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In a recent work (Chattopadhyay, A. K. et al, Europhys. Lett. {\bf 91}, 58003, 2010) based on food consumption statistics, we showed how a stochastic agent based model could represent the time variation of the income distribution statistics…
This paper provides a general method to directly translate a classical economic framework with a large number of agents into a field-formalism model. This type of formalism allows the analytical treatment of economic models with an…
Nowadays, financial data analysis is becoming increasingly important in the business market. As companies collect more and more data from daily operations, they expect to extract useful knowledge from existing collected data to help make…
\Multiple imputation (MI) is a popular and well-established method for handling missing data in multivariate data sets, but its practicality for use in massive and complex data sets has been questioned. One such data set is the Panel Study…
Empirical measures of financial connectedness based on Forecast Error Variance Decompositions (FEVDs) often yield dense network structures that obscure true transmission channels and complicate the identification of systemic risk. This…
This chapter presents a calendar rebalancing approach to portfolios of stocks in the Indian stock market. Ten important sectors of the Indian economy are first selected. For each of these sectors, the top ten stocks are identified based on…
We empirically investigate distributions of individual consumption expenditure f or four commodity categories conditional on fixed income levels. The data stems from the Family Expenditure Survey carried out annually in the United Kingdom.…
We investigate the performance of dynamic portfolios constructed using more than 21,000 technical trading rules on 12 categorical and country-specific markets over the 2004-2015 study period, on rolling forward structures of different…
Empirical growth analysis has three major problems --- variable selection, parameter heterogeneity and cross-sectional dependence --- which are addressed independently from each other in most studies. The purpose of this study is to propose…
Harnessing the demand-side flexibility in building and mobility sectors can help to better integrate renewable energy into power systems and reduce global CO2 emissions. Enabling this sector coupling can be achieved with advances in energy…
Index insurance has been promoted as a promising solution for reducing agricultural risk compared to traditional farm-based insurance. By linking payouts to a regional factor instead of individual loss, index insurance reduces monitoring…
This paper proposes a two-step framework for techno-economic analysis of a demand-side flexibility service in distribution networks. Step one applies optimization-based modelling to propose a generic problem formulation which determines the…
Supply chain disruptions constitute an often underestimated risk for financial stability. As in financial networks, systemic risks in production networks arises when the local failure of one firm impacts the production of others and might…
Using three rounds of NSS datasets, the present paper attempts to understand the relationship between income inequality and intergenerational income mobility (IGIM) by segregating generations into social and income classes. The originality…
Economic shocks due to Covid-19 were exceptional in their severity, suddenness and heterogeneity across industries. To study the upstream and downstream propagation of these industry-specific demand and supply shocks, we build a dynamic…
Several ICT studies give anecdotal evidences showing privacy to be an area of concern that can influence adoption of technology in the developing world. However, in-depth understanding of end users' privacy attitudes and awareness is…
Using the primary data collected for 463 farmers in six districts of Haryana, India, the present study attempts to understand the constituents of farmer's adaptive capacity at local level and how it can be enhanced. We use path analysis…
I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I discuss some of the older, economic, applications including supply and demand models and relate them to the recent…
Economic complexity reflects the amount of knowledge that is embedded in the productive structure of an economy. It resides on the premise of hidden capabilities - fundamental endowments underlying the productive structure. In general,…
This study examines the determinants of the spousal age gap (SAG) in India, utilizing data from the 61st and 68th rounds of the National Sample Survey (NSSO). We employ regression analysis, including instrumental variables, to address…