Institution
Indira Gandhi Institute of Development Research
Facility•Mumbai, Maharashtra, India•
About: Indira Gandhi Institute of Development Research is a facility organization based out in Mumbai, Maharashtra, India. It is known for research contribution in the topics: Monetary policy & Inflation. The organization has 307 authors who have published 1021 publications receiving 18848 citations.
Topics: Monetary policy, Inflation, Interest rate, Poverty, Emerging markets
Papers published on a yearly basis
Papers
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TL;DR: In this article, the effects of world uncertainty on the level of domestic credit growth rate and the role of macro-prudential policies (Mapps) in mitigating these effects in a panel of 33 countries under different exchange rate regimes were analyzed.
4 citations
TL;DR: In this paper, different organizational forms within a single framework were studied and the profit functions were derived and an extension of Hotelling's Lemma proved that in the absence of the control loss problems flowing form the unobservability of agent effort levels, the U-form will be superior to the M-form.
Abstract: This paper studies different organizational forms within a single framework. The U-form is modelled as a two-round communication game between a principal and agents with unobservable efforts and adverse selection problems. The M-form is modelled by considering a one-round communication game with pure adverse selection. Feasible and optimal mechanisms are characterized. The profit functions are derived and an extension of Hotelling's Lemma proved. In the absence of the control loss problems flowing form the unobservability of agent effort levels, the U-form will be superior to the M-form. Both forms will be superior to the Corrupted M-form.
4 citations
TL;DR: In this paper, the authors analyze Nash equilibrium in a competitive setting with tax and public investment between symmetric regions and show that given the opposite strategic nature of tax (strategic complement), public investment and strategic substitute, there is possibility of multiple equilibria.
4 citations
TL;DR: In this paper, the authors deal with dimensions of labour market inequalities and policies for reducing these inequalities and find that the problem of inequality can be found across sectors, wages and earnings, quality of...
Abstract: This article deals with dimensions of labour market inequalities and policies for reducing these inequalities. The problem of inequality can be found across sectors, wages and earnings, quality of ...
4 citations
TL;DR: In this article, the authors investigated the relationship between serial correlation in liquidity which is measured by impact cost from limit order book datasets, rate of information flow and trading activity and found that persistence of impact cost is negatively related with the information flow, and positively affected by trading activity.
Abstract: This paper investigates the relationship between serial correlation in liquidity which is measured by impact cost from limit order book datasets, rate of information flow and trading activity. Hourly absolute return acts as the rate of information flow whereas hourly mean trade duration and hourly mean rupees traded volume are measures for trading activity. The paper finds that persistence of impact cost is negatively related with the information flow and positively affected by trading activity. We document the empirical evidence that trading period which is characterised by high volatility and high mean rupees traded volume has a negative impact on the persistence of liquidity. We provide the support for the hypothesis that liquidity of one side of limit order book leads to the other side. Finally, the paper shows that time series model of impact cost performs better than the naive model in a one step ahead prediction.
4 citations
Authors
Showing all 320 results
| Name | H-index | Papers | Citations |
|---|---|---|---|
| Seema Sharma | 129 | 1565 | 85446 |
| S.G. Deshmukh | 56 | 183 | 11566 |
| Rangan Banerjee | 48 | 289 | 8882 |
| Kankar Bhattacharya | 46 | 217 | 8205 |
| Ramakrishnan Ramanathan | 43 | 130 | 6938 |
| Satya R. Chakravarty | 34 | 144 | 5322 |
| Kunal Sen | 33 | 251 | 3820 |
| Raghbendra Jha | 31 | 335 | 3396 |
| Jyoti K. Parikh | 31 | 110 | 3518 |
| Sajal Ghosh | 30 | 72 | 7161 |
| Tirthankar Roy | 25 | 180 | 2618 |
| B. Sudhakara Reddy | 24 | 75 | 1892 |
| Vinish Kathuria | 23 | 96 | 1991 |
| P. Balachandra | 22 | 65 | 2514 |
| Kaivan Munshi | 22 | 62 | 5402 |