Details about Pulak Ghosh

Access statistics for papers by Pulak Ghosh.

Last updated 2025-10-10. Update your information in the RePEc Author Service.

Short-id: pgh253

Working Papers

2025

1. Animal spirits on steroids: Evidence from retail options trading in India
   CFR Working Papers, University of Cologne, Centre for Financial Research (CFR)
2. FinTech Lending and Cashless Payments
   NBER Working Papers, National Bureau of Economic Research, Inc

2024

3. Impact of Retail CBDC on Digital Payments, and Bank Deposits: Evidence from India
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2023

4. Dirty Air and Green Investments: The Impact of Pollution Information on Portfolio Allocations
   NBER Working Papers, National Bureau of Economic Research, Inc

2022

5. How costly are cultural biases?
   LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin) View citations (2)

2017

6. A Semiparametric Bayesian Approach to a New Dynamic Zero-Inflated Model
   Working Papers, The University of Sheffield, Department of Economics
7. Financial Hardship and Saving Behaviour: Bayesian Analysis of British Panel Data
   Working Papers, The University of Sheffield, Department of Economics
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2017)
8. Saving Behaviour and Biomarkers: A High-Dimensional Bayesian Analysis of British Panel Data
   Working Papers, The University of Sheffield, Department of Economics

2014

9. Dirichlet Process Hidden Markov Multiple Change-point Model
   MPRA Paper, University Library of Munich, Germany View citations (3)
10. Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
    See also Journal Article Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data, Review of Income and Wealth, International Association for Research in Income and Wealth (2016) View citations (9) (2016)

2012

11. Estimating Healthcare Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model
    Working Papers, The University of Sheffield, Department of Economics
12. Modelling Household Debt and Financial Assets: A Bayesian Approach to a Bivariate Two-Part Model
    Working Papers, The University of Sheffield, Department of Economics
13. The Existence and Persistence of Household Financial Hardship
    Working Papers, The University of Sheffield, Department of Economics View citations (6)

2010

14. A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (7)
    See also Journal Article A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation, European Journal of Operational Research, Elsevier (2014) View citations (17) (2014)

Journal Articles

2025

1. Are Some Firms Better for Women's Careers?
   AEA Papers and Proceedings, 2025, 115, 232-37

2024

2. Consumption response to a natural disaster: Evidence of price and income shocks from Chennai flood
   Energy Economics, 2024, 131, (C) View citations (1)
3. Digital Payments and Consumption: Evidence from the 2016 Demonetization in India
   The Review of Financial Studies, 2024, 37, (8), 2550-2585 View citations (2)
4. On Learning and Testing of Counterfactual Fairness through Data Preprocessing
   Journal of the American Statistical Association, 2024, 119, (546), 1286-1296
5. Transient Customer Response to Data Breaches of Their Information
   Management Science, 2024, 70, (6), 4105-4114 View citations (1)

2023

6. A multiplicative structural nested mean model for zero-inflated outcomes
   Biometrika, 2023, 110, (2), 519-536
7. Within firm supply chains: Evidence from India
   Journal of International Economics, 2023, 144, (C)

2022

8. A semi-parametric Bayesian dynamic hurdle model with an application to the health and retirement study
   Computational Statistics, 2022, 37, (2), 837-863

2021

9. Modeling Multiple Time-Varying Related Groups: A Dynamic Hierarchical Bayesian Approach With an Application to the Health and Retirement Study
   Journal of the American Statistical Association, 2021, 116, (534), 558-568 View citations (4)
10. Saving behaviour and health: A high-dimensional Bayesian analysis of British panel data
    The European Journal of Finance, 2021, 27, (16), 1581-1603 View citations (2)
11. The protective role of saving: Bayesian analysis of British panel data
    Journal of Empirical Finance, 2021, 63, (C), 57-72

2020

12. A Large-Scale Constrained Joint Modeling Approach for Predicting User Activity, Engagement, and Churn With Application to Freemium Mobile Games
    Journal of the American Statistical Association, 2020, 115, (530), 538-554 View citations (2)
13. A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes
    AStA Advances in Statistical Analysis, 2020, 104, (2), 261-283 View citations (4)

2019

14. Ask your doctor whether this product is right for you: a Bayesian joint model for patient drug requests and physician prescriptions
    Journal of the Royal Statistical Society Series A, 2019, 182, (1), 197-223 View citations (2)

2018

15. Tracking the Impact of Media on Voter Choice in Real Time: A Bayesian Dynamic Joint Model
    Journal of the American Statistical Association, 2018, 113, (524), 1457-1475

2017

16. An approach to improve the predictive power of choice-based conjoint analysis
    International Journal of Research in Marketing, 2017, 34, (2), 325-335 View citations (7)

