ISSN: 2349-5162 | Impact Factor: 5.87

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Published in:

Volume 5 Issue 10
October-2018
eISSN: 2349-5162

Unique Identifier

JETIRG006015

Page Number

109-119

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Title

Time Series Analysis of Inflation and RBI Policy Rates

ISSN

2349-5162

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"Time Series Analysis of Inflation and RBI Policy Rates", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.5, Issue 10, page no.109-119, October-2018, Available :http://www.jetir.org/papers/JETIRG006015.pdf

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Abstract

This paper examines the relationship between inflation and RBI rate policies during normal period and bank crisis period. For this, the paper has taken WPI’s (Whole Sale Price Index) as inflation rate and under RBI rate policies bank rate, CRR, SLR rates has taken for the period of 1991 to 2017. Empirical evidence obtained from time series regression model, the model accuracy tested by Co-integration and Error Correction Models using for the period of annual data from RBI. The result shows that, the model is good fitted for data and it considered as good regression model.Bank_ rate, CRR and SLR have significant influences on inflation during normal period as well as crisis period. The trace statistical test Eigen value of co-integration and ECM model proves that all variables have long run relationship with each other.

Key Words

Inflation, RBI Rate Policies, co-integration, CRR, SLR, Monetary Policies.

Cite This Article

"Time Series Analysis of Inflation and RBI Policy Rates", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.5, Issue 10, page no. pp109-119, October-2018, Available at : http://www.jetir.org/papers/JETIRG006015.pdf

Publication Details

Published Paper ID: JETIRG006015
Registration ID: 189010
Published In: Volume 5 | Issue 10 | Year October-2018
DOI (Digital Object Identifier):
Page No: 109-119
ISSN Number: 2349-5162

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(Volume 5 | Issue 10 | October 2018 |Impact factor 5.87)

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Cite This Article

"Time Series Analysis of Inflation and RBI Policy Rates", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.5, Issue 10, page no. pp109-119, October-2018, Available at : http://www.jetir.org/papers/JETIRG006015.pdf

Important Dates Related to Publication Procedure:
  • » Paper Submission Till: 29 October 2018.
  • » UGC and ISSN Approved Journal
  • » Review (Acceptance/Rejection) Notification: Within 02-04 Days.
  • » Paper Publish:Within 02-07 Days after submitting the all documents.
  • » Frequency: Monthly (12 issue Annually)
  • » Journal Type : Open Access
  • »Indexing In Google Scholar, ResearcherID Thomson Reuters, Mendeley : reference manager, Academia.edu, arXiv.org, Research Gate, CiteSeerX, DocStoc, ISSUU, Scribd, and many more | High Impact Factor: 5.87 Digital object identifier (DOI) and Hard Copy of certificate Provided.
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Impact factor: 5.87