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Details about Arnab Bhattacharjee

Workplace:Department of Accountancy, Economics and Finance, Heriot-Watt University, (more information at EDIRC)

Access statistics for papers by Arnab Bhattacharjee.

Last updated 2023-06-07. Update your information in the RePEc Author Service.

Short-id: pbh13


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Working Papers

2023

  1. NiReMS: A Regional Model at Household Level Combining Spatial Econometrics with Dynamic Microsimulation
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research Downloads
  2. Spatial Agglomeration, Innovation and Firm Survival for Italian Manufacturing Firms
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research Downloads View citations (1)

2022

  1. Agroforestry Programs in the Colombian Amazon: Selection, Treatment and Exposure Effects on Deforestation
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research Downloads
  2. Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model
    Papers, arXiv.org Downloads View citations (2)
    Also in National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research (2022) Downloads View citations (1)

2021

  1. Spatial and Spatio-Temporal Error Correction Networks and Common Correlated Effects
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research Downloads
    Also in BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen (2021) Downloads

    See also Chapter Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects, Advances in Econometrics, Emerald Group Publishing Limited (2022) Downloads (2022)

2020

  1. Spatial and Spatio-temporal Engle-Granger representations, Networks and Common Correlated Effects
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads

2019

  1. Interpreting Big Data in the Macro Economy: A Bayesian Mixed Frequency Estimator
    CEERP Working Paper Series, Centre for Energy Economics Research and Policy, Heriot-Watt University Downloads View citations (2)

2016

  1. Going into Business and Out of Business: The Role of Human Capital
    Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS Downloads

2015

  1. Frequentist inference in spatial discrete choice models with endogenous congestion effects and club-correlated random effects
    United Kingdom Stata Users' Group Meetings 2015, Stata Users Group Downloads
  2. Operating Leverage over the Business Cycle
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (2)

2014

  1. Asymmetric Price Adjustment, Sticky Costs and Operating Leverage over the Business Cycle
    SEEC Discussion Papers, Spatial Economics and Econometrics Centre, Heriot Watt University Downloads View citations (1)
  2. Endogenous spatial structure and delineation of submarkets: A new framework with application to housing markets
    SEEC Discussion Papers, Spatial Economics and Econometrics Centre, Heriot Watt University Downloads
  3. Spatial structures of health outcomes and health behaviours in Scotland: Evidence from the Scottish Health Survey
    SEEC Discussion Papers, Spatial Economics and Econometrics Centre, Heriot Watt University Downloads View citations (4)

2013

  1. Functional regression over irregular domains
    SEEC Discussion Papers, Spatial Economics and Econometrics Centre, Heriot Watt University Downloads
  2. Regional fertility data analysis: A small area Bayesian approach
    SEEC Discussion Papers, Spatial Economics and Econometrics Centre, Heriot Watt University Downloads

2012

  1. SPATIAL HETEROGENEITY ACROSS SUBMARKETS: Housing submarket in an urban area of Portugal
    ERSA conference papers, European Regional Science Association Downloads View citations (1)

2011

  1. Estimation of the Spatial Weights Matrix under Structural Constraints
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (8)
    Also in Dundee Discussion Papers in Economics, Economic Studies, University of Dundee (2011) Downloads View citations (5)

    See also Journal Article Estimation of the spatial weights matrix under structural constraints, Regional Science and Urban Economics, Elsevier (2013) Downloads View citations (44) (2013)
  2. How much does industry matter in an emerging market economy?
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads View citations (2)
  3. Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads View citations (4)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) Downloads View citations (1)

    See also Journal Article Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal, Spatial Economic Analysis, Taylor & Francis Journals (2012) Downloads View citations (13) (2012)
  4. The role of space in urban housing market
    ERSA conference papers, European Regional Science Association Downloads

2010

  1. Entrepreneurial motives and performance: Why might better educated entrepreneurs be less successful?
    TEPP Working Paper, TEPP Downloads View citations (5)
    Also in Working Papers, HAL (2009) Downloads View citations (5)
    Post-Print, HAL (2008) View citations (3)
  2. Financial Distress in Chinese Industry: Microeconomic, Macroeconomic and Institutional Infuences
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
  3. Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (19)
    See also Journal Article RATIONAL PARTISAN THEORY, UNCERTAINTY, AND SPATIAL VOTING: EVIDENCE FOR THE BANK OF ENGLAND'S MPC, Economics and Politics, Wiley Blackwell (2010) Downloads View citations (20) (2010)
  4. Structural Interactions in Spatial Panels
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (7)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) Downloads

