UGC NET 2023 Paper 2 Economics Prev Year Paper (12-Dec-2023) (Shift 1)

Question 1

Which of the following tests has stationarity as the null hypothesis?

Accepted Answer

KPSS Test

Answer

ADF Test

Answer

Phillips Perron Test

Answer

ERS Test

Question 2

Repo rate is the interest rate at which:

Accepted Answer

The commercial banks borrow from the RBI

Answer

The commercial banks borrow from the other commercial banks

Answer

The commercial banks deposit money to the RBI

Answer

The common people deposit money to the RBI

Question 3

Which one of the following are money market instruments?(A) 91-day Treasury bill(B) Commercial paper(C) Certificate of deposit issued by banks(D) 5-yr government bondChoose the correct answer from the options given below:

Accepted Answer

(A), (B) and (C) Only

Answer

(A) Only

Answer

(A) and (B) Only

Answer

(B) and (C) Only

Question 4

Match List - I with List - II.List - I Model/methodList - II Feature(A) Logit model(I)elasticities are constant(B)Log-log model(II)binary dependent variable(C)Autoregressive model(III)corrects for heteroscedasticity(D)Weighted least squares(IV)includes lags of dependent variable Choose the correct answer from the options given below:

Accepted Answer

(A) - (II), (B) - (I), (C) - (IV), (D) - (III)

Answer

(A) - (II), (B) - (I), (C) - (III), (D) - (IV)

Answer

(A) - (I), (B) - (II), (C) - (IV), (D) - (III)

Answer

(A) - (I), (B) - (II), (C) - (III), (D) - (IV)

Question 5

Arrange the following steps of exchange rate channel of monetary transmission mechanism, in correct order, starting from first to last.(A) reduction in policy rate(B) capital outflows(C) depreciation of domestic currency(D) rise in net exportsChoose the correct answer from the options given below:

Accepted Answer

(A), (B), (C), (D)

Answer

(A), (C), (D), (B)

Answer

(A), (D), (B), (C)

Answer

(A), (D), (C), (B)

UGC NET 2023 Paper 2 Economics Prev Year Paper (12-Dec-2023) (Shift 1)

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List - I Model/method		List - II Feature
(A)	Logit model	(I)	elasticities are constant
(B)	Log-log model	(II)	binary dependent variable
(C)	Autoregressive model	(III)	corrects for heteroscedasticity
(D)	Weighted least squares	(IV)	includes lags of dependent variable