Details about Kausik Chaudhuri

Access statistics for papers by Kausik Chaudhuri.

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Short-id: pch176

Working Papers

2021

1. Spillover in the UK Housing Market
   Graz Economics Papers, University of Graz, Department of Economics View citations (1)
2. The impact of Covid-19 vaccination for mental health
   Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York

2020

3. The interaction of ethnicity and deprivation on COVID-19 mortality risk: A retrospective ecological study
   Discussion Papers, Department of Economics, University of Birmingham

2018

4. Broadband Adoption and Firm Performance: Evidence from Informal Sector Firms in India
   Working Papers, eSocialSciences View citations (2)

2011

5. Credit Rationing in Rural Credit Markets of India
   Post-Print, HAL View citations (4)
   See also Journal Article Credit rationing in rural credit markets of India, Applied Economics, Taylor & Francis Journals (2012) View citations (8) (2012)

2009

6. REVENUE-EXPENDITURE NEXUS FOR SOUTHERN STATES: SOME POLICY ORIENTED ECONOMETRIC OBSERVATIONS
   Governance Working Papers, East Asian Bureau of Economic Research View citations (1)
   Also in Working Papers, Madras School of Economics,Chennai,India (2009) View citations (1)

2003

7. The Size and Development of the Indian Shadow Economy and a Comparison with other 18 Asian Countries: An Empirical Investigation
   Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria View citations (28)
8. To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labour Markets
   Working Papers, University of Sydney, School of Economics View citations (2)
   See also Journal Article To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labor Markets, The B.E. Journal of Macroeconomics, De Gruyter (2007) View citations (2) (2007)

1998

9. External Debt Sustainability: Theory and Applications to Heavily Indebted Poor Countries
   Discussion Papers, University at Albany, SUNY, Department of Economics

Journal Articles

2023

1. A changepoint analysis of UK house price spillovers
   Regional Studies, 2023, 57, (7), 1223-1238 View citations (1)
2. Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis
   Energy Economics, 2023, 121, (C) View citations (4)
3. Dynamic firm performance and estimator choice: A comparison of dynamic panel data estimators
   European Journal of Operational Research, 2023, 307, (1), 447-467 View citations (3)
4. Who bears the energy cost? Local income deprivation and the household energy efficiency gap
   Energy Economics, 2023, 127, (PA) View citations (1)

2022

5. Implications of clean energy, oil and emissions pricing for the GCC energy sector stock
   Energy Economics, 2022, 112, (C) View citations (15)
6. The impact of COVID-19 vaccination for mental well-being
   European Economic Review, 2022, 150, (C) View citations (4)

2021

7. The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty?
   Journal of Business Research, 2021, 128, (C), 31-44 View citations (47)

2020

8. Asymmetric oil prices and trade imbalances: Does the source of the oil shock matter?
   Energy Policy, 2020, 137, (C) View citations (25)
9. Do banking sector and stock market development matter for economic growth?
   Empirical Economics, 2020, 59, (4), 1513-1535 View citations (9)
10. Gender, small firm ownership, and credit access: some insights from India
    Small Business Economics, 2020, 54, (4), 1165-1181 View citations (32)

2019

11. Inflation Forecast: Just use the Disaggregate or Combine it with the Aggregate
    Journal of Quantitative Economics, 2019, 17, (2), 331-343 View citations (1)

2018

12. Does employment before marriage exert autonomy after marriage? Evidence on female autonomy from India
    Oxford Development Studies, 2018, 46, (2), 199-214
13. Testing extreme dependence in financial time series
    Economic Modelling, 2018, 73, (C), 378-394
14. The State of Female Autonomy in India: A Stochastic Dominance Approach
    Journal of Development Studies, 2018, 54, (8), 1338-1353 View citations (1)

2016

15. Estimation of firm performance from a MIMIC model
    European Journal of Operational Research, 2016, 255, (1), 298-307 View citations (14)
16. Forecasting distributions of inflation rates: the functional auto-regressive approach
    Journal of the Royal Statistical Society Series A, 2016, 179, (1), 65-102 View citations (5)