2016

17. A Bayesian quantile regression model for insurance company costs data
    Journal of the Royal Statistical Society Series A, 2016, 179, (1), 177-202 View citations (5)
18. Estimating Health Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model
    Journal of Applied Econometrics, 2016, 31, (6), 1140-1158 View citations (8)
19. Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data
    Review of Income and Wealth, 2016, 62, (3), 467-488 View citations (9)
    See also Working Paper Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data, IZA Discussion Papers (2014) View citations (1) (2014)
20. On Bayesian Quantile Regression Using a Pseudo-joint Asymmetric Laplace Likelihood
    Sankhya A: The Indian Journal of Statistics, 2016, 78, (1), 87-104 View citations (3)

2015

21. An Interproduct Competition Model Incorporating Branding Hierarchy and Product Similarities Using Store-Level Data
    Management Science, 2015, 61, (11), 2720-2738 View citations (6)
22. Bayesian estimation of long-term health consequences for obese and normal-weight elderly people
    Journal of the Royal Statistical Society Series A, 2015, 178, (3), 725-739 View citations (1)
23. Big Data: Prospects and Challenges
    Vikalpa: The Journal for Decision Makers, 2015, 40, (1), 74-96 View citations (5)
24. Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses
    Computational Statistics & Data Analysis, 2015, 88, (C), 28-39 View citations (13)
25. Modelling household finances: A Bayesian approach to a multivariate two-part model
    Journal of Empirical Finance, 2015, 33, (C), 190-207 View citations (10)

2014

26. A non-parametric model of residual brand equity in hierarchical branding structures with application to US beer data
    Journal of the Royal Statistical Society Series A, 2014, 177, (1), 135-152
27. A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
    European Journal of Operational Research, 2014, 232, (2), 350-358 View citations (17)
    See also Working Paper A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation, DES - Working Papers. Statistics and Econometrics. WS (2010) View citations (7) (2010)
28. The existence and persistence of household financial hardship: A Bayesian multivariate dynamic logit framework
    Journal of Banking & Finance, 2014, 46, (C), 285-298 View citations (12)

2013

29. A Nested Dirichlet Process Analysis of Cluster Randomized Trial Data With Application in Geriatric Care Assessment
    Journal of the American Statistical Association, 2013, 108, (501), 48-68 View citations (1)
30. A robust approach to measure latent, time-varying equity in hierarchical branding structures
    Quantitative Marketing and Economics (QME), 2013, 11, (3), 289-319 View citations (3)
31. A spatial Poisson hurdle model for exploring geographic variation in emergency department visits
    Journal of the Royal Statistical Society Series A, 2013, 176, (2), 389-413 View citations (9)

2012

32. A Bayesian approach to term structure modeling using heavy‐tailed distributions
    Applied Stochastic Models in Business and Industry, 2012, 28, (5), 430-447
33. Sampling designs via a multivariate hypergeometric-Dirichlet process model for a multi-species assemblage with unknown heterogeneity
    Computational Statistics & Data Analysis, 2012, 56, (8), 2562-2573 View citations (1)

2011

34. A stochastic model for assessing Chlamydia trachomatis transmission risk by using longitudinal observational data
    Journal of the Royal Statistical Society Series A, 2011, 174, (4), 975-989 View citations (1)
35. Modelling member behaviour in on‐line user‐generated content sites: a semiparametric Bayesian approach
    Journal of the Royal Statistical Society Series A, 2011, 174, (4), 1051-1069 View citations (3)

2010

36. Joint Modeling for Cognitive Trajectory and Risk of Dementia in the Presence of Death
    Biometrics, 2010, 66, (1), 294-300 View citations (1)
37. Robust mixture modeling based on scale mixtures of skew-normal distributions
    Computational Statistics & Data Analysis, 2010, 54, (12), 2926-2941 View citations (38)

2009

38. A Bayesian analysis for longitudinal semicontinuous data with an application to an acupuncture clinical trial
    Computational Statistics & Data Analysis, 2009, 53, (3), 699-706 View citations (3)
39. A robust Bayesian approach to null intercept measurement error model with application to dental data
    Computational Statistics & Data Analysis, 2009, 53, (4), 1066-1079 View citations (2)
40. Assessing Sexual Attitudes and Behaviors of Young Women: A Joint Model with Nonlinear Time Effects, Time Varying Covariates, and Dropouts
    Journal of the American Statistical Association, 2009, 104, (486), 474-485 View citations (2)
41. Bayesian Analysis of Cancer Rates From SEER Program Using Parametric and Semiparametric Joinpoint Regression Models
    Journal of the American Statistical Association, 2009, 104, (486), 439-452 View citations (6)
42. Semiparametric Bayesian approaches to joinpoint regression for population-based cancer survival data
    Computational Statistics & Data Analysis, 2009, 53, (12), 4073-4082