    See also Journal Article Structural interactions in spatial panels, Empirical Economics, Springer (2011) Downloads View citations (17) (2011)
  5. Understanding Interactions in Social Networks and Committees
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (5)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) Downloads View citations (9)

    See also Journal Article Understanding Interactions in Social Networks and Committees, Spatial Economic Analysis, Taylor & Francis Journals (2013) Downloads View citations (57) (2013)

2009

  1. Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)

2008

  1. Productivity, Preferences and UIP deviations in an Open Economy Business Cycle Model
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
    See also Journal Article Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model, Open Economies Review, Springer (2010) Downloads View citations (2) (2010)

2007

  1. Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Forecasting Regional House Prices - An Approach Based on Structural Modelling of Housing Markets
    ERES, European Real Estate Society (ERES) Downloads
  3. Money and Monetary Policy in DSGE Models
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads View citations (1)

2006

  1. Inferring the Unobserved Human Capital of Entrepreneurs
    Post-Print, HAL View citations (3)
    Also in Post-Print, HAL (2005)
    Post-Print, HAL (2006) View citations (3)
    Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS (2006) Downloads View citations (3)
  2. chapter 7 Inferring the Unobserved Human Capital of Entrepreneurs
    Post-Print, HAL

2005

  1. Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (16)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2005) Downloads View citations (9)
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group (2004) Downloads View citations (4)
  2. Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models
    Econometrics, University Library of Munich, Germany Downloads View citations (11)
  3. Spatial Diffusion in English Regional Housing Markets
    ERES, European Real Estate Society (ERES) Downloads

2004

  1. A Simple Test for the Absence of Covariate Dependence in Duration Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
  2. A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. Business Failure in UK and US Quoted Firms: Impact of Macroeconomic Instability and the Role of Legal Institutions
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (15)

2003

  1. Estimation in Hazard Regression Models under Ordered Departures from Proportionality
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (2)
    See also Journal Article Estimation in hazard regression models under ordered departures from proportionality, Computational Statistics & Data Analysis, Elsevier (2004) Downloads View citations (12) (2004)

2002

  1. Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (29)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2002) Downloads View citations (24)
  2. Testing Proportionality in Duration Models with Respect to Continuous Covariates
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (9)

Journal Articles

2023

  1. Outlook for UK Households, the Devolved Nations and the English Regions
    National Institute UK Economic Outlook, 2023, (10), 44-64 Downloads
    Also in National Institute UK Economic Outlook, 2022, (7), 31-60 (2022) Downloads View citations (1)
    National Institute UK Economic Outlook, 2022, (8), 49-69 (2022) Downloads View citations (1)
    National Institute UK Economic Outlook, 2023, (9), 39-60 (2023) Downloads
  2. Raising the bar (23)
    Spatial Economic Analysis, 2023, 18, (1), 1-6 Downloads
  3. Raising the bar (24)
    Spatial Economic Analysis, 2023, 18, (2), 153-157 Downloads

2022

  1. Box D: National Institute Regional Modelling System (NiReMS): Methodology and Updates
    National Institute UK Economic Outlook, 2022, (5), 41-44 Downloads
  2. Box E: No quick respite from the cost-of-living crisis
    National Institute UK Economic Outlook, 2022, (7), 57-60 Downloads
  3. Box F: The Northern Ireland Protocol – Lost Opportunities for Northern Ireland?
    National Institute UK Economic Outlook, 2022, (8), 73-75 Downloads
  4. Outlook for the devolved nations, English regions, and UK households
    National Institute UK Economic Outlook, 2022, (6), 37-55 Downloads View citations (1)
  5. Raising the bar (19)
    Spatial Economic Analysis, 2022, 17, (1), 1-6 Downloads
  6. Raising the bar (20)
    Spatial Economic Analysis, 2022, 17, (2), 151-155 Downloads
  7. Raising the bar (21)
    Spatial Economic Analysis, 2022, 17, (3), 285-290 Downloads
  8. Raising the bar (22)
    Spatial Economic Analysis, 2022, 17, (4), 441-445 Downloads
  9. UK Regional Outlook: Autumn 2021
    National Institute UK Economic Outlook, 2022, (5), 29-40 Downloads
    Also in National Institute UK Economic Outlook, 2021, (4), 33-40 (2021) Downloads

