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Essays in Empirical Macroeconomics

Alex, Dony


This thesis is a collection of three self contained chapters in the area of empirical macroeconomics. Chapter 2 examines the behaviour of the volatility of the structural shocks and the macroeconomic variables in the post-reform period in India in a time-varying framework. A time varying parameters structural vector autoregression with stochastic volatility model is used to investigate the evolving dynamics of the macroeconomy of India in...[Show more]

CollectionsOpen Access Theses
Date published: 2015
Type: Thesis (PhD)


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