Arnab Bhattacharjee

Reader in Economic Studies
BStat Hons. (Bachelor of Statistics, with Honours), MStat (Master of Statistics), PhD (Economics), PhD (Statistics)

Contact Details

a.z.bhattacharjee@dundee.ac.uk
Telephone: +44 (0)1382 384382
Fax:+44 (0)1382 384691

Biography

Arnab Bhattacharjee is a Reader in Economics who joined Economic Studies in October 2010. He did his graduate and postgraduate studies in Statistics from the Indian Statistical Institute (Kolkata, India) before working for five years at the Reserve Bank of India and completing a PhD in Economics part time from the University of Mumbai (2002). In 2008, he returned to the Indian Statistical Institute to complete a PhD in Statistics. Before coming to Dundee in 2010, he was College Lecturer and Research Associate in Cambridge University (2001-2004), and Lecturer in Economics and Finance at St Andrews University (2004-2010).

External Affiliations

Visiting Professor: University of Aveiro (Portugal), Michigan State University (USA).
Expert on econometric evidence, Supreme Court of New South Wales (Australia).
Member, Editorial Board, Journal of e-Planning, 2011 - .
Senior Member, Robinson College, University of Cambridge, UK.
Elected Life Member, International Statistical Institute.
Life Member, Indian Statistical Institute.

Teaching

"Microeconomic Analysis" (3rd Year).
"Induction Programme - Statistics" (MSc International Business).
"International Business Project" (MSc International Business).
"Strategic Decisions for Business" (MSc International Business and MSc Finance).
"Quantitative Methods 0" (Pre-Sessional) (MSc Economics, Scottish Graduate Programme in Economics).
"Quantitative Methods 2" (Pre-Sessional) (MSc Economics, Scottish Graduate Programme in Economics).

Research Interests

Applied econometrics, specifically microeconometrics, panel data and spatial econometrics.
Application areas: housing markets and other spatial economic processes, monetary policy and business cycle in the cross section.

Research Grants

Fundacao para a Ciencia e a Tecnologia, Portugal (Ministry of Science, Technology and Higher Education). "Drivers of Housing Demand in Portuguese Urban System". With E.A. de Castro and J.L. Marques (Univ. Aveiro, Portugal) and T.S. Marques (Univ. Porto, Portugal). Awarded: €79,415. Duration: Sept. 2010 to Aug. 2012.

Publications since 2008

Refereed papers

"Understanding Spatial Diffusion with Factor-Based Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal" (with E.A. de Castro and J.L. Marques), 2011, Forthcoming: Spatial Economic Analysis.
"Structural Interactions in Spatial Panels" (with S. Holly), 2011, Empirical Economics 40(1), Special issue on Panel Data Econometrics, 69-94.
"Partial Orders with respect to Continuous Covariates and Tests for the Proportional Hazards Model", 2011, Journal of Statistical Planning and Inference 141(1), 243-261.
"Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England's MPC" (with S. Holly), 2010, Economics and Politics 22(2), 151-179.
"Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model" (with J.S. Chadha and Q. Sun), 2010, Open Economies Review 21(3), 365-391. Full version in: A. Taylor (Ed.) 'Cycles, Contagion and Crises', Financial Markets Group Special Paper 183, London School of Economics & Political Science, 2008, 463-513.
"Macroeconomic Instability and Business Exit: Determinants of Failures and Acquisitions of UK Firms" (with C. Higson, S. Holly and P. Kattuman), 2009, Economica, 76(301), 108-131.
"Regional Variation in Productivity: A Study of the Danish Economy" (with E.A. de Castro and (Late) C.J.-Butler), 2009, Journal of Productivity Analysis, 31(3), 195-212.
"Macroeconomic Instability and Corporate Failure: The Role of the Legal System" (with C. Higson, S. Holly and P. Kattuman), 2009, Review of Law and Economics, 5(1), Article 1.

