Dr Prasad Sankar Bhattacharya
Present Position:
Senior Lecturer in Economics
Phone: +61 3 9244 6645
Email: prasad.bhattacharya@deakin.edu.au
Campus: Melbourne Campus at Burwood
Academic Qualifications:
BA(Hons) Jadavpur MA Delhi Ph.D Florida International U
Commenced at Deakin: June 2005
Books/publications/monographs
Reported in the Deakin University Annual Research Reports since 1995
Research Interests:
- Econometrics
- International Economics
- International Trade
- Specializations: Time Series Econometrics, Financial Econometrics, Forecasting, Empirical Analysis of Conflict, Civil War and Terrorism, Applied Growth and Development.
Publication Highlights
- Exchange Rate Pass-Through and Relative Prices: An Industry-Level Empirical Investigation”, (with Cem A. Karayalcin and Dimitrios D. Thomakos). forthcoming, Journal of International Money and Finance
- Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?”, (with Dimitrios D. Thomakos). International Journal of Forecasting, vol. 24, no. 1, pp. 134 – 150, 2008.
- Time Varying Hedge Ratio: An Application to Indian Futures Market”, (with Harminder Singh and Gerard Gannon), Review of Futures Markets, vol. 16, no. 1, pp. 75 – 104, 2007.
- Trade, Openness and Domestic Conflict: An Empirical Investigation for Latin America”, (with Dimitrios D. Thomakos). The Economics of Peace and Security Journal [invited article]. vol. 2, no. 2, pp. 77-80, 2007.
Current research projects
- “An Explanation of Efficient Market Hypothesis and Unbiasedness Using Markov Switching Framework”, (with Harminder Singh, Deakin University)
- “Revealing Australia’s Underground Economy” (with Diab Harb, Department of Treasury and Finance, Government of Victoria, Melbourne)
- “How Do Legal Systems Affect Land Distribution: A Long-Run Disaggregated Analysis”, (with Mehmet A. Ulubasoglu, Deakin University)
- “Institutional Ownership and Firm Performance: Evidence from Finland”, (with Michael Graham, RMIT University)
- “Time-Varying Hedge Ratios in Presence of Structural Break: Evidence from Indian Futures Market”, (with Harminder Singh, Deakin University)
- “Effectiveness of Assessment Structure” (with Sutharson Kanapathippillai, Deakin University)
Affiliations: Professional/Academic:
- American Economic Association
- The Econometric Society
- The International Institute of Forecasters
Research Awards
Staff Research Award in Economics 2007, School of Accounting, Economics and Finance, Deakin University.
Teaching Interests/units taught at Deakin
- MAE406 Business and Financial Econometrics
- MAE102 The Global Economy
- MAE305 Business and Financial Forecasting
- MAE306 Applied Econometrics for Economics and Finance
- MAE704 International Trade and Policy
- MAF256 Introduction to Quantitative Finance and Economics
- MAE413 Macroeconomic Theory and Policy
- MAE403 International Economics