Browsing Research Articles (Economics) by Subject "Error correction models"

Browsing Research Articles (Economics) by Subject "Error correction models"

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  • The macro-economic reform and the demand for money in India 
    Dasgupta, Basab; Gupta, Rangan (Clute Institute for Academic Research, 2011-10)
    This paper is an attempt to estimate the short-run and long-run money demand functions in India during the 90’s. The paper tries to closely follow the methodologies laid down in Chow (1966), Hendry (1980), Rose (1985) and ...
  • Time aggregation and the contradictions with causal relationships : can economic theory come to the rescue? 
    Gupta, Rangan; Komen, Kibii (Bureau for Economic Research and the Graduate School of Business, University of Stellenbosch, 2009)
    The literature on causality takes contradictory stands on the direction of causal relationships based on whether one uses temporally aggregated or systematically sampled data. As an example, using the relationship between ...