Contributions to edited volumes

"Methods and models for analysis of the urban housing market" (with E.A. de Castro and J.L. Marques), 2011, In: Capello, R. and Dentinho, T.P. (Eds.), Emerging Challenges for Regional Development and Evolving Infrastructure Networks and Space, Edward Elgar.

Papers submitted for publication

"The Profitability Dynamics of Indian Firms" (with S. Majumdar), 2010, Revise and resubmit: Organization Science.
"Understanding Interactions in Social Networks and Committees" (with S. Holly), 2009, CDMA Working Paper 10/04, University of St Andrews, UK. Revise and resubmit: Spatial Economic Analysis.
"Estimation of Spatial Weights Matrix under Structural Constraints" (with (Late) C.J.-Butler), Economic Studies Discussion Paper 254, Scottish Institute for Research in Economics and University of Dundee, UK.
"Financial Distress in Chinese Industry: Microeconomic, Macroeconomic and Institutional Influences" (with J. Han), 2009, CRIEFF Discussion Paper 1001, University of St Andrews, UK.
"Testing Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity", 2007, School of Economics & Finance Discussion Paper 0708, Univ. St Andrews, UK.
"Taking Personalities out of Monetary Policy Decision Making? Interactions, Heterogeneity and Committee Decision-making in the Bank of England's MPC" (with S. Holly), 2006, CDMA Working Paper 0612, University of St Andrews, UK.
"How much do firms matter in an emerging market economy?" (With S. Majumdar), 2010, Economic Studies Discussion Paper 256, Scottish Institute for Research in Economics and University of Dundee, UK.
"Entrepreneurial Motives and Performance: Why Might Better Educated Entrepreneurs be Less Successful?" (With J. Bonnet, N. Le Pape and R. Renault), University of Caen Working Paper No. 200603.

Current Work in Progress

"Monetary Policy under Model Uncertainty: A Bayesian Analysis of FOMC Forecasts" (with P. Gelain).
" Identification of submarkets under spatial heterogeneity and endogenous spatial dependence: A functional regression approach" (with T. Maiti).
"Profit margins and the business cycle: Operating leverage effects or price adjustments?" (with C. Higson and S. Holly).
"Uncovering Clubs and Congestion Effects: Some Monte Carlo Evidence" (with R. Hicks and K. Schnier).
"Understanding the spatial structure of housing markets: use of new data and methodologies".
"An Analysis of Mortgage Arrears Using the British Household Panel Survey" (with H. Cairns and G. Pryce).
"Firm Dynamics and Exit Hazard: Reconciling Theory and Evidence using Hazard Regression Models".
"Bayesian duration analysis with order restrictions on covariate effects and ageing". (With M. Bhattacharjee).
"Regional Variations in Child Mortality in India" (With S. Bhalotra).
"Entry and exit rates: Equilibrium and industry variation in short run adjustment". (With D. Ulph).
"Diversify or Consolidate? Firm Behaviour in Indian Software Industry". (With P.Kattuman and S.Mehrotra).
"Inference under Arbitrary Continuous Heterogeneity: A Subsampling Approach". (With S. Chatterjee).
"Inferring Granger- and Rubin-Causality from Duration Data with Time-Varying Covariates".

Selected Publications Prior to 2008

"Money and Monetary Policy in Dynamic Stochastic General Equilibrium Models" (with C. Thoenissen), 2007, The Manchester School, 75(S1), Sept. 2007, 88-122.
"Estimation in Hazard Regression Models under Ordered Departures from Proportionality", 2004, Computational Statistics and Data Analysis, 47(3), 517-536.
"Testing for the proportionality of hazards in two samples against the increasing cumulative hazard ratio alternative" (with D. Sengupta and B. Rajeev), 1998, Scandinavian Journal of Statistics, 25(4), 637-647.
"On the Coefficient of Variation for the L and L-bar Classes of Life Distributions" (with D. Sengupta), 1996, Statistics and Probability Letters, 27(2), 177-180.