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    • Essays on inflation expectations 

      Singh, Gaurav Kumar (Indian Institute of Management Ahmedabad, 2020)
      “Expectations about macroeconomic variables play an important role in economic theory and policy-making. Household inflation expectations are key to understanding household consumption and investment decisions, and hence ...
    • Three essays on interest rate modeling 

      Kumar, Sudarshan (Indian Institute of Management Ahmedabad, 2020)
      This dissertation presents three essays that explore and propose methodological modifications to adapt yield curve modeling to the context of emerging markets using data from Indian bond markets. While no arbitrage affine ...