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Publications

by members of

Department of Economic Sciences
Indian Institute of Technology Kanpur
Kanpur, India

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2023

  1. Rikhia Bhukta & Debayan Pakrashi & Sarani Saha & Ashish Sedai, 2023. "Community Electrification and Women’s Autonomy," CAMA Working Papers 2023-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Ivan Jeliazkov & Shubham Karnawat & Mohammad Arshad Rahman & Angela Vossmeyer, 2023. "Flexible Bayesian Quantile Analysis of Residential Rental Rates," Papers 2305.13687, arXiv.org, revised Sep 2023.

2022

  1. Chakraborty, Tanika & Mukherjee, Anirban & Saha, Sarani & Shukla, Divya, 2022. "Caste, Courts and Business," IZA Discussion Papers 15037, Institute of Labor Economics (IZA).

2021

  1. Asad Islam & Debayan Pakrashi & Soubhagya Sahoo & Liang Choon Wang & Yves Zenou, 2021. "Gender inequality and caste: Field experimental evidence from India," Monash Economics Working Papers 2021-07, Monash University, Department of Economics.
  2. Mohit Batham & Soudeh Mirghasemi & Mohammad Arshad Rahman & Manini Ojha, 2021. "Modeling and Analysis of Discrete Response Data: Applications to Public Opinion on Marijuana Legalization in the United States," Papers 2109.10122, arXiv.org, revised May 2023.
  3. Prajual Maheshwari & Mohammad Arshad Rahman, 2021. "bqror: An R package for Bayesian Quantile Regression in Ordinal Models," Papers 2109.13606, arXiv.org, revised May 2023.
  4. Vasudha Jain & Mark Whitmeyer, 2021. "Search and Competition with Flexible Investigations," Papers 2104.13159, arXiv.org.

2020

  1. Maiti, Surya Nath & Pakrashi, Debayan & Saha, Sarani & Smyth, Russell, 2020. "Don’t judge a book by its cover: The role of intergroup contact in reducing prejudice in conflict settings," GLO Discussion Paper Series 549, Global Labor Organization (GLO).
  2. Pakrashi, Debayan & Saha, Sarani, 2020. "Intergenerational consequences of maternal domestic violence: Effect on nutritional status of children," GLO Discussion Paper Series 551, Global Labor Organization (GLO).
  3. Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," Papers 2001.09295, arXiv.org.
  4. Georges Bresson & Anoop Chaturvedi & Mohammad Arshad Rahman & Shalabh, 2020. "Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation," Papers 2006.07074, arXiv.org.
  5. Manini Ojha & Mohammad Arshad Rahman, 2020. "Do Online Courses Provide an Equal Educational Value Compared to In-Person Classroom Teaching? Evidence from US Survey Data using Quantile Regression," Papers 2007.06994, arXiv.org.
  6. Arjun Gupta & Soudeh Mirghasemi & Mohammad Arshad Rahman, 2020. "Heterogeneity in Food Expenditure amongst US families: Evidence from Longitudinal Quantile Regression," Papers 2010.02614, arXiv.org.
  7. Anand Chopra & Michael B. Devereux & Amartya Lahiri, 2020. "Pandemics Through the Lens of Occupations," NBER Working Papers 27841, National Bureau of Economic Research, Inc.

2019

  1. Mohammad Arshad Rahman & Angela Vossmeyer, 2019. "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," Papers 1909.05560, arXiv.org.
  2. Vasudha Jain & Mark Whitmeyer, 2019. "Competing to Persuade a Rationally Inattentive Agent," Papers 1907.09255, arXiv.org, revised Feb 2020.

2017

  1. Chakraborty, Tanika & Mukherjee, Anirban & Rachapalli, Swapnika Reddy & Saha, Sarani, 2017. "Stigma of Sexual Violence and Women's Decision to Work," IZA Discussion Papers 10934, Institute of Labor Economics (IZA).

2015

  1. Chakraborty, Tanika & Mukherjee, Anirban & Saha, Sarani, 2015. "Court-ship, Kinship and Business: A Study on the Interaction between the Formal and the Informal Institutions and Its Effect on Entrepreneurship," IZA Discussion Papers 8887, Institute of Labor Economics (IZA).

2014

  1. Wasim Ahmad & Florent Deisting & Sanjay Sehgal, 2014. "Information transmission in India's commodity futures market: how efficient is the market?," Post-Print hal-01881904, HAL.

2013

  1. Singh, Anshul, 2013. "Do the FDI, Economic growth and Trade affect each other for India: An ARDL Approach," MPRA Paper 51447, University Library of Munich, Germany.
  2. Sanjay Sehgal & Wasim Ahmad & Florent Deisting, 2013. "A Re-Assessment of the Role of the Financial Sector in Driving Economic Growth: Recent Evidence from Cross Country Data," Post-Print hal-01881908, HAL.

