Econometrics, Cointegration, Macroeconomics, Financial economics and Unit root are his primary areas of study. His work carried out in the field of Econometrics brings together such families of science as Oil price and Variables. His Cointegration research is multidisciplinary, incorporating perspectives in Short run, Applied economics, Income elasticity of demand, Development economics and Granger causality.
The Gross domestic product and Consumption research he does as part of his general Macroeconomics study is frequently linked to other disciplines of science, such as Nexus, therefore creating a link between diverse domains of science. His Financial economics study combines topics from a wide range of disciplines, such as Predictability and Cost price. Paresh Kumar Narayan has included themes like Null hypothesis, Structural break, Per capita and Unit root test in his Unit root study.
Paresh Kumar Narayan mainly focuses on Econometrics, Cointegration, Monetary economics, Unit root and Financial economics. In his study, which falls under the umbrella issue of Econometrics, Heteroscedasticity is strongly linked to Predictability. His Cointegration study incorporates themes from Distributed lag, Macroeconomics, Real gross domestic product, Short run and Granger causality.
The various areas that Paresh Kumar Narayan examines in his Monetary economics study include Stock exchange and Investment. The concepts of his Unit root study are interwoven with issues in Efficient-market hypothesis, Tourism, Unit root test, Autoregressive conditional heteroskedasticity and Null hypothesis. His Financial economics research includes themes of Stock market and Business economics.
Paresh Kumar Narayan mostly deals with Financial economics, Econometrics, Predictability, Monetary economics and Trading strategy. He interconnects Mid price, Cost price and Business economics in the investigation of issues within Financial economics. His Econometrics study frequently links to other fields, such as Predictive regression.
His biological study spans a wide range of topics, including Quality, Endogeneity, Estimator, Stock market and Stock return. His research investigates the link between Monetary economics and topics such as Robustness that cross with problems in Financial crisis. Within one scientific family, Paresh Kumar Narayan focuses on topics pertaining to Commodity under Vector autoregression, and may sometimes address concerns connected to Cointegration.
The scientist’s investigation covers issues in Financial economics, Predictability, Econometrics, Business economics and Monetary economics. The study incorporates disciplines such as Financial system and Cost price in addition to Financial economics. The Predictability study combines topics in areas such as Salient, Panel data, Heteroscedasticity, Futures market and Stock return.
His Panel data research integrates issues from Income distribution, Kuznets curve and Macroeconomics. His work in Volatility and Unit root is related to Econometrics. His work in the fields of Oil price, Exchange rate and Oil market overlaps with other areas such as Literature survey.
This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.
The saving and investment nexus for China : evidence from cointegration tests
Paresh Kumar Narayan.
Applied Economics (2005)
Energy consumption and real GDP in G7 countries: New evidence from panel cointegration with structural breaks
Paresh Kumar Narayan;Russell Leigh Smyth.
Energy Economics (2008)
Carbon dioxide emissions and economic growth: Panel data evidence from developing countries
Paresh Kumar Narayan;Paresh Kumar Narayan;Seema Narayan;Seema Narayan.
Energy Policy (2010)
Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests
Paresh Kumar Narayan;Russell Leigh Smyth.
Energy Policy (2005)
Reformulating Critical Values for the Bounds F- statistics Approach to Cointegration: An Application to the Tourism Demand Model for Fiji
Paresh Kumar Narayan.
(2004)
A new unit root test with two structural breaks in level and slope at unknown time
Paresh Kumar Narayan;Stephan Popp.
Journal of Applied Statistics (2010)
Multivariate granger causality between electricity consumption, exports and GDP : Evidence from a panel of Middle Eastern countries
Paresh Kumar Narayan;Paresh Kumar Narayan;Russell Leigh Smyth;Russell Leigh Smyth.
Energy Policy (2009)
Modelling the impact of oil prices on Vietnam’s stock prices
Paresh Kumar Narayan;Seema Narayan.
Applied Energy (2010)
New evidence on oil price and firm returns
Paresh Kumar Narayan;Susan Sunila Sharma.
Journal of Banking and Finance (2011)
Electricity consumption–real GDP causality nexus: Evidence from a bootstrapped causality test for 30 OECD countries
Paresh Kumar Narayan;Arti Prasad.
Energy Policy (2008)
Monash University
RMIT University
Deakin University
University of Pretoria
Universiti Sains Malaysia
Profile was last updated on December 6th, 2021.
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