List of Abbreviations

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List of Abbreviations

ABM	Agent-Based Model
ADB	Asian Development Bank
AEs	Advanced Economies
AIC	Akaike Information Criterion
AML	Anti-Money Laundering
ARCH	Autoregressive Conditional Heteroskedasticity
ARCH -LM	Autoregressive Conditional Heteroscedasticity-Lagrange Multiplier
ARDL	Autoregressive Distributed Lag
AREAER	Annual Report on Exchange Arrangements and Exchange Restrictions
ARMA	Autoregressive Moving Average
AQR	Asset Quality Review
BIS	Bank for International Settlements
BoE	Bank of England
BoJ	Bank of Japan
BoK	Bank of Korea
BoP	Balance of Payments
BPLR	Benchmark Prime Lending Rate
bps	Basis Points
BSP	Bangko Sentral ng Pilipinas
CABGDP	Current Account Balance to GDP Ratio
CAD	Current Account Deficit
CASA	Current Account and Savings Account
CBDC	Central Bank Digital Currency
CBLO	Collateralized Borrowing and Lending Obligations
CDs	Certificates of Deposit
CFMs	Capital Flow Management Measures
CFT	Combating the Financing of Terrorism
CiC	Currency in Circulation
CPI	Consumer Price Index
CPI-C	Consumer Price Index - Combined
CPI-IW	Consumer Price Index - Industrial Workers
CPs	Commercial Papers
CROMS	Clearcorp Repo Order Matching System
CRR	Cash Reserve Ratio
CRS	Constant Returns to Scale
CSO	Central Statistics Office
DEPR	Department of Economic and Policy Research
DFM	Dynamic Factor Model
DI	Diversity Index
DSGE	Dynamic Stochastic General Equilibrium
DSIM	Department of Statistics and Information Management
DW	Durbin-Watson
DXY	US Dollar Index
EC	Error Correction
ECB	European Central Bank
ECT	Error Correction Term
ELB	Extended Lower Bound
EMDEs	Emerging Market and Developing Economies
EMEs	Emerging Market Economies
ERM	Exchange Rate Mechanism
ERPT	Exchange Rate Pass Through
ERV	Exchange Rate Volatility
EWMA	Exponentially Weighted Moving Average
FAQs	Frequently Asked Questions
FBIL	Financial Benchmarks India Pvt. Ltd.
FDI	Foreign Direct Investment
FinTech	Financial Technology
FIT	Flexible Inflation Targeting
FMOLS	Fully Modified Ordinary Least Squares
FOMC	Federal Open Market Committee
FPAS	Forecasting and Policy Analysis System
FPI	Foreign Portfolio Investment
FRBM	Fiscal Responsibility and Budget Management
FSI	Financial Stress Index
GARCH	Generalised Autoregressive Conditional Heteroscedasticity
GDP	Gross domestic Product
GFC	Global Financial Crisis
GFD	Gross Fiscal Deficit
GMM	Generalized Method of Moments
GNPA	Gross Non-Performing Assets
GOI	Government of India
GSDP	Gross State Domestic Product
G-Secs	Government Securities
GSI	Global Spillover Index
GST	Goods and Services Tax
GVA	Gross Value Added
HFCs	Housing Finance Companies
HNIs	High Net-worth Individuals
HP	Hodrick-Prescott
HQC	Hannan-Quinn Criterion
I- GARCH	Integrated- Generalised Autoregressive Conditional Heteroscedasticity
IBA	Indian Banks’ Association
IBC	Insolvency and Bankruptcy Code
ICOR	Incremental Capital Output Ratio
IDG	Inter-Departmental Group
IE	Inflation Expectations
IESH	Inflation Expectations Survey of Households
IIP	Index of Industrial Production
IMF	International Monetary Fund
INR	Indian Rupee