2012

  1. Kar, Saibal & Roy, Poulomi & Saha, Sarani, 2012. "Public and Private Sector Jobs, Unreported Income and Consumption Gap in India: Evidence from Micro-Data," IZA Discussion Papers 6404, Institute of Labor Economics (IZA).
  2. Wasim Ahmad & Florent Deisting & Sanjay Sehgal, 2012. "An investigation of price discovery and volatility spillovers in India's currency futures market," Post-Print hal-01881913, HAL.

2011

  1. Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet, 2011. "Algorithms for merging tick data and data analysis for Indian financial market," MPRA Paper 32058, University Library of Munich, Germany.
  2. Wasim, Ahmad & Bandi, Kamaiah, 2011. "Identifying regime shifts in Indian stock market: A Markov switching approach," MPRA Paper 37174, University Library of Munich, Germany, revised 08 Mar 2012.

2010

  1. Mohd, Irfan, 2010. "The Role of Executives in Hostile Takeover Attempts," MPRA Paper 22123, University Library of Munich, Germany, revised 15 Apr 2010.
  2. John Whalley & Tanmaya Shekhar, 2010. "The Rapidly Deepening India-China Economic Relationship," CESifo Working Paper Series 3183, CESifo.

2008

  1. John Bailey Jones & Sohini Sahu, 2008. "Transition Accounting for India in a Multi-Sector Dynamic General Equilibrium Model," Discussion Papers 08-03, University at Albany, SUNY, Department of Economics.
  2. Vimal Kumar & Stergios Skaperdas, 2008. "On The Economics oF Organized Crime," Working Papers 070815, University of California-Irvine, Department of Economics.

2007

  1. Saha, Sarani, 2007. "Democratic Institutions and Provision of Public Good," University of California at Santa Barbara, Economics Working Paper Series qt55f3c17g, Department of Economics, UC Santa Barbara.

2005

  1. Deacon, Robert & Saha, Sarani, 2005. "Public Good Provision by Dictatorships: A Survey," University of California at Santa Barbara, Economics Working Paper Series qt1jk5b0vr, Department of Economics, UC Santa Barbara.

Journal articles

2022

  1. Maiti, Surya Nath & Pakrashi, Debayan & Saha, Sarani & Smyth, Russell, 2022. "Don't judge a book by its cover: The role of intergroup contact in reducing prejudice in conflict settings," Journal of Economic Behavior & Organization, Elsevier, vol. 202(C), pages 533-548.
  2. Debayan Pakrashi & Surya Nath Maiti & Sarani Saha, 2022. "Caste, Awareness and Inequality in Access to Maternal and Child Health Programs: Evidence From India," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 163(3), pages 1301-1321, October.
  3. Khan, Mohammad Azeem & Ahmad, Wasim, 2022. "Fresh evidence on the relationship between market power and default risk of Indian banks," Finance Research Letters, Elsevier, vol. 46(PA).

2021

  1. Islam, Asad & Pakrashi, Debayan & Sahoo, Soubhagya & Wang, Liang Choon & Zenou, Yves, 2021. "Gender inequality and caste: Field experimental evidence from India," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 111-124.
  2. Ahmad, Wasim & Hernandez, Jose Arreola & Saini, Seema & Mishra, Ritesh Kumar, 2021. "The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?," Resources Policy, Elsevier, vol. 72(C).
  3. Ahmad, Wasim & Kutan, Ali M. & Chahal, Rishman Jot Kaur & Kattumuri, Ruth, 2021. "COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan," International Review of Financial Analysis, Elsevier, vol. 78(C).
  4. Saini, Seema & Ahmad, Wasim & Bekiros, Stelios, 2021. "Understanding the credit cycle and business cycle dynamics in India," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 988-1006.
  5. Ahmad, Wasim & Kutan, Ali M. & Gupta, Smarth, 2021. "Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 546-557.
  6. Bresson Georges & Chaturvedi Anoop & Rahman Mohammad Arshad & Shalabh, 2021. "Seemingly unrelated regression with measurement error: estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation," The International Journal of Biostatistics, De Gruyter, vol. 17(1), pages 75-97, May.
  7. Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2021. "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Empirical Economics, Springer, vol. 60(1), pages 227-259, January.
  8. Arjun Gupta & Soudeh Mirghasemi & Mohammad Arshad Rahman, 2021. "Heterogeneity in food expenditure among US families: evidence from longitudinal quantile regression," Indian Economic Review, Springer, vol. 56(1), pages 25-48, June.

