WOrking Papers
Research Pages: Google Scholar | ResearchGate | SSRN
Working Papers:
Saved by the Bell? Equity Market Responses to Surprise COVID-19 Lockdowns and Central Bank Interventions (with Aakriti Mathur and Rajeswari Sengupta) [Published in the IGIDR Working Paper Series | Paper | Slides]
Threshold Level of Inflation – Concept and Measurement (with R.H. Dholakia, Jai Chander and Ipsita Padhi) [Published in the RBI DRG Study Series | Paper | Slides]
Monetary Transmission Mechanism, Confidence and Uncertainty: Evidence from a Large Emerging Market Economy (with Sarat Dhal) [Paper | Slides]
Inflation Persistence, Monetary Regimes and Credibility: A Long-term Perspective (with Swati Singh and Ashwin Kurien) [Paper | Slides]
Macroeconomic Effects of Uncertainty: A Big Data Analysis for India (with Nalin Priyaranjan) [Published in the RBI Working Paper Series | Paper | Slides]
Macroeconomic Forecasting in India: Does Machine Learning Hold the Key to Better Forecasts? (with Shovon Sengupta) [Published in the RBI Working Paper Series | Paper | Slides]
Work in Progress:
Machine learning-based Inflation forecasting: A multivariate analysis (with Ashwin Kurien)
What moved thy interest rates? Application of Interpretable Machine Learning to Sovereign Bond Yields (with Shovon Sengupta)