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The paper estimates a slew of augmented Taylor rule specifications using call and treasury bill rates. After accounting for break points, we calculate the output gap based on a single-index dynamic factor extracted from monthly high-frequency indicators that are representative of broad sectoral activity. In our study, we found that interest rates in India are mostly in line ....

United States , New Delhi , Johnb Taylor , Piotr Eliasz , Abdurrahman Nazif , Mark Gertler , Guglielmo Maria , Mohamad Husam Helmi , Faek Menla Ali , Saurabh Ghosh , Jean Boivin , Jordi Gal , Joice John , Glennd Rudebusch , Ramkishens Rajan , Pratik Mitra , Asian Development , Monetary Policy , Reserve Bank , Indian Economy , Different Taylor Rule , Factor Augmented Vector Autoregressive , Quarterly Journal , Dynamic Factor Model , Coincident Economic Indicator , Asian Development Review ,