani Chakraborty
There exist a significant number of studies to find the fundamental factors driving R&D in the Indian pharmaceutical industry. Firm size, firm age, export orientation, profits are some important determinants of pharma R&D found by earlier researchers. After liberalization of the Indian economy in 1991 and change in the Patent law as per WTO requirements in 1995, the determining factors of R&D in the
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Prof. Y.K.Alagh : An Obituary Journal of Quantitative Economics Pub Date : 2023-06-03 P. G. Babu, D. M. Nachane
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Official Intervention, Reserve Accumulation and Exchange Rate Volatility Journal of Quantitative Economics Pub Date : 2023-05-19 M. Ramachandran
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ICT Investment, Adoption of ISO 14000 Certification, and Export Performance in Indian Manufacturing Plants Journal of Quantitative Economics Pub Date : 2023-05-12 Bishwanath Goldar
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Application of Nonparametric Stochastic Dominance Approach in the Performance Evaluation of Indian Mutual Funds Journal of Quantitative Economics Pub Date : 2023-05-09 M. Maheen, S. Resia Beegam
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Model-Selection Inference for Causal Impact of Clusters and Collaboration on MSMEs in India Journal of Quantitative Economics Pub Date : 2023-05-04 Samarth Gupta
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A Model of New Keynesian Philip Curve and Inflation Dynamics in Ghana Journal of Quantitative Economics Pub Date : 2023-05-04 Richard Kwabi Ayisi, Gloria Afful-Mensah
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Energy Efficiency and Carbon Emissions in Developed and Developing Economies: Investigating the Moderating Role of Financial Development Journal of Quantitative Economics Pub Date : 2023-05-04 Mohd Irfan, Bamadev Mahapatra, Raj Kumar Ojha
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Uncovering the Link Between the Theoretical and Probabilistic Models of the Global Production Function: A Copula Approach Journal of Quantitative Economics Pub Date : 2023-03-20 Armando Sánchez-Vargas, José Manuel Márquez-Estrada, Eric Hernández-Ramírez
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Typical States and Their Risks for Mortgage Loans Journal of Quantitative Economics Pub Date : 2023-02-28 Dror Parnes
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Switching Towards LPG: Indian Household Perspectives Journal of Quantitative Economics Pub Date : 2023-02-10 Rahul Ranjan, Sudershan Singh
The study examines the patterns of domestic energy consumption and fuel preference for cooking by households in rural and urban India over the past two and a half decades to track the progress towards the use of Liquefied Petroleum Gas (LPG) and clean and modern cooking fuel. The fuel mix of households has been changing with an increase in income and infrastructure over time. The relatively affluent
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Oil Demand and Supply Shocks in Canada’s Economy Journal of Quantitative Economics Pub Date : 2023-01-27 Juste Somé
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Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM) Journal of Quantitative Economics Pub Date : 2023-01-11 Rudrani Bhattacharya, Bornali Bhandari, Sudipto Mundle
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Abductive Inference and C. S. Peirce: 150 Years Later Journal of Quantitative Economics Pub Date : 2022-12-30 Subhadeep Mukhopadhyay
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Multiscale Agricultural Commodities Forecasting Using Wavelet-SARIMA Process Journal of Quantitative Economics Pub Date : 2022-12-17 Mamadou-Diéne Diop, Jules Sadefo Kamdem
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Electricity Tariff Changes and Consumer Sentiment on Household Consumption Expenditure in Malaysia Journal of Quantitative Economics Pub Date : 2022-12-17 Noriza Mohd Saad, Erna Farina Mohamed, Mohamad Taufik Mohd Arshad, Ahmad Lutfi Mohayiddin
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Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets Journal of Quantitative Economics Pub Date : 2022-12-17 Zouheir Mighri, Raouf Jaziri
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Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty Journal of Quantitative Economics Pub Date : 2022-12-17 Pawan Kumar, Vipul Kumar Singh
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Heckscher-Ohlin Theory or the Modern Trade Theory: How the Overall Trade Characterizes at the Global Level? Journal of Quantitative Economics Pub Date : 2022-12-01 Mohd Hussain Kunroo, Imran Ahmad
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Monetary Response to Oil Price Shock in Asian Oil Importing Countries: Evaluation of Inflation Targeting Framework Journal of Quantitative Economics Pub Date : 2022-11-02 Devasmita Jena, Ishika Kataruka
Oil price shock can have serious inflation consequences and, therefore, elicit timely response from the Central Banks (CB). Our paper analyses the monetary policy response to oil prices in 5 Asian EMDEs during 2008–2019. Not only these countries are heavily dependent on oil imports for their increasing demand for oil, but also the CBs of these countries have gradually adopted inflation targeting (IT)