2020

  1. Karasu, Seçkin & Altan, Aytaç & Bekiros, Stelios & Ahmad, Wasim, 2020. "A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series," Energy, Elsevier, vol. 212(C).
  2. Awasthi, Kritika & Ahmad, Wasim & Rahman, Abdul & Phani, B.V., 2020. "When US sneezes, clichés spread: How do the commodity index funds react then?," Resources Policy, Elsevier, vol. 69(C).
  3. Parashari, Gopal Sharan & Kumar, Vimal, 2020. "Destruction and settlement norms as determinants of conflict: An evolutionary perspective," European Journal of Political Economy, Elsevier, vol. 63(C).

2019

  1. Verma, Ramprasad & Ahmad, Wasim & Uddin, Gazi Salah & Bekiros, Stelios, 2019. "Analysing the systemic risk of Indian banks," Economics Letters, Elsevier, vol. 176(C), pages 103-108.
  2. Singh, Jitendra & Ahmad, Wasim & Mishra, Anil, 2019. "Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds," Resources Policy, Elsevier, vol. 61(C), pages 441-460.
  3. Piyush Pandey & Sanjay Sehgal & Wasim Ahmad, 2019. "Dynamics of banking sector integration in South Asia: an empirical study," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 12(3), pages 315-332, June.
  4. Thirumulanathan, D. & Sundaresan, Rajesh & Narahari, Y., 2019. "On optimal mechanisms in the two-item single-buyer unit-demand setting," Journal of Mathematical Economics, Elsevier, vol. 82(C), pages 31-60.
  5. Thirumulanathan, D. & Sundaresan, Rajesh & Narahari, Y., 2019. "Optimal mechanisms for selling two items to a single buyer having uniformly distributed valuations," Journal of Mathematical Economics, Elsevier, vol. 82(C), pages 1-30.

2018

  1. Chakraborty, Tanika & Mukherjee, Anirban & Rachapalli, Swapnika Reddy & Saha, Sarani, 2018. "Stigma of sexual violence and women’s decision to work," World Development, Elsevier, vol. 103(C), pages 226-238.
  2. Mohd Irfan & Sarani Saha & Sanjay Kumar Singh, 2018. "A random effects multinomial logit model for the determinants of exit modes," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 45(4), pages 791-809, September.
  3. Wasim Ahmad & Sanjay Sehgal, 2018. "Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 337-362, June.
  4. Ahmad, Wasim & Sadorsky, Perry & Sharma, Amit, 2018. "Optimal hedge ratios for clean energy equities," Economic Modelling, Elsevier, vol. 72(C), pages 278-295.
  5. Ahmad, Wasim & Rais, Shirin & Shaik, Abdul Rahman, 2018. "Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 14-27.
  6. Ahmad, Wasim & Sharma, Sumit Kumar, 2018. "Testing output gap and economic uncertainty as an explicator of stock market returns," Research in International Business and Finance, Elsevier, vol. 45(C), pages 293-306.
  7. Wasim Ahmad & Shirin Rais, 2018. "Time-Varying Spillover and the Portfolio Diversification Implications of Clean Energy Equity with Commodities and Financial Assets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(8), pages 1837-1855, June.
  8. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin, 2018. "Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 117-133.
  9. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin J., 2018. "Financial connectedness of BRICS and global sovereign bond markets," Emerging Markets Review, Elsevier, vol. 37(C), pages 1-16.
  10. Jain, Vasudha, 2018. "Bayesian persuasion with cheap talk," Economics Letters, Elsevier, vol. 170(C), pages 91-95.

2017

  1. Ahmad, Wasim, 2017. "On the dynamic dependence and investment performance of crude oil and clean energy stocks," Research in International Business and Finance, Elsevier, vol. 42(C), pages 376-389.
  2. Thirumulanathan, D. & Vinay, H. & Bhashyam, Srikrishna & Sundaresan, Rajesh, 2017. "Almost budget balanced mechanisms with scalar bids for allocation of a divisible good," European Journal of Operational Research, Elsevier, vol. 262(3), pages 1196-1207.

2016

  1. Bhattacharya, Sukanta & Saha, Sarani & Banerjee, Sarmila, 2016. "Income inequality and the quality of public services: A developing country perspective," Journal of Development Economics, Elsevier, vol. 123(C), pages 1-17.
  2. Mukherjee, Deep & Rahman, Mohammad Arshad, 2016. "To drill or not to drill? An econometric analysis of US public opinion," Energy Policy, Elsevier, vol. 91(C), pages 341-351.

