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Page 1: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

Technical Sessions

52nd Annual Conference of the Indian Econometric Society (TIES)

4th January, 2016

Technical Session I-A: Topic: Macroeconomics-I Time: 3.15 PM to 5.00 PM Venue: MDC/C1

Chairperson: Prof Paresh K Narayan BK Bhoi, A. K. Mitra, J. B. Singh & S. Gangadaran

Transmission Mechanism of Monetary Policy in India: Relative Effectiveness of Alternate Channels

Barendra Kumar Bhoi & Harendra Kumar Behera

India’s Potential Output Revisited

B. Balaji, S. Raja Sethu Durai and M Ramachandran

The relationship between Output Uncertainty and Economic Growth: Evidence from India

Pami Dua & Vineeta Sharma Determinants of Cycle Sychronization: A Band Spectrum Approach Hersch Sahay & M Ramachandran

Deficits and Inflation

4th January, 2016

Technical Session I-B: Topic: Agriculture Economics-I Time: 3.15 PM to 5.00 PM Venue: MDC/C2

Chairperson: Dr G Anantapadmanabam Thangzason Sonna, DK Raut, DP Rath & Pallavi

What has Gone Wrong with Pulses?

Dipyaman Pal & Arpita Ghose Bi-Directional Relationship between the Output and Price Variability of Rice Production in India: Evidence from Simultaneous Panel Approach

E.P.Sengottuvel Impact Of Bank Level Variables On Credit Flow To Agricultural Sector- – An Indian Evidence

Neha Gupta Government intervention in the Grain Markets in India: Rethinking the Procurement Policy

Rajni Mathur & Swati Raju Efficiency Among the Sugarcane Farmers of Bhiradichiwadi: A Case Study Using DEA

4th January, 2016 Technical Session I-C: Topic: Industrial Economics-I

Time: 3.15 PM to 5.00 PM Venue: MDC/C3 Chairperson: Prof K.L. Krishna

Anindya Bhattacharya & Maniklal Adhikary

Regional Health of Indian Manufacturing Industries: How far explained by the Technology Transfer Process?

Chandra Purkayastha Productivity in the Indian Textile Industry: A Re-look Chandrima Chakraborty & Arpita Ghose

The Role of Relative Wage in Explaining Efficiency of Indian Pharmaceutical Industry: Evidence from Stochastic Frontier

Page 2: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

Production Function Approach Lopamudra D. Satpathy Estimation of Total Factor Productivity and Its Firm-Specific

Determinants: Evidences from Indian Manufacturing Sector Niti Khandelwal Garg Determinants of Productivity: Evidence from Emerging and

Developing Asia P.L. Beena Globalisation, Corporate Strategies and Performance of Indian

Industries

4th January, 2016 Technical Session I-D: Topic: Labour Economics

Time: 3.15 PM to 5.00 PM Venue: MDC/C4 Chairperson: Prof Biswajit Chaterjee

Bhaskar Jyoti Neog & Bimal Kishore Sahoo

Labour market segmentation in the Indian Economy: An Investigation

Ashi Rooth Stuart Determinants of Job Mobility in Urban Informal Sector Rosa Abraham Informal Employment in India: An Analysis of Forms and

Determinants Agamoni Majumder & S Madheswaran

Meta-analysis of Value of Statistical Life

Swati Sharma Inequality of Employment Opportunity in India Tanima Banerjee Determinants of Participation and Wages/Salaries in Various Skill

Types of Occupations in Urban India – Role of Caste and Ethnicity: Empirical Evidences from 68th Round NSSO Data

Aparajita Dhara Youth Employment In India – A Disaggregated Analysis

4th January, 2016 Technical Session I-E: Topic: Financial Economics-I

Time: 3.15 PM to 5.00 PM Venue: MDC/C5 Chairperson: Dr R B Barman

Anver Sadath C & T.J.Jospeh Effect of Oil Price Slump on Stock Market Returns: Firm Level Evidence from India

