Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/14036
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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