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Title: | Determinants of India’s Food Grain Production: Evidence from Quantile Autoregressive Distributed Lag Model |
Authors: | Pal, Debdatta Mitra, Subrata K. |
Keywords: | Asymmetric impact;Quantile ARDL;Time Series;Food Grain;India JEL Classification: C22; L66; Q11 |
Issue Date: | 2015 |
Publisher: | Indian Institute of Management, Ahmedabad |
Citation: | Pal, D., Mitra, S. K.. (2015). Determinants of India’s food grain production: Evidence from Quantile Autoregressive Distributed Lag Model. 4th IIMA International Conference on Advanced Data Analysis, Business Analytics and Intelligence. Indian Institute of Management, Ahmedabad |
Series/Report no.: | IC 15;042 |
Abstract: | This study intends to identify the determinants of food grain production in India by employing Quantile Autoregressive Distributed Lag model of Cho et al. (2014). QARDL modelling approach simultaneously captures both the long-run relationship and the associated short-run dynamics across a range of quantiles of the conditional distribution of the dependent variable in a fully parametric setting. The strength of the QARDL model has been shown in the empirical assessment of food grain production using the time series data of rainfall, fertilizer use, and pesticide consumption. It is found that rainfall has an asymmetric impact on food grain production. |
URI: | http://hdl.handle.net/11718/14036 |
Appears in Collections: | 4th IIMA International Conference on Advanced Data Analysis, Business Analytics and Intelligence |
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