Srikanta Kundu
Assistant Professor
Email: srikanta@cds.edu
Areas of specialisation: Financial Econometrics, Time Series, Volatility Models, Nonlinear Models, Stock Market.
Education:
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
Employment:
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
Academic Achievements:
- SRF in Indian Statistical Institute in 2009
- JRF in Indian Statistical Institute in 2007
Publications:
Journal Articles
- Asymmetric effects of democracy and macroeconomic factors on happiness under high and low per capita incomes: A threshold panel analysis (Jointly with Ruma Kundu and Kul Bahadur Chettri). Ecological Economics.
- Asymmetric Effects of Monetary Policy: Evidence from India (Jointly with Irfan Ahmed Shah). Empirical Economics.
- Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics (jointly with Amartya Paul), International Review of Economics & Finance
- Asymmetries in the Monetary Policy Reaction Function: Evidence from India (Jointly with Irfan Ahmed Shah), Studies in Nonlinear Dynamics and Econometrics.
- COVID-19 and federalism in India: Capturing the effects of voluntary, state and central responses on mobility (Jointly with Himangshu Kumar and Manikantha Nataraj), Forthcoming, The European Journal of Development Research
- An Empirical Analysis of COVID-19 Response: Comparison of US with the G7 (Jointly with Mahua Barari and Saibal Mitra), International Review of Applied Economics.
- 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
- Does Economic Status Matter in the relationship among Democracy, Macroeconomics and Happiness? A Panel Data Analysis with Ruma Kundu and Kul Bahadur Chettri
- 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
Work in Progress
- State Heterogeneity, Redistributive Policy and Inclusive Growth: Evidence from India with a special reference to Education
- 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.
Current Teaching
- Econometric Methods
- Mathematical Methods
- Financial Econometrics