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WORKING PAPER: Analysing monetary policy statements of the Reserve Bank of India

NO : WP-2019-012 Title: Analysing monetary policy statements of the Reserve Bank of India Authors: Aakriti Mathur and Rajeswari Sengupta JEL classification: E52, E58, G12, G14 Keywords: Monetary policy, central bank communication, linguistic complexity, financial markets, textual analysis, natural language processing. Abstract: In this paper we quantitatively analyse monetary policy […]

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List of selected students for VSP 2019

Selected Candidates for Visiting Students Programme 2019 No. Name University 1 Chayan Poddar Indian Institute of Technology,  Guwahati 2 Deepika Santhanakrishnan Gokhale Institute of Politics and Economics 3 Dipti Mishra Indian Institute of Technology, Roorkee 4 Divya Jain South Asian University 5 Ewan Nikhil Thomas University of Hyderabad 6 Himani Agarwal […]

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IGIDR WORKING PAPER:When do regulatory interventions work?

NO : WP-2019-011 AUTHOR : Nidhi Aggarwal, Venkatesh Panchapagesan and Susan Thomas TITLE : When do regulatory interventions work? ABSTRACT : Previous studies find mixed results about how a fee on high order-to-trade (OTR) ratios impacts market quality. Using a natural experiment where such a fee was introduced twice for different reasons, this paper […]

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IGIDR WORKING PAPER:News, Noise and Indian Business Cycle

NO : WP-2019-010 AUTHOR : Ashima Goyal and Abhishek Kumar TITLE : News, Noise and Indian Business Cycle ABSTRACT : New Keynesian Dynamic Stochastic General Equilibrium (DSGE) models with various specifications of technology, markup and interest rate shocks are estimated with Indian data using Kalman filter based pure and Bayesian likelihood […]

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