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Browsing Working Papers by Author "Ghosh, Taniya"

Browsing Working Papers by Author "Ghosh, Taniya"

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  • Oil price, exchange rate and the Indian macro economy 
    Ghosh, Taniya (2016-05-16)
    The general discussions on the Indian macro economy have centered on two things in the recent past: how will the economy be impacted by falling value (depreciation) of rupee and the effects of falling world oil prices. ...
  • Reassessing exchange rate overshooting in a monetary framework 
    Bhadury, Soumya Suvra; Ghosh, Taniya (2015-06)
    Money overtime has been deemphasized from most of the macroeconometric models of exchange rate making interest rate 'alone' the monetary policy instrument. One such model is Bjornland's (1999) Journal of International ...
  • 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 ...

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