Arif Billah Dar Gold as a hedge and Safe Haven: Evidence from China, India and the US

Ipsita Saishree & Puja Padhi An Empirical Analysis of Investor Sentiment in Indian Stock Market

Kritika Mathur & Pankaj Sinha Impact of Commodities Transaction Tax on Indian Commodity Futures

Avishek Bhandari & Bandi Kamaiah

Inflation-Stock return dynamics in time-frequency space: Spectral and continuous wavelet decomposition

Prasenjit Chakrabarti, K Kiran Kumar

High Frequency Return-Implied Volatility Relationship: Empirical Evidence from Nifty and India

4th January, 2016 Technical Session I-F: Topic: Energy & Environment - I

Page 3: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

Time: 3.15 PM to 5.00 PM Venue: MDC/C6 Chairperson: Prof Amalendu Jyothishi

Devleena Chakravarty & Sabuj Kumar Mandal

Estimating The Relationship Between Economic Growth And Environmnatal Quality For The BRICS Economies- A Dynamic Panel Data Approach

Narendra Nath Dalei & Yamini Gupt

Estimation of Forest Dependent Community Welfare using Multinomial Logistic Regression Approach

Wasim Ahmad Examining The Dynamic Interdependence In The Prices Of Crude Oil, Clean Energy And Technology Companies

Pankaj Kumar, Mousami Prasad & Trupti Mishra

Decomposition Analysis of Energy Consumption in India: Evidence from Extended Kaya Identity

Trupti Mishraa and Mousami Prasada

Does Environmental Kuznets curve exist at sectoral level? An investigation of Indian Metal Sector

4th January, 2016 Technical Session II-A: Topic: Macroeconomics-II

Time: 5.00 PM to 6.30PM Venue: MDC/C1 Chairperson: Prof B.B. Bhattacharya

Abhishek Das, Arpita Ghose & Gautam Gupta

Expectation Formation in a New Keynesian Economy: Evidence from a Laboratory Experiment

Amaresh Samantaraya and Suresh Kumar Patra

Pattern and Determinants of Household Savings in Odisha: An Empirical Analysis of Censored Data using a Tobit Model

B.M. Misra, Saurabh Ghosh & Dipankar Biswas

Demographic Advantage and its implications for the Indian Economy

B. Anand & M.Ramachandran The Macroeconomic Impacts of the Retail Petroleum Price Fluctuations: Evidence from India

Rajnesh Jain Inflation - Growth Nexus in India: An Econometric Analysis Deepika Goel Inflation Persistence In India

4th January, 2016

Technical Session II-B: Topic: Industrial Economics-II Time: 5.00 PM to 6.30PM Venue: MDC/C2

Chairperson: Prof P.L. Beena Bhanu Pratap Singh & Alok Kumar Mishra

Predicting Corporate Bankruptcy in India Using Multiple Discriminant Analysis

Mitali Chatterjee Impact Of Global Financial Crisis On Firm Growth: An Analysis Of Large Exporters In Indian Manufacturing

Dipanjan Kumar Dey Board Structure, Controlling ownership, and Business Groups: Evidence from India

Kanaiyalal Shantilal Parmar Impact Of Listing And Group Affiliation On Firm Performance: Evidence From Indian Non-Financial Firms

R. Rijesh Trade and Productivity in Indian Organised Manufacturing: An Industry Level Analysis

Page 4: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

4th January, 2016 Technical Session II-C: Topic: International Economics-I

Time: 5.00 PM to 6.30PM Venue: MDC/C3 Chairperson:

Raj Rajesh Trade Openness and Output Synchronization: What Evidence from Colonial India?

Aviral Kumar Tiwari, Mothkuri Aruna & Aruna Kumar Dash

Exchange Rate and Monetary Fundamentals: Long run Relationship Revisited in India

Prakash Singh and Arjuna Vadivel A Fractional Co-integration Analysis of Purchasing Power Parity: An Indian Case

Muhammed Rafi OPC & M.Ramachandran

Do cross-border capital flows affect exchange rate and its volatility?

