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School of Accounting, Economics and Finance
Faculty of Business and Law
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Prasad Bhattacharya

Dr Prasad Sankar Bhattacharya

Senior Lecturer in Economics

BA(Hons) Jadavpur MA Delhi Ph.D Florida International U

Tel: +61 3 9244 6645

Email: prasad.bhattacharya@deakin.edu.au
Office location: lb4.418, Melbourne Campus at Burwood
Commenced at Deakin: 2005
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
Research interests Econometrics
International Economics
nternational Trade
Specializations: Time Series Econometrics, Financial Econometrics, Forecasting, Empirical Analysis of Conflict, Civil War and Terrorism, Applied Growth and Development
Link to Research Output
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)
Research Awards
  • Staff Research Award in Economics 2007, School of Accounting, Economics and Finance, Deakin University
Professional Affiliations
  • American Economic Association
  • The Econometric Society
  • The International Institute of Forecasters