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Journal of Quantitative Economics

Journal of Quantitative Economics OnlineFirst articles

07.12.2018 | Original Article

Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries

This paper considers the application of copula models to study the shifts in extremal economic dependence of the Eastern European countries, i.e., Ukraine and its neighbouring countries, from 1969 to 2014. Extremal economic dependence is analysed …

05.12.2018 | Original Article

Some Basic Issues in Time Series Modelling

Modern time series analysis has been primarily concerned with an understanding (description and prediction) of time varying behaviour of economic phenomenon. However, the patterns of time varying behaviour have not remained the same over the …

05.12.2018 | Original Article

Analysing the spillover of inflation in selected Euro-area countries

We examined the spillover of inflation in selected Euro-area countries using monthly consumer price index (CPI) based inflation data covering the period 1955M1 to 2017M4. To achieve our objective, we used two recently developed methods of …

14.11.2018 | Policy Perspectives

Some Economics of Fertiliser Subsidy

The paper discusses the nature of distortionary and counter-productive effects of and the deadweight losses due to fertilizer subsidy with special reference to the system adopted with effect from 1st April, 2010. The Economic Survey 2015–2016 …

01.11.2018 | Notes and Short Article

The Inefficiency of Litecoin: A Dynamic Analysis

We analyze the informational efficiency of Litecoin using computationally efficient and robust estimators of long-range dependence for a sample period spanning over April 28, 2013 to November 27, 2017. We show evidence of market inefficiency.

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Über diese Zeitschrift

The Journal of Quantitative Economics was established in 1983 as the official journal of The Indian Econometric Society (TIES) to promote research in the broad areas of Econometrics and Mathematical Economics. From the inception, the journal has had several illustrious scholars such as Kaushik Basu, K.L. Krishna, A.L. Nagar, C.R. Rao, Amartya Sen, T.N. Srinivasan on its editorial board. The journal continues to provide a forum for economists, mathematicians and statisticians to publish quantitative papers in all subfields of Economics, with a special focus on less developed countries.

JQEC covers economic theory and theoretical and applied econometrics, with special focus on quantitative applications to less developed countries. It publishes quantitative papers with basic or applied research orientation in all sub-fields of economics that employ rigorous theoretical, empirical and experimental methods. The journal also encourages short papers and review articles and in particular innovative and fundamental papers that focus on various facets of economics of the emerging market and developing economies. With the help of an international editorial board and carefully selected referees, it aims to minimize the time taken to complete the review process while preserving the quality of the articles published.

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