Meena Abraham Chacko Foreign Portfolio Equity Investments in India: It’s Impact on Stock Market Development

Mahendra Pal Determinants of Foreign Capital in India (Revisited): an evidence from Co-Integration &Causality

4th January, 2016

Technical Session II-D: Topic: Regional Economics Time: 5.00 PM to 6.30PM Venue: MDC/C4

Chairperson: Aparna Lolayekar Regional Disparities in India: Growth Convergence and Spatial

Dependence Arfat Ahmad Sofi & S. Raja Sethu Durai

Spatial Dependence in Public Spending: Evidence from Indian States

Flora Pandya & Suresh Maind Panel Data Analysis: Convergence of Indian States with Infrastructure

Subhadip Mukherjee Various Investment Announcements and Regional Convergence in Post-Reform India: A State Level Panel Analysis

Purba Roy Choudhury Economic Growth and Regional Specialisation in India: A Case Study of Major States

Ganesan Subramanian.R & Amaresh Samantaraya

Regional Divergence in Socioeconomic Development in Tamil Nadu in the Light of Reform Era

4th January, 2016 Technical Session II-E: Topic: Public Finance Time: 5.00 PM to 6.30PM Venue: MDC/C5

Chairperson: K. Pushpangadan & Sthanu R. Nair

Tax Revenue Capacity and Tax Effort of Kerala: Analysis during Pre- and Post- Period of Accelerated Economic Growth

Kanchan Singh Revenue, Expenditure and Causality: An Empirical study of State Government in India

Kshamanidhi Adabar Impact of Fiscal Transfers on Regional Growth in India K. Shanmugan & Chourey Reshma

Budget multipliers, Fiscal consolidation and Growth in India

Page 5: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

Krishanu Pradhan Ricardian Approach to Fiscal Sustainability in India M. Shanmugam The Impact of Fiscal Rule on Fiscal Policy Volatility: Empirical

Evidence from India

4th January, 2016 Technical Session II-F: Topic: Development Economics-I

Time: 5.00 PM to 6.30PM Venue: MDC/C6 Chairperson:

Manju S.Nair Non Communicable Diseases, Catastrophic Health Expenditure and Impoverishment : A Micro Panel Analysis

Sukumar Vellakkal Is the impact of national health mission of India on access to maternal healthcare driven by its cash-transfer component? A quasi-natural experiment study

Sabu K.T. India’s Old Age Pension System: Challenges in Coming Decades Syam Prasad and TJ joseph Dependency among aged India: Do circumstances matters? Vishalkumar Jani & Ravindra H. Dholakia

Does Trade Make Asian Children Healthier?

MdZakaria Siddiqui & Subrata Mukherjee

Do public interventions crowd out private initiatives for tackling the problems of flies and mosquitoes? A multilevel model to understand household behaviour using NSS data for urban India

Dona Ghosh The Trajectories of Self-Perceived Quality of Life of Elderly

5th January, 2016 Technical Session III-A: Topic: Macroeconomics-III

Time: 9.00AM to 10.45 AM Venue: MDC/C1 Chairperson:

Dipankor Coondoo & Sangita Das Purchasing Managers’ Indices and Quarterly GDP change forecast: An Exploratory Note based on Indian Data

Bhavesh Salunkhe & Anuradha Patnaik

The Impact of Monetary Policy on Output and Inflation in India: A Frequency Domain Analysis

Chaithanya Jayakumar, Kamaiah Bandi

Oil Shocks and its Impact on Indian Economy: Sign restricted SVAR Model

Ankur Agarwal, Kritarth Jha & Gourishankar S Hiremath

Long-Term Memories Of India’s Treasury Rates: A Generalized Hurst Exponent Approach

A.K. Gaur & Pragyesh Nath Tripathi

Forecasting of Gross Domestic Product in India through ARIMA Model

Deepa Palathingal, Syam Prasad & P. Balamurugan

The Impact of FDI on Domestic Investment in India: A