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The study seeks evidence on the asymmetric effects of broad money growth on inflation in the short run and long run, in the context of emerging markets and developing economies (EMDEs).

Using a panel dataset of 122 EMDEs (by distinguishing between inflation-targeting and non-inflation-targeting EMDEs), we employ the nonlinear counterpart of the autoregressive distributed lag framework, which provides evidence of asymmetric dynamics between money growth and inflation in EMDEs.

In consonance with the quantity theory of money, we find a long-run relationship between money growth and inflationary outcomes. We also find that the response of inflation is higher to a tightening episode in the monetary policy stance than to a loosening episode. The study also provides evidence that adopting the inflation targeting framework in EMDEs has led to a significant reduction in the inflation rates along with ensuring a higher magnitude of transmission from money supply growth to inflationary outcomes.

To the best of our knowledge, the present study is one of the first attempts to evaluate the differential impact of broad money growth on inflationary outcomes, using a panel dataset of EMDEs. As a result of inherent differences in the financial structures of EMDEs vis-à-vis advanced nations, there is an imperative need to assess the dynamics of pass-through from money supply to inflation to gain an understanding of the mechanism of monetary transmission in these economies.

The purpose of this study is to construct a new index to assess the impact of an energy price shock on macroeconomic indicators of India. This paper also shows a comparative analysis of the constructed index along with pre-existing World Bank and International Monetary Fund indices on energy.

This paper uses three vector autoregressions and compute the long-term impact of the indices on the considered macroeconomic variables through impulse response functions.

This paper finds that an energy price shock has a detrimental impact on the macroeconomic indicators of India in the long run. This study also finds that the constructed index acts as a relatively more sensitive index in comparison to the International Monetary Fund and World Bank indices, which is bespoke to a developing economy case. This sensitivity is ascribed to dynamic weighting for a different basket of energy components, which are more pertinent to an Indian context.

The novelty of this research lies in the construction of a new index and its comparison to the existing ones. This study justifies why a developing economy would require a different measure of energy as opposed to the existing indices.

The study intends to evaluate the impact of inflation expectation on the performance of listed commercial banks in India during 2005–2021. Inflation expectation is considered as a direct policy tool by the policymakers for stability of the economy. The study explores how inflation expectation affects the performance indicators of the Indian banking industry while controlling for a wide range of bank-specific factors.

The study applies the generalized method of moments (GMM) on a panel sample of 27 listed bank to analyse the impact of inflation expectation on banking sector performance. The data on inflation expectation are obtained from the household inflation expectation survey introduced in India by the Reserve Bank of India in 2005. Return on assets (ROA), return on equity (ROE) and Tobin's Q have been considered as the banking performance indicators in this study.

Empirical results exhibit that inflation expectation is instrumental in deciding the banking sector's performance. Inflation expectation has been found to have a significant and positive impact on accounting-based measures of banking performance. At the same time, it shows negative impact on the marketing-based measure.

The study gives a clear picture about how inflation expectation affects the banking performance and the monetary policy of the country. The study provides crucial insights to develop strategic decisions for the Indian banking sector. The adoption of proper macroeconomic policies, taking into account inflation expectation levels, is instrumental in enhancing bank's performance and in achieving economic growth.

This study contributes to the growing body of literature on the impact of inflationary conditions on banking performance. The originality lies in capturing the role of inflation expectation solely in determining banking sector performance.

The purpose of this study was to characterize the fiber from Curcuma longa (turmeric) stems. The fiber’s properties were used to assess its potential for textile yarn production.

The natural fiber used in this investigation was extracted from agricultural waste through a cold water-retting process.

The Curcuma longa fiber had a crystallinity of 50%. Cellulose, hemicellulose and lignin were detected in the fibers’ Fourier transform infrared spectra. A Curcuma longa fiber bundle contains several constituent fibers. The fibers exhibited an irregular cross-section, with a variable oval shape for the lumen. The fibers of Curcuma longa averaged 30.22 cm in length. The fineness of the fibers was 6.58 Tex. In this study, Curcuma longa fibers had an 11.30% moisture regain. The tensile strength of the fibers was 19.18 g/Tex. Curcuma longa fibers showed a break elongation of 9.79%. The fiber coefficient of friction was 0.3.

Curcuma longa has characteristics that make it appropriate for industrial uses like spinning. Thus, it is possible to use Curcuma longa fiber as a raw material for textiles.