Impact of macroeconomic variables on commodity indices in India : an application of ARDL model
| Year of publication: |
2022
|
|---|---|
| Authors: | Garg, Sonia ; Narwal, Karam Pal |
| Published in: |
International journal of management concepts and philosophy : IJMCP. - Genève [u.a.] : Inderscience Enterprises, ISSN 1741-8135, ZDB-ID 2204295-7. - Vol. 15.2022, 1, p. 57-79
|
| Subject: | ARDL | forecast error variance decomposition | iCOMDEX bullion | iCOMDEX composite | iCOMDEX energy | iCOMDEX metal | IIP | impulse response function | index of industrial production | indices | macroeconomic variables | VECM | wholesale price index | WPI | Indien | India | Prognoseverfahren | Forecasting model | Index | Index number | Kointegration | Cointegration | Wirtschaftsindikator | Economic indicator | Indexberechnung | Index construction | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Industrieproduktion | Industrial production |
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