2 results for “E32”

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Research ArticleOpen accessIn the keywordsStock Return, Growth and Inflation in India: Analysis of Stochastic Seasonality, Impulse Response and Multivariate GARCHPanchanan DasThis study analyses the empirical interdependence among asset returns, industrial growth and inflation after controlling for interest rate by considering stochastic seasonality and conditional volatility with monthly time series in India. The HEGY unit root test suggests that industrial growth and inflation experience only stochastic trend and no persistent stochastic behaviour at any other seasonal frequencies, while stock return follows … …American Journal of Applied Sciences, Vol. 18, Issue 1 · 3 May 2021 · 7,344 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsEstimation and Analysis of Output Gap: An Application of Structural Vector Autoregression and Hodrick-Prescott-FmethodsSaeed Dehghan Khavari, Seyed Hossein MirjaliliIn this study we examined output gap in the Iranian economy. The main question of the study is that how much is seasonal output gap in Iranian Economy and which factor affects gap variation. The other question is that whether using HP-F as a statistical based method for estimating output gap, provide different result than using SVAR as theory based … …American Journal of Economics and Business Administration, Vol. 4, Issue 3 · 27 Aug 2012 · 7,896 accessesView PDF Cite