Browsing Working Papers by Author "Arora, Sanchit"

Browsing Working Papers by Author "Arora, Sanchit"

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  • Goyal, Ashima; Arora, Sanchit (2012-09)
    Estimates suggest that Indian aggregate supply is elastic but subject to upward shocks. If supply shocks make a high persistent contribution to inflation, it implies second round pass through is occurring, implying growth ...
  • Goyal, Ashima; Arora, Sanchit (2013-09)
    We estimate the unobserved time-varying natural interest rate (NIR) and potential output for the Indian economy using the Kalman Filter. Estimation is a special challenge in an emerging market because of limited length of ...
  • Goyal, Ashima; Arora, Sanchit (2012-06-01)
    We study, with daily and monthly data sets, the impact of conventional monetary policy measures such as interest rates, intervention and other quantitative measures, and of Central Bank communication on exchange rate ...
  • Aggarwal, Natasha; Arora, Sanchit; Behl, Akhil; Grover, Rohini; Khanna, Shashwat; Thomas, Susan (2013-10)
    This paper uses the average of the percentile ranking of three measures of systemic risk { Granger Causality, Marginal Expected Shortfall,and Conditional Value at Risk { to calculate a single systemic risk index (SRI) for ...

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