The ``REtrieval from MIxed Sampling'' (REMIS) approach based on blocking developed in Anderson et al. (2016) is concerned with retrieving an underlying high frequency model from mixed frequency observations. In this paper we investigate parameter-identifiability in the Johansen (1995) vector...

There has been a monotonic increase in research investigating the performance of commercial banks across the globe. This is a recognition that the banking industry has a significant contribution to the service sector and national output. This paper examined the existence of the structure-conduct...

One of the major concerns in todays’ world of economic finance, especially investments in asset classes like stocks and bonds, is whether the returns on these asset classes are linear or non-linear. To test the linearity behaviour, this paper employs the Granger causality test (Granger, 1969)...

We propose a bounds testing procedure (BTP) with a battery of tests for the existence of a non-degenerate co-integrating relationship in levels, for long panels. It is a natural extension to panel data of the respective approach in time series as described by Pesaran, Shin and Smith (2001) and...

This paper attempts to estimate long-run forecasting of Indian GDP for the post-COVID period using the factor error correction model (FECM). The model builds on a dynamic factor model that directly and indirectly captures many dimensions affecting the cycles of a macro variable. The availability...