2015

  1. Tanika Chakraborty & Anirban Mukherjee & Sarani Saha, 2015. "Court-ship, kinship and business: a study on the interaction between the formal and the informal institutions and its effect on entrepreneurship," IZA Journal of Labor & Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-21, December.
  2. Wasim Ahmad & N. Bhanumurthy & Sanjay Sehgal, 2015. "Regime dependent dynamics and European stock markets: Is asset allocation really possible?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(1), pages 77-107, February.
  3. Wasim Ahmad & Sanjay Sehgal, 2015. "The investigation of destabilization effect in India’s agriculture commodity futures market," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 7(2), pages 122-139, May.
  4. Sanjay Sehgal & Wasim Ahmad & Florent Deisting, 2015. "An investigation of price discovery and volatility spillovers in India’s foreign exchange market," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(2), pages 261-284, May.

2014

  1. Saha, Sarani & Roy, Poulomi & Kar, Saibal, 2014. "Public and private sector jobs, unreported income and consumption gap in India: Evidence from micro-data," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 285-300.
  2. Wasim Ahmad & N.R. Bhanumurthy & Sanjay Sehgal, 2014. "The Eurozone crisis and its contagion effects on the European stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(3), pages 325-352, July.
  3. Wasim Ahmad & Md Zulquar Nain & Bandi Kamaiah, 2014. "On the role of the trend and cyclical components in electricity consumption and India's economic growth: a cointegration and cofeature approach," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 38(1), pages 107-126, March.

2013

  1. Ahmad, Wasim & Sehgal, Sanjay & Bhanumurthy, N.R., 2013. "Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?," Economic Modelling, Elsevier, vol. 33(C), pages 209-225.

2012

  1. Mohd Irfan, 2012. "Determinants of Firms’ Liquidation and Acquisition in the Indian Electronics Industry," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 6(1), pages 75-90, February.
  2. Basanth Kommadath & Runa Sarkar & Binayak Rath, 2012. "A Fuzzy Logic Based Approach to Assess Sustainable Development of the Mining and Minerals Sector," Sustainable Development, John Wiley & Sons, Ltd., vol. 20(6), pages 386-399, November.

2011

  1. Sarani Saha, 2011. "City-level analysis of the effect of political regimes on public good provision," Public Choice, Springer, vol. 147(1), pages 155-171, April.
  2. Mohd Irfan, 2011. "The role of executives in hostile takeover attempts," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 6(1), pages 29-40, May.

2010

  1. Md. Zulquar Nain & Wasim Ahmad, 2010. "Export-Led Growth Hypothesis in India: Some Further Evidences," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 69-82, August.

2007

  1. Kulshreshtha, Praveen, 2007. "An efficiency and welfare classification of rationing by waiting in the presence of bribery," Journal of Development Economics, Elsevier, vol. 83(2), pages 530-548, July.

2003

  1. Praveen Kulshreshtha, 2003. "Rationing by Waiting, Opportunity Costs of Waiting and Bribery," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 38(1), pages 59-75, January.

2001

  1. Kulshreshtha, Praveen & Sarangi, Sudipta, 2001. ""No return, no refund": an analysis of deposit-refund systems," Journal of Economic Behavior & Organization, Elsevier, vol. 46(4), pages 379-394, December.

1982

  1. M. A. Rahman, 1982. "Book Reviews," International Studies, , vol. 21(2), pages 179-184, April.

Chapters

2023

  1. Mohit Batham & Soudeh Mirghasemi & Manini Ojha & Mohammad Arshad Rahman, 2023. "Binary and Ordinal Probit Regression: Applications to Public Opinion on Marijuana Legalization in the United States," Contributions to Economics, in: Deep Mukherjee (ed.), Applied Econometric Analysis Using Cross Section and Panel Data, chapter 0, pages 33-60, Springer.

2022

  1. Wasim Ahmad & Smarth Gupta & Shirin Rais, 2022. "Understanding the Impact of COVID-19 on Financial Markets: Animal Spirits or Black Swan?," India Studies in Business and Economics, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar (ed.), Studies in International Economics and Finance, pages 617-632, Springer.

2019

  1. Mohammad Arshad Rahman & Angela Vossmeyer, 2019. "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 157-191, Emerald Group Publishing Limited.
  2. Mohammad Arshad Rahman & Shubham Karnawat, 2019. "Flexible Bayesian Quantile Regression in Ordinal Models," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 211-251, Emerald Group Publishing Limited.

2011

  1. Phillip Li & Mohammad Arshad Rahman, 2011. "Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas," Advances in Econometrics, in: Missing Data Methods: Cross-sectional Methods and Applications, pages 269-288, Emerald Group Publishing Limited.

2006

  1. Robert T. Deacon & Sarani Saha, 2006. "Public Good Provision by Dictatorship: A Survey," Chapters, in: Attiat F. Ott & Richard J. Cebula (ed.), The Elgar Companion to Public Economics, chapter 6, Edward Elgar Publishing.

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