Endogenous Money, Output and Prices in India

Das, Rituparna (2009): Endogenous Money, Output and Prices in India.

Abstract

This paper proposes to quantify the macroeconometric relationships among the variables broad money, lending by banks, price, and output in India using simultaneous equations system keeping in view the issue of endogeneity.

• Item Type: MPRA Paper
• Language: English
• Keywords: Money, Output, Price, WPI, IIP, Credit, Commercial Bank, Endogeneity
• Subjects: C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables > C32 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes ; State Space Models

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