A causal investigation of aggregate output fluctuations in India

This article is an attempt to understand the causal factors behind fluctuations in aggregate output. We find an absence of bidirectional causality between the gross domestic product residual and the gross domestic capital formation residual as well as between the GDP residual and the residual of the combined expenditures of the central and state governments, while the causality between the balance of trade residual and GDP residual is weakly unidirectional.

MoreLess

Year of publication:	2006-09-23
Authors:	Gopalan, Sasidaran
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Business Cycles \| Hodrick-Prescott filter \| Granger Causality

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	E32 - Business Fluctuations; Cycles ; B22 - Macroeconomics ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009283797