Working Papers - ಆರ್ಬಿಐ - Reserve Bank of India
Working Papers
ಆಗ 14, 2015
RBI WPS (DEPR): 03/2015: Inter-sectoral Linkages in the Indian Economy
Press Release RBI Working Paper Series No. 03 Inter-sectoral Linkages in the Indian Economy @Rajib Das, Binod B. Bhoi, Pankaj Kumar and Krittika Banerjee Abstract 1The paper develops a series of structural equations outlining relations within and across sectors of the macro-economy in India. The economy is conceived as a network of five sectors, the output (GDP and its components), prices (WPI and its components), monetary (money supply and interest rates), governme
ಆಗ 10, 2015
RBI WPS (DEPR): 02/2015: Public Debt Management in India and Related Issues
Press Release RBI Working Paper Series No. 02 Public Debt Management in India and Related Issues @L. Lakshmanan & R. Kausaliya Abstract *The public debt management in India has clearly traversed from a passive system to a market driven process with developed institutions, instruments, widespread investors, intermediaries for market making and efficient market infrastructure. Towards the PDM objective of minimising the cost of borrowing over the medium to longer t
ಜೂನ್ 11, 2015
RBI WPS (DEPR): 01/2015: Estimating Sacrifice Ratio for Indian Economy - A Time Varying Perspective
Press Release RBI Working Paper Series No. 01 Estimating Sacrifice Ratio for Indian Economy – A Time Varying Perspective @Pratik Mitra, Dipankar Biswas and Anirban Sanyal Abstract *This paper estimates sacrifice ratios for the post liberalization period for India. ‘Sacrifice Ratio’ is defined as the loss of output sustained by the economy to achieve reduction in the long-run inflation by one percentage point. Deriving sacrifice ratio by estimating Aggregate Supply Cur
ಡಿಸೆಂ 26, 2014
RBI WPS (DEPR): 11/2014: Forecasting Major Macroeconomic Variables in India - Performance Comparison of Linear, Non-linear Models and Forecast Combinations
Press Release RBI Working Paper Series No. 11 Forecasting Major Macroeconomic Variables in India – Performance Comparison of Linear, Non-linear Models and Forecast Combinations @Anirban Sanyal and Indrajit Roy Abstract 1 This paper adopts linear, non-linear time series models along with forecast combination (of linear and non-linear) for forecasting major macroeconomic variables (Monthly series of Index of Industrial production –IIP and quarterly series of GDP) in res
ಅಕ್ಟೋ 13, 2014
RBI WPS (DEPR): 10/2014: Analytics of Food Inflation in India
Press Release RBI Working Paper Series No. 10 Analytics of Food Inflation in India @Thangzason Sonna, Dr. Himanshu Joshi, Alice Sebastian and Upasana Sharma Abstract *Food inflation in India has remained stubborn in recent years. A number of proximate factors such as increasing demand particularly arising from higher rural wages, rising agricultural cost of production, changing consumption pattern favoring protein items, increases in minimum support prices (MSPs) and
ಸೆಪ್ಟೆಂ 24, 2014
RBI WPS (DEPR): 09/2014: Business Cycles Approach to Dynamic Provisioning: An Indian Case Study
Press Release RBI Working Paper Series No. 09 Business Cycles Approach to Dynamic Provisioning: An Indian Case Study @Tulasi Gopinath and Thangjam Rajeshwar Singh Abstract There is a broad consensus in the literature that the financial system is procyclical in nature. The procyclicality of the financial system accentuates the phases of booms and busts of the business cycle with severe spillover implications for the real economy. In the wake of the recent global financ
ಆಗ 28, 2014
RBI WPS (DEPR): 08/2014: A Financial Conditions Index for India
Press Release RBI Working Paper Series No. 08 A Financial Conditions Index for India @Anand Shankar 1Financial market variables contain information about the future state of the economy. Changes in financial variables often translate into changes in the real economy. Very often financial variables send contradictory signals to economic agents. Further, acute information asymmetry exists in financial markets especially around trigger events during times of crises. Brea
ಜುಲೈ 18, 2014
RBI WPS (DEPR): 07/2014: Debt Sustainability at the State Level in India
Press Release RBI Working Paper Series No. 07 Debt Sustainability at the State Level in India@Balbir Kaur, Atri Mukherjee, Neeraj Kumar and Anand Prakash Ekka Abstract *The debt position of the state governments in India, which deteriorated sharply between 1997-98 and 2003-04, has witnessed significant improvement since 2004-05, reflecting the impact of both favourable macroeconomic conditions and policy efforts by the Central and state governments. The debt sustainab
ಜೂನ್ 24, 2014
RBI WPS (DEPR): 06/2014: Estimating Employment Elasticity of Growth for the Indian Economy
Press Release RBI Working Paper Series No. 06 Estimating Employment Elasticity of Growth for the Indian Economy@Sangita Misra and Anoop K Suresh Abstract 1This paper provides updated estimates on employment elasticity - both aggregate as well as sector specific - using a variety of approaches. The aggregate employment elasticity estimates for India have declined over the decades and vary from 0.18 (arc elasticity) to 0.20 (point elasticity) during the post reform per
ಮೇ 15, 2014
RBI WPS (DEPR): 05/2014: Impact of Real Exchange Rate Volatility on Use-Based Industrial Production in India
Press Release RBI Working Paper Series No. 5 Impact of Real Exchange Rate Volatility on Use-Based Industrial Production in India @Alice Sebastian, Upasana Sharma, Thangzason Sonna and Dr. Himanshu Joshi Abstract 1Theoretically, it is assumed that exchange rate volatility increases risk and hence dampens economic activity through well identified channels. Internationally, there have been empirical evidences in this regard that lent support to the adverse effect of exch
ಪೇಜ್ ಕೊನೆಯದಾಗಿ ಅಪ್ಡೇಟ್ ಆದ ದಿನಾಂಕ: ಮೇ 06, 2024