2015

17. A Markov-Switching Model for Indian Stock Price and Volume
    Journal of Emerging Market Finance, 2015, 14, (3), 239-257 View citations (1)
18. Crime in India: specification and estimation of violent crime index
    Journal of Productivity Analysis, 2015, 43, (1), 13-28 View citations (1)
19. Job satisfaction, age and tenure: A generalized dynamic random effects model
    Economics Letters, 2015, 130, (C), 13-16 View citations (2)

2013

20. A New Perspective on Violent Crime Burden Index: Evidence from Indian Districts
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2013, 110, (2), 771-789 View citations (2)
21. On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK
    Journal of Money, Credit and Banking, 2013, 45, (7), 1431-1449 View citations (3)
    Also in Journal of Money, Credit and Banking, 2013, 45, (7), 1431-1449 (2013) View citations (1)

2012

22. Credit rationing in rural credit markets of India
    Applied Economics, 2012, 44, (7), 803-812 View citations (8)
    See also Working Paper Credit Rationing in Rural Credit Markets of India, Post-Print (2011) View citations (4) (2011)
23. Financial Performance Evaluation
    Journal of Emerging Market Finance, 2012, 11, (1), 1-36 View citations (2)

2011

24. Gender Equality in Fertility Choices in Tamil Nadu
    Journal of South Asian Development, 2011, 6, (2), 195-212 View citations (1)

2009

25. Gender gap in educational attainment: evidence from rural India
    Education Economics, 2009, 17, (2), 215-238 View citations (9)

2008

26. School Attainment, Completion, and Economic Development: A Cross‐Country Analysis
    Review of Development Economics, 2008, 12, (1), 90-105 View citations (6)

2007

27. Antenatal and maternal health care utilization: evidence from northeastern states of India
    Applied Economics, 2007, 39, (6), 683-695 View citations (5)
28. To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labor Markets
    The B.E. Journal of Macroeconomics, 2007, 7, (1), 37 View citations (2)
    See also Working Paper To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labour Markets, Working Papers (2003) View citations (2) (2003)

2006

29. The political determinants of fiscal policies in the states of India: An empirical investigation
    Journal of Development Studies, 2006, 42, (4), 640-661 View citations (16)
30. The size and development of the shadow economy: An empirical investigation from states of India
    Journal of Development Economics, 2006, 80, (2), 428-443 View citations (66)

2005

31. The political determinants of central governments' economic policies in India: an empirical investigation
    Journal of International Development, 2005, 17, (7), 957-978 View citations (8)

2004

32. Deficit, money and price: the Indian experience
    Journal of Policy Modeling, 2004, 26, (3), 289-299 View citations (18)
33. Output fluctuations in Indian agriculture and industry: a reexamination
    Journal of Policy Modeling, 2004, 26, (2), 223-237 View citations (6)
34. Purchasing Power Parity Across States and Goods Within Australia
    The Economic Record, 2004, 80, (250), 314-329 View citations (10)
35. Stock market and aggregate economic activity: evidence from Australia
    Applied Financial Economics, 2004, 14, (2), 121-129 View citations (39)

2003

36. Random walk versus breaking trend in stock prices: Evidence from emerging markets
    Journal of Banking & Finance, 2003, 27, (4), 575-592 View citations (128)

2002

37. Convergence of Inflation rates during Flexible Exchange Rate Period
    Indian Economic Review, 2002, 37, (1), 59-68 View citations (1)

2001

38. Long-run prices of primary commodities and oil prices
    Applied Economics, 2001, 33, (4), 531-538 View citations (32)

1999

39. Dearth of private capital flows in Sub-Saharan Africa
    Applied Economics Letters, 1999, 6, (6), 365-368 View citations (1)

1998

40. Long-run equilibrium real exchange rates and oil prices
    Economics Letters, 1998, 58, (2), 231-238 View citations (146)

1997

41. Cointegration, error correction and Granger causality: an application with Latin American stock markets
    Applied Economics Letters, 1997, 4, (8), 469-471 View citations (9)
42. Stock returns in emerging markets: a common trend analysis
    Applied Economics Letters, 1997, 4, (2), 105-108 View citations (1)

Chapters

2011

1. The Size and Development of the Shadow Economy in India: A First Attempt at a Public Choice Explanation
   Chapter 3 in Handbook on the Shadow Economy, 2011