2021

  1. Box E: Distributional impacts of Covid-19 and potential for policy intervention
    National Institute UK Economic Outlook, 2021, (4), 41-44 Downloads View citations (8)
  2. Connections between research and policy: The case of fertility diffusion and regional demographic policy in Portugal
    Regional Science Policy & Practice, 2021, 13, (3), 729-743 Downloads
  3. Raising the bar (17)
    Spatial Economic Analysis, 2021, 16, (3), 247-251 Downloads
  4. Raising the bar (18)
    Spatial Economic Analysis, 2021, 16, (4), 417-421 Downloads
  5. Spatio-Temporal Patterns in Portuguese Regional Fertility Rates: A Bayesian Approach for Spatial Clustering of Curves
    Journal of Official Statistics, 2021, 37, (3), 611-653 Downloads
  6. Structural Factorization of Latent Adjacency Matrix, with an application to Auto Industry Networks
    Sankhya B: The Indian Journal of Statistics, 2021, 83, (2), 185-206 Downloads
  7. UK Regional Outlook
    National Institute UK Economic Outlook, 2021, (3), 37-50 Downloads
    Also in National Institute UK Economic Outlook, 2021, (1), 24-33 (2021) Downloads
    National Institute UK Economic Outlook, 2021, (2), 42-57 (2021) Downloads

2020

  1. COVID-19 IMPACTS ON DESTITUTION IN THE UK
    National Institute Economic Review, 2020, 253, R77-R85 Downloads View citations (19)
  2. Raising the bar (14)
    Spatial Economic Analysis, 2020, 15, (1), 60-61 Downloads
  3. Raising the bar (15)
    Spatial Economic Analysis, 2020, 15, (2), 115-119 Downloads
  4. Raising the bar (16)
    Spatial Economic Analysis, 2020, 15, (4), 353-358 Downloads
  5. THE PROSPECTS FOR REGIONAL DISPARITIES IN THE UK IN TIMES OF BREXIT AND COVID-19
    National Institute Economic Review, 2020, 253, R1-R3 Downloads View citations (1)

2019

  1. Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns
    JRFM, 2019, 12, (2), 1-13 Downloads View citations (2)
  2. P. C. Mahalanobis in the Context of Current Econometrics Research*
    Sankhya B: The Indian Journal of Statistics, 2019, 81, (1), 1-11 Downloads
  3. Raising the bar (10)
    Spatial Economic Analysis, 2019, 14, (1), 1-4 Downloads
  4. Raising the bar (11)
    Spatial Economic Analysis, 2019, 14, (2), 129-132 Downloads
  5. Raising the bar (12)
    Spatial Economic Analysis, 2019, 14, (3), 269-272 Downloads
  6. Raising the bar (13)
    Spatial Economic Analysis, 2019, 14, (4), 379-383 Downloads
  7. Sustainable procurement performance of large enterprises across supply chain tiers and geographic regions
    International Journal of Production Research, 2019, 57, (3), 764-778 Downloads View citations (6)
  8. Variable Selection with Spatially Autoregressive Errors: A Generalized Moments LASSO Estimator
    Sankhya B: The Indian Journal of Statistics, 2019, 81, (1), 146-200 Downloads View citations (2)

2018

  1. Causal ordering and inference on acyclic networks
    Empirical Economics, 2018, 55, (1), 213-232 Downloads View citations (7)
  2. Contemporary developments in the theory and practice of spatial econometrics
    Spatial Economic Analysis, 2018, 13, (2), 139-147 Downloads View citations (2)
  3. Institutional regimes and profitability transitions: the case of Indian manufacturing firms
    Indian Growth and Development Review, 2018, 11, (2), 58-89 Downloads
  4. Raising the bar (7)
    Spatial Economic Analysis, 2018, 13, (1), 1-4 Downloads
  5. Raising the bar (8)
    Spatial Economic Analysis, 2018, 13, (3), 271-275 Downloads
  6. Raising the bar (9)
    Spatial Economic Analysis, 2018, 13, (4), 379-382 Downloads

2017

  1. Functional regression over irregular domains: variation in the shadow price of living space
    Spatial Economic Analysis, 2017, 12, (2-3), 182-201 Downloads View citations (1)
  2. Raising the bar (5)
    Spatial Economic Analysis, 2017, 12, (1), 1-7 Downloads
  3. Raising the bar (6)
    Spatial Economic Analysis, 2017, 12, (4), 347-352 Downloads

2016

  1. Endogenous Spatial Regression and Delineation of Submarkets: A New Framework with Application to Housing Markets
    Journal of Applied Econometrics, 2016, 31, (1), 32-57 Downloads View citations (15)
  2. Raising the Bar (3)
    Spatial Economic Analysis, 2016, 11, (3), 249-252 Downloads
  3. Raising the bar (1)
    Spatial Economic Analysis, 2016, 11, (1), 1-6 Downloads View citations (1)
  4. Raising the bar (2)
    Spatial Economic Analysis, 2016, 11, (2), 123-127 Downloads
  5. Raising the bar (4)
    Spatial Economic Analysis, 2016, 11, (4), 355-360 Downloads

