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Date : Feb 26, 2021
List of Abbreviations
ABM Agent-Based Model
ADB Asian Development Bank
AEs Advanced Economies
AIC Akaike Information Criterion
AML Anti-Money Laundering
ARCH Autoregressive Conditional Heteroskedasticity
ARCH -LM Autoregressive Conditional Heteroscedasticity-Lagrange Multiplier
ARDL Autoregressive Distributed Lag
AREAER Annual Report on Exchange Arrangements and Exchange Restrictions
ARMA Autoregressive Moving Average
AQR Asset Quality Review
BIS Bank for International Settlements
BoE Bank of England
BoJ Bank of Japan
BoK Bank of Korea
BoP Balance of Payments
BPLR Benchmark Prime Lending Rate
bps Basis Points
BSP Bangko Sentral ng Pilipinas
CABGDP Current Account Balance to GDP Ratio
CAD Current Account Deficit
CASA Current Account and Savings Account
CBDC Central Bank Digital Currency
CBLO Collateralized Borrowing and Lending Obligations
CDs Certificates of Deposit
CFMs Capital Flow Management Measures
CFT Combating the Financing of Terrorism
CiC Currency in Circulation
CPI Consumer Price Index
CPI-C Consumer Price Index - Combined
CPI-IW Consumer Price Index - Industrial Workers
CPs Commercial Papers
CROMS Clearcorp Repo Order Matching System
CRR Cash Reserve Ratio
CRS Constant Returns to Scale
CSO Central Statistics Office
DEPR Department of Economic and Policy Research
DFM Dynamic Factor Model
DI Diversity Index
DSGE Dynamic Stochastic General Equilibrium
DSIM Department of Statistics and Information Management
DW Durbin-Watson
DXY US Dollar Index
EC Error Correction
ECB European Central Bank
ECT Error Correction Term
ELB Extended Lower Bound
EMDEs Emerging Market and Developing Economies
EMEs Emerging Market Economies
ERM Exchange Rate Mechanism
ERPT Exchange Rate Pass Through
ERV Exchange Rate Volatility
EWMA Exponentially Weighted Moving Average
FAQs Frequently Asked Questions
FBIL Financial Benchmarks India Pvt. Ltd.
FDI Foreign Direct Investment
FinTech Financial Technology
FIT Flexible Inflation Targeting
FMOLS Fully Modified Ordinary Least Squares
FOMC Federal Open Market Committee
FPAS Forecasting and Policy Analysis System
FPI Foreign Portfolio Investment
FRBM Fiscal Responsibility and Budget Management
FSI Financial Stress Index
GARCH Generalised Autoregressive Conditional Heteroscedasticity
GDP Gross domestic Product
GFC Global Financial Crisis
GFD Gross Fiscal Deficit
GMM Generalized Method of Moments
GNPA Gross Non-Performing Assets
GOI Government of India
GSDP Gross State Domestic Product
G-Secs Government Securities
GSI Global Spillover Index
GST Goods and Services Tax
GVA Gross Value Added
HFCs Housing Finance Companies
HNIs High Net-worth Individuals
HP Hodrick-Prescott
HQC Hannan-Quinn Criterion
I- GARCH Integrated- Generalised Autoregressive Conditional Heteroscedasticity
IBA Indian Banks’ Association
IBC Insolvency and Bankruptcy Code
ICOR Incremental Capital Output Ratio
IDG Inter-Departmental Group
IE Inflation Expectations
IESH Inflation Expectations Survey of Households
IIP Index of Industrial Production
IMF International Monetary Fund
INR Indian Rupee
IRF Impulse Response Function
IT Inflation Targeting
KLEMS Capital, Labour, Energy, Materials and Services
LAF Liquidity Adjustment Facility
LGD Loss Given Default
LIBOR London Inter-Bank Offered Rate
LPG Liquefied Petroleum Gas
LPR Lending Prime Rate
LSTR Logistic Smooth Transition Regression
LTRO Long-Term Repo Operations
MAE Mean Absolute Error
MCI Monetary Conditions Index
MCLR Marginal Cost of Funds-based Lending Rate
MCMC Markov Chain Monte Carlo
ME Mean Errors
MEFS Medium-Term Expenditure Framework Statement
MFs Mutual Funds
MIFOR Mumbai Interbank Forward Outright Rate
MM Money Multiplier
MoSPI Ministry of Statistics and Programme Implementation
MPC Monetary Policy Committee
MPD Monetary Policy Department
MPR Monetary Policy Report
MPS Monetary Policy Strategy
MSE Micro and Small Enterprise
MSF Marginal Standing Facility
MSME Micro, Small and Medium Enterprise
MSPs Minimum Support Prices
MSS Market Stabilisation Scheme
MUCSV Multivariate Unobserved Component Stochastic Volatility
NABARD National Bank for Agriculture and Rural Development
NAV Net Asset Value
NBFCs Non-Banking Finance Companies
NDA Net Domestic Assets
NDS Negotiated Dealing System
NDTL Net Demand and Time Liabilities
NEER Nominal Effective Exchange Rate
NFA Net Foreign Assets
NHB National Housing Bank
NKPC New Keynesian Phillips Curve
NLLS Non-Linear Least Squares
NPAs Non-Performing Assets
NSO National Statistical Office
OECD Organisation for Economic Co-operation and Development
OIS Overnight Indexed Swap
OMOs Open Market Operations
OTC Over-the-Counter
PBC People’s Bank of China
PCA Prompt Corrective Action
PD Probability of Default
PLR Prime Lending Rate
POL Petroleum, Oil and Lubricants
PR Policy Rate
PSB Public Sector Banks
PSE Public Sector Enterprise
Q1 First Quarter
Q2 Second Quarter
Q3 Third Quarter
Q4 Fourth Quarter
QPM Quarterly Projection Model
QQE Quantitative and Qualitative Monetary Easing
RBI Reserve Bank of India
REER Real Effective Exchange Rate
RMSE Root Mean Square Error
RPI Retail Price Index
RTGS Real Time Gross Settlement
SAAR Seasonally Adjusted Annualised Rate
SC Schwarz Criterion
SCBs Scheduled Commercial Banks
SD Standard Deviation
SDF Standing Deposit Facility
SEBI Securities and Exchange Board of India
SIDBI Small Industries Development Bank of India
SLR Statutory Liquidity Ratio
SMEs Small and Medium Enterprises
SPDs Standalone Primary Dealers
SPF Survey of Professional Forecasters
SVAR Structural Vector Autoregression
TA Technical Assistance
T-Bills Treasury bills
TFP Total Factor Productivity
TLTRO Targeted Long-Term Repo Operations
ToT Terms of Trade
TREPS Triparty Repo Dealing System
TVAR Threshold Vector Autoregression
TVP-VAR Time-Varying Parameter Vector Autoregression
UCSV Unobserved Component Stochastic Volatility
UIP Uncovered Interest Rate Parity
UK United Kingdom
UMP Unconventional Monetary Policy
US United States
USD US Dollar
VAR Vector Autoregression
VAT Value Added Tax
VIX Volatility Index
WACR Weighted Average Call Money Rate
WADTDR Weighted Average Domestic Term Deposit Rate
WALR Weighted Average Lending Rate
WPI Wholesale Price Index
WPS Working Paper Series

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