IRF	Impulse Response Function
IT	Inflation Targeting
KLEMS	Capital, Labour, Energy, Materials and Services
LAF	Liquidity Adjustment Facility
LGD	Loss Given Default
LIBOR	London Inter-Bank Offered Rate
LPG	Liquefied Petroleum Gas
LPR	Lending Prime Rate
LSTR	Logistic Smooth Transition Regression
LTRO	Long-Term Repo Operations
MAE	Mean Absolute Error
MCI	Monetary Conditions Index
MCLR	Marginal Cost of Funds-based Lending Rate
MCMC	Markov Chain Monte Carlo
ME	Mean Errors
MEFS	Medium-Term Expenditure Framework Statement
MFs	Mutual Funds
MIFOR	Mumbai Interbank Forward Outright Rate
MM	Money Multiplier
MoSPI	Ministry of Statistics and Programme Implementation
MPC	Monetary Policy Committee
MPD	Monetary Policy Department
MPR	Monetary Policy Report
MPS	Monetary Policy Strategy
MSE	Micro and Small Enterprise
MSF	Marginal Standing Facility
MSME	Micro, Small and Medium Enterprise
MSPs	Minimum Support Prices
MSS	Market Stabilisation Scheme
MUCSV	Multivariate Unobserved Component Stochastic Volatility
NABARD	National Bank for Agriculture and Rural Development
NAV	Net Asset Value
NBFCs	Non-Banking Finance Companies
NDA	Net Domestic Assets
NDS	Negotiated Dealing System
NDTL	Net Demand and Time Liabilities
NEER	Nominal Effective Exchange Rate
NFA	Net Foreign Assets
NHB	National Housing Bank
NKPC	New Keynesian Phillips Curve
NLLS	Non-Linear Least Squares
NPAs	Non-Performing Assets
NSO	National Statistical Office
OECD	Organisation for Economic Co-operation and Development
OIS	Overnight Indexed Swap
OMOs	Open Market Operations
OTC	Over-the-Counter
PBC	People’s Bank of China
PCA	Prompt Corrective Action
PD	Probability of Default
PLR	Prime Lending Rate
POL	Petroleum, Oil and Lubricants
PR	Policy Rate
PSB	Public Sector Banks
PSE	Public Sector Enterprise
Q1	First Quarter
Q2	Second Quarter
Q3	Third Quarter
Q4	Fourth Quarter
QPM	Quarterly Projection Model
QQE	Quantitative and Qualitative Monetary Easing
RBI	Reserve Bank of India
REER	Real Effective Exchange Rate
RMSE	Root Mean Square Error
RPI	Retail Price Index
RTGS	Real Time Gross Settlement
SAAR	Seasonally Adjusted Annualised Rate
SC	Schwarz Criterion
SCBs	Scheduled Commercial Banks
SD	Standard Deviation
SDF	Standing Deposit Facility
SEBI	Securities and Exchange Board of India
SIDBI	Small Industries Development Bank of India
SLR	Statutory Liquidity Ratio
SMEs	Small and Medium Enterprises
SPDs	Standalone Primary Dealers
SPF	Survey of Professional Forecasters
SVAR	Structural Vector Autoregression
TA	Technical Assistance
T-Bills	Treasury bills
TFP	Total Factor Productivity
TLTRO	Targeted Long-Term Repo Operations
ToT	Terms of Trade
TREPS	Triparty Repo Dealing System
TVAR	Threshold Vector Autoregression
TVP-VAR	Time-Varying Parameter Vector Autoregression
UCSV	Unobserved Component Stochastic Volatility
UIP	Uncovered Interest Rate Parity
UK	United Kingdom
UMP	Unconventional Monetary Policy
US	United States
USD	US Dollar
VAR	Vector Autoregression
VAT	Value Added Tax
VIX	Volatility Index
WACR	Weighted Average Call Money Rate
WADTDR	Weighted Average Domestic Term Deposit Rate
WALR	Weighted Average Lending Rate
WPI	Wholesale Price Index
WPS	Working Paper Series