Econometrics Commons^™

Multivariate Quantile Autoregression-Mixed Data Sampling (Mvqar-Midas) Modeling Of Cost Of Living And Supply Chain Dynamics In Canada., Patrick Gbolonyo

Theses and Dissertations (Comprehensive)

In recent years, the rising cost of living as a result of persistent inflationary pressures, disruptions in the global supply chains, and changes in the macroeconomic landscape has become a critical topic of discussion. To address this, we move beyond a mean-based framework and employ a quantile regression approach. This allows the persistence of each series and the transmis- sion of shocks between the Consumer Price Index (CPI) (the total CPI which is a percentage change over the past 12 months), the Interest Rate (IR)(the target for the overnight rate), the New Housing Price Index (NHPI), and high-frequency supply chain …

Entropic Foundation Of Finance And Physics: Securities Price Dynamics And Quantum Theory, Mohammad Abedi

Electronic Theses & Dissertations (2024 - present)

In many scientific and financial contexts, we must reason and make predictions under conditions of incomplete information. This dissertation develops Entropic Dynamics (ED) as a unified framework for deriving dynamical laws directly from principles of inference. Within this approach, probability distributions represent states of knowledge, and their evolution is determined through entropy maximization subject to relevant constraints. This leads to a novel concept of entropic time and a formulation of dynamics as an inferential process. In this talk, I will present how ED provides a common foundation across multiple domains. In physics, quantum dynamics for particles and scalar fields in …

Essays On Indian Inflation Targeting, Dipankar Biswas

Electronic Theses & Dissertations (2024 - present)

This dissertation explores the efficacy and impact of inflation targeting as the monetary policy framework with a specific focus on India after its formal adoption of the inflation-targeting framework in 2016.

The first chapter focuses on the history of monetary policy framework in India. It discusses, in detail, the different monetary policy frameworks, namely Credit Planning, Flexible Monetary-Targeting, and Multiple-Indicator approaches, adopted by the Reserve Bank of India (RBI) (i.e., the monetary authority of the country), before arriving at the adoption of the inflation-targeting framework. The monetary policy transmission process in India during the different global turmoil segments of the …