Areas of specialisation: Financial Econometrics, Time Series, Volatility Models, Nonlinear Models, Stock Market.
Ph.D in Quantitative Economics from Indian Statistical Institute, Kolkata in 2014
M.Sc. in Economics from The University of Burdwan in 2007
B.Sc. in Economics (H) from University of Burdwan in 2004
Assistant Professor, Centre for Development Studies, Trivandrum from January 2015 to Present
Visiting Scientist in Indian Statistical Institute, Kolkata from July 2014 to November 2014
- SRF in Indian Statistical Institute in 2009
- JRF in Indian Statistical Institute in 2007
- Nonlinear Relationships between Inflation, Output Growth and Uncertainty in India: New Evidence from a Bivariate Threshold Model, Bulletin of Economic Research, August 2020, Jointly with Kushal Banik Chowdhury and Kaustav Kanti Sarkar.
- Role of the Fed in U.S. Housing Crisis: A VAR Analysis with Endogenous Structural Breaks, Journal of Risk and Financial Management3 (2019): 125., Jointly with Mahua Barari.
- Welfare Cost of Inflation: Evidence from India. Journal of Quantitative Economics. 2018, p. 1-19. Jointly with Irfan Ahmad Shah and M. L. Agarwal
- Regime‐dependent effects of uncertainty on inflation and output growth: evidence from the United Kingdom and the United States. Scottish Journal of Political Economy, 2018, Jointly with Kushal Banik Chowdhury and Nityananda Sarkar
- Foreign Direct Investment and Poverty Reduction: India in Regional Context. South Asia Economic Journal. 18 (2), 135-157. Jointly with M Agarwal and P Atri.
- Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study. International Econometric Review. Vol. 8(2), p. 53-71. Jointly with Nityananda Sarkar.
- Return and Volatility Interdependences in Up and Down Markets across Developed and Emerging Countries. Research in International Business and Finance. Vol. 36, p. 297-311. Jointly with Nityananda Sarkar.
- Forecasting House Prices in the United States with Multiple Structural Breaks, International Econometric Review, April 2014. Jointly with Mahua Barari, Nityananda Sarkar and Kushal Banik Chowdhury.
Under Review in Journal
- Effect of Economic Policy Uncertainty on Stock Market Return and Volatility under Heterogeneous Market Characteristics with Amartya Paul
- Does Economic Status Matter in the relationship among Democracy, Macroeconomics and Happiness? A Panel Data Analysis with Ruma Kundu and Kul Bahadur Chettri
- Asymmetries in the Monetary Policy Reaction Function: Evidence from India with Irfan Ahmed Shah
- What Determines Child Immunisation? A Study of Socio-Economic Factors in East Sikkim with Ruma Kundu and Indraneel Mondal
- Monetary Transmission Mechanism in Asymmetric Framework: Evidence from India with Irfan Ahmed Shah
- COVID-19 and federalism in India: Capturing the effects of voluntary, state and central responses on mobility with Himangshu Kumar and Manikantha Nataraj
Work in Progress
- State Heterogeneity, Redistributive Policy and Inclusive Growth: Evidence from India with a special reference to Education
- An Empirical Analysis of COVID-19 Response: Comparison of US with the G7
- Central Bank Intervention in Foreign Exchange Market under Managed Float: A Three Regime Threshold VAR Analysis of Indian Rupee-US Dollar Exchange Rate
- Risk-Returns Interdependence between REIT and Stocks: A STVAR-BTGARCH-M Model
- Risk and return spillover: Does liquidity of stock market play a role? Evidence from US, UK and INDIA
- Bank Capital Structure and Monetary Policy Transmission: Evidence from India
- Performance of class estimator in terms of mean square error matrix and Mahalanobis loss function under autocorrelated error.
- Econometric Methods
- Mathematical Methods
- Financial Econometrics