Inter-Relationship of Major Sectors of Indian Economy: Co-Integration and Granger Causality Analysis

Year: 2018 | Month: March | Volume 63 | Issue 1

References (8)

1.Anonymous (b), 2017, Economic Survey Report government of India ministry of finance department of economic affairs economic division, pp. 1-277.

View at Google Scholar

2.Anonymous, 2017, Reserve Bank of India report, Government of India ministry of finance., pp. 1-355.

View at Google Scholar

3.Fayaz Ahmad Beag. and Naresh Singla, 2014. Co-integration, causality and impulse response analysis in major apple markets of India, Agricultural Economics Research Review, 27(2): 289-298

View at Google Scholar

4.Ghafoor, A., Mustafa, K., Mushtaq, K. and Abedulla, 2008. Co-integration and causality: An application to major mango markets in Pakistan. Lahore Journal of Economics, 14(1): 85-113.

View at Google Scholar

5.Ghosh, M. 2009. Spatial integration of wheat markets in India: Evidence from co-integration tests. Oxford Development Studies, 31(2): 159-171

View at Google Scholar

6.Granger, C.W.J. 1969. Investigating causal relations by econometric models and cross-spectral methods. Econometrica, 37(3): 424-38.

View at Google Scholar

7.Gujarati, D. 2010. Econometrics by Example. Macmillan Publishers, London.

View at Google Scholar

8.Hjalmarsson, E. and Osterholm, P. 2010. Testing for cointegration using the Johansen methodology when variables are near-integrated. Empirical Economics, 39(1): 51-76.

View at Google Scholar

Original Article

Inter-Relationship of Major Sectors of Indian Economy: Co-Integration and Granger Causality Analysis

Year: 2018 | Month: March | Volume 63 | Issue 1

Links