2015

  1. Influence, Interactions and Heterogeneity: Taking Personalities out of Monetary Policy Decision-making
    Manchester School, 2015, 83, (2), 153-182 Downloads View citations (4)
  2. Two-Step Lasso Estimation of the Spatial Weights Matrix
    Econometrics, 2015, 3, (1), 1-28 Downloads View citations (23)

2014

  1. Financial distress of Chinese firms: Microeconomic, macroeconomic and institutional influences
    China Economic Review, 2014, 30, (C), 244-262 Downloads View citations (19)
  2. Firms, Markets, and the State: Institutional Change and Manufacturing Sector Profitability Variances in India
    Organization Science, 2014, 25, (2), 509-528 Downloads View citations (22)
  3. General equilibrium effects of spatial structure: Health outcomes and health behaviours in Scotland
    Regional Science and Urban Economics, 2014, 49, (C), 286-297 Downloads View citations (4)

2013

  1. Estimation of the spatial weights matrix under structural constraints
    Regional Science and Urban Economics, 2013, 43, (4), 617-634 Downloads View citations (44)
    See also Working Paper Estimation of the Spatial Weights Matrix under Structural Constraints, SIRE Discussion Papers (2011) Downloads View citations (8) (2011)
  2. Understanding Interactions in Social Networks and Committees
    Spatial Economic Analysis, 2013, 8, (1), 23-53 Downloads View citations (57)
    See also Working Paper Understanding Interactions in Social Networks and Committees, Cambridge Working Papers in Economics (2010) Downloads View citations (5) (2010)

2012

  1. Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal
    Spatial Economic Analysis, 2012, 7, (1), 133-167 Downloads View citations (13)
    See also Working Paper Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal, Dundee Discussion Papers in Economics (2011) Downloads View citations (4) (2011)

2011

  1. Structural interactions in spatial panels
    Empirical Economics, 2011, 40, (1), 69-94 Downloads View citations (17)
    See also Working Paper Structural Interactions in Spatial Panels, Cambridge Working Papers in Economics (2010) Downloads View citations (7) (2010)

2010

  1. Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model
    Open Economies Review, 2010, 21, (3), 365-391 Downloads View citations (2)
    See also Working Paper Productivity, Preferences and UIP deviations in an Open Economy Business Cycle Model, SIRE Discussion Papers (2008) Downloads View citations (1) (2008)
  2. RATIONAL PARTISAN THEORY, UNCERTAINTY, AND SPATIAL VOTING: EVIDENCE FOR THE BANK OF ENGLAND'S MPC
    Economics and Politics, 2010, 22, (2), 151-179 Downloads View citations (20)
    See also Working Paper Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC, Cambridge Working Papers in Economics (2010) Downloads View citations (19) (2010)

2009

  1. Macroeconomic Instability and Business Exit: Determinants of Failures and Acquisitions of UK Firms
    Economica, 2009, 76, (301), 108-131 Downloads View citations (62)
  2. Macroeconomic Instability and Corporate Failure: The Role of the Legal System
    Review of Law & Economics, 2009, 5, (1), 1-32 Downloads View citations (9)
  3. Regional variation in productivity: a study of the Danish economy
    Journal of Productivity Analysis, 2009, 31, (3), 195-212 Downloads View citations (10)

2007

  1. MONEY AND MONETARY POLICY IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS
    Manchester School, 2007, 75, (s1), 88-122 Downloads View citations (17)

2004

  1. Estimation in hazard regression models under ordered departures from proportionality
    Computational Statistics & Data Analysis, 2004, 47, (3), 517-536 Downloads View citations (12)
    See also Working Paper Estimation in Hazard Regression Models under Ordered Departures from Proportionality, Cambridge Working Papers in Economics (2003) Downloads View citations (2) (2003)

1996

  1. On the coefficient of variation of the - and -classes
    Statistics & Probability Letters, 1996, 27, (2), 177-180 Downloads View citations (1)

Chapters

2022

  1. Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects
    A chapter in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, 2022, vol. 43B, pp 37-60 Downloads
    See also Working Paper Spatial and Spatio-Temporal Error Correction Networks and Common Correlated Effects, National Institute of Economic and Social Research (2021) Downloads (2021)

2012

  1. Methods and models of analysis in the urban housing market
    Chapter 7 in Networks, Space and Competitiveness, 2012, pp 149-180 Downloads

2004

  1. Software in India: Development Implications of Globalization and the International Division of Labour
    Chapter 5 in Information Technology Policy and the Digital Divide, 2004 Downloads
 
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