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.

Weitere Informationen

Titel

Journal of Quantitative Economics

Verlag

Springer India

Abdeckung

Jahrgang 13/2015 - Jahrgang 16/2018

Print ISSN

0971-1554

Elektronische ISSN

2364-1045

Zeitschriften-ID

40953