Modelling and Analysis of Some Time Series

The thesis deals with some of the non-linear Gaussian and non-Gaussian time models and mainly concentrated in studying the properties and application of a first order autoregressive process with Cauchy marginal distribution. In this thesis some of the non-linear Gaussian and non-Gaussian time series models and mainly concentrated in studying the properties and application of a order autoregressive process with Cauchy marginal distribution. Time series relating to prices, consumptions, money in circulation, bank deposits and bank clearing, sales and profit in a departmental store, national income and foreign exchange reserves, prices and dividend of shares in a stock exchange etc. are examples of economic and business time series. The thesis discuses the application of a threshold autoregressive(TAR) model, try to fit this model to a time series data. Another important non-linear model is the ARCH model, and the third model is the TARCH model. The main objective here is to identify an appropriate model to a given set of data. The data considered are the daily coconut oil prices for a period of three years. Since it is a price data the consecutive prices may not be independent and hence a time series based model is more appropriate. In this study the properties like ergodicity, mixing property and time reversibility and also various estimation procedures used to estimate the unknown parameters of the process.

The Economics of Rubber Based Industry in Kerala

The importance of industrialisation in achiering rapid economic growth has been recognised in India's development strategy ever since the inception of economic planning in the country. Being the secondary sector in the generation of national income. industry contributes significantly to the process of economic development. Extensive debates have taken place on the nature of the industrialisation strategy to be pursued in the economy since Independence. This is reflected in the industrial policy which evolved through the various five year plans and policy resolutions. Stupendous efforts have been made by the government since the commencement of planning and particularly since the 1960s to industrialise the Indian economy and develop the infrastructural base for sustained industrial development. It is difficult to assess the performance of the industrial sector over the past three decades with respect to the broad objectives of industrialisation. However. there are certain areas in which the achievements have been clearly significant.

Study on Microcredit in Kerala with Special Reference to Employment and Income Generation through Microenterprises and Livelihood Projects

This study aimed to study the evolution and substance of microfinance as a major tool for combating poverty at the global and national level. The development of micro finance in Kerala is briefly discussed. It also indicates the importance and role of microcredit in bringing the poor up in the society through entrepreneurial initiatives. The current trends in the field are also discussed, leading to the need of the present research.