Kautilya

Browsing by Subject "Monetary Aggregates"

Browsing by Subject "Monetary Aggregates"

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  • A SVAR Approach to evaluation of monetary policy in India 
    Barnett, William A; Bhadury, Soumya Suvra; Ghosh, Taniya (2015-06)
    After almost 15 years, following the flagship exchange-rate paper written by Kim and Roubini (K&R henceforth); we revisit the widely relevant questions on monetary policy, exchange rate delayed overshooting, inflationary ...
  • Testing the Friedman-Schwartz hypothesis using time varying correlation 
    Ghosh, Taniya; Parab, Prashant (2019-01)
    This study analyses the time varying correlation of money and output using the DCC GARCH model for the Euro, India, Poland, the UK and the US. Apart from simple sum money, this model uses Divisia monetary aggregate, which ...