Concepedia

Ajay Shah

AS

Statistics

Publications

43

Citations

1.3K

H-Index

19

Active since

1998

Affiliations

National Institute of Public Finance and Policy(Current)

International Monetary Fund

Indira Gandhi Institute of Development Research

Ajay Shah is an author at National Institute of Public Finance and Policy specializing in economics, international economics, and social sciences.

Publications per year

1998–2024

43

Publications

43

Selection of Value‐at‐Risk models

Mandira Sarma, Susan Thomas, Ajay Shah · Journal of Forecasting · 2003 · 192 citations

Business, Economics, Finance +17

Testing, monitoring, and dating structural changes in exchange rate regimes

Achim Zeileis, Ajay Shah, Ila Patnaik · Computational Statistics & Data Analysis · 2009 · 137 citations

Social Sciences, Economics, Finance +14

An exchange market pressure measure for cross country analysis

Ila Patnaik, Joshua Felman, Ajay Shah · Journal of International Money and Finance · 2017 · 72 citations · Full text

Business, Economics, Finance +14

Monetary Policy Transmission in an Emerging Market Setting

Ila Patnaik, Ajay Shah, Rudrani Bhattacharya · IMF Working Paper · 2011 · 60 citations · Full text

Social Sciences, Economics, International Economics +9

The exchange rate regime in Asia: From crisis to crisis

Ila Patnaik, Ajay Shah, Anmol Sethy et al. · International Review of Economics & Finance · 2010 · 52 citations

Social Sciences, Economics, International Economics +13

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