Theoretical and Applied Economics
No. 2 / 2022 (631), Summer
Normative analysis of the impact of Covid-19 on prominent sectors of Indian economy by using ARCH Model
Davangere University, India
K.B. RANGAPPA
Davangere University, India
S. SUCHITRA
Davangere University, India
Abstract. Covid-19 has adversely affected all the nations and all the sectors of all nations. However, the effect of the same on all the sectors of the economy need not be uniform. Moreover, the severity of impact need not be the same across consequent waves. Knowing the severity of the impact across the waves as well as across the time periods shall be quite useful for the purpose of policy formulation. ARCH modelling helps us to gauge the intensity of shocks sustained across the sectors through heteroscedasticity which can be read as a proxy for shock. To understand the severity of shock across the sectors, the share value of the prominent companies across the sectors have been taken as a proxy for their performance. Evaluating the severity of shocks across the sectors shall help the government to note which sector needs greater support so as to create conducive fiscal and monetary initiatives to enable the economy to achieve the state of normality. This paper is designed to bridge the aforementioned research gap.
Contents
International banking, crises and strategic interests
The importance of demand, uncertainty and monetary policy shocks from the euro area for the Romanian economy
Fiscal consolidation and public debt in the European Union: Reevaluating the relationship
Measuring the impact of philanthropy on small businesses: A case study of small business in Israel
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Poverty in Romania: an analysis at regional level
The past, the present and the prospective future of efficient market hypothesis: a theoretical and empirical investigation of international stock markets
Casual nexus between economic growth, FDI and employment: An inquiry into BRICS and ASEAN
A comparative analysis of export-led and domestic demand-led growth hypotheses in BRICS economies
Reinsurance – an efficient solution of catastrophe risk transfer for the housing stock of Romania
Normative analysis of the impact of Covid-19 on prominent sectors of Indian economy by using ARCH Model
Linear and nonlinear effect of exchange rate on inflation in Pakistan
Assessing the performance of mutual funds
Model for estimating the profitability of placing asset portfolios on the capital market