Journal ArticleDOI
Understanding the Behaviour of Capital Flow and its Components: The Indian Experience:
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In this paper, the authors analyzed the behavior of net total capital inflow and its components since the introduction of liberalisation in India in 1991 and revealed that capital flow reveals that c...Abstract:
The article analyses the behaviour of net total capital inflow and its components since the introduction of liberalisation in India in 1991. An introspective analysis of capital flow reveals that c...read more
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Book ChapterDOI
PCY, Foreign Aid and FDI: A Test of Complementarity
TL;DR: In this article , the relative effectiveness significance of debt and non-debt creating capital in India was examined and two empirical models were used to test the long-run relationship between private capital and official capital.
References
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Journal ArticleDOI
Postwar U.S. Business Cycles: An Empirical Investigation
TL;DR: In this article, a procedure for representing a times series as the sum of a smoothly varying trend component and a cyclical component is proposed, and the nature of the comovements of the cyclical components of a variety of macroeconomic time series is documented.
Journal ArticleDOI
Estimating and testing linear models with multiple structural changes
Jushan Bai,Pierre Perron +1 more
TL;DR: In this article, the authors developed the statistical theory for testing and estimating multiple change points in regression models, and several test statistics were proposed to determine the existence as well as the number of change points.
Journal ArticleDOI
Tests for Parameter Instability and Structural Change with Unknown Change Point.
TL;DR: In this article, the authors considered tests for parameter instability and structural change with unknown change point, and the results apply to a wide class of parametric models that are suitable for estimation by generalized method of moments procedures.
Journal ArticleDOI
Computation and analysis of multiple structural change models
Jushan Bai,Pierre Perron +1 more
TL;DR: In this paper, the problem of estimating the break dates and the number of breaks in a linear model with multiple structural changes has been considered and an efficient algorithm based on the principle of dynamic programming has been proposed.
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