Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Kushal Banik Chowdhury"'
Publikováno v:
International Econometric Review, Vol 14, Iss 3, Pp 72-96 (2022)
In this paper, we have considered three important variables concerning COVID-19 viz., (i) the number of daily new cases, (ii) the number of daily total cases, and (iii) the number of daily deaths, and proposed a modelling procedure, so that the nat
Externí odkaz:
https://doaj.org/article/861040ab043a4b448dcbc4d4390d5b2e
The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH Model
Publikováno v:
International Econometric Review, Vol 7, Iss 1, Pp 34-50 (2015)
This paper studies the impact of inflation on inflation uncertainty in a modelling framework where both the conditional mean and conditional variance of inflation are regime specific, and the GARCH model for inflation uncertainty is extended by inc
Externí odkaz:
https://doaj.org/article/f125164e414741cb85fac5963f54c8cb
Publikováno v:
International Econometric Review, Vol 6, Iss 1, Pp 1-23 (2014)
The boom-bust cycle in U.S. house prices has been a fundamental determinant of the recent financial crisis leading up to the Great Recession. The risky financial innovations in the housing market prior to the recent crisis fueled the speculative ho
Externí odkaz:
https://doaj.org/article/6793579b9713449583863ccb8e292c6e
Publikováno v:
International Econometric Review. 14:72-96
In this paper, we have considered three important variables concerning COVID-19 viz., (i) the number of daily new cases, (ii) the number of daily total cases, and (iii) the number of daily deaths, and proposed a modelling procedure, so that the natur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::658310a909695014f501574566840a74
https://doi.org/10.33818/ier.889467
https://doi.org/10.33818/ier.889467
Publikováno v:
Environmental Modeling & Assessment. 28:29-37
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2b34fefd6e78743910444fc18b792b52
https://doi.org/10.1007/s10666-022-09872-z
https://doi.org/10.1007/s10666-022-09872-z
Autor:
Kushal Banik Chowdhury, Bhavesh Garg
Publikováno v:
Finance Research Letters. 54:103726
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2e7630808ac6ec08a3d3e86113dde6ed
https://doi.org/10.1016/j.frl.2023.103726
https://doi.org/10.1016/j.frl.2023.103726
Publikováno v:
Bulletin of Economic Research. 73:469-493
This study examines the relationships between inflation, output growth and their uncertainties for India over the period from 1971 to 2015. The paper extends the existing empirical literature by employing a regime switching model to understand the dy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cc76a21609f502c2d12dd157ce4f9341
https://doi.org/10.1111/boer.12260
https://doi.org/10.1111/boer.12260
Autor:
Kushal Banik Chowdhury, Bhavesh Garg
Publikováno v:
Economic analysis and policy. 76
This paper extends the existing empirical literature by investigating whether the COVID-19 crisis has strengthened the dynamic relationships between oil price and exchange rate. We find significant breaks in the relationships wherein a common break i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::27e363532407a5a8a3ca81281e843abc
https://pubmed.ncbi.nlm.nih.gov/36059573
https://pubmed.ncbi.nlm.nih.gov/36059573
Publikováno v:
Bulletin of Economic Research. 71:257-282
This paper studies the impact of output growth on output growth uncertainty by considering two important issues hitherto not properly and adequately addressed to in the existing empirical studies specifying this relationship. These are: (i) the possi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2414d4f068ed040f6e95bfcd5e9b2174
https://doi.org/10.1111/boer.12158
https://doi.org/10.1111/boer.12158
Publikováno v:
Scottish Journal of Political Economy. 65:390-413
Employing a bivariate regime switching model, this paper attempts to examine the regime‐dependent effects of inflation uncertainty and output growth uncertainty on inflation and output growth. Using monthly data of the United Kingdom and the United
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f33c0ecf317a642c610bb3f1675be61b
https://doi.org/10.1111/sjpe.12168
https://doi.org/10.1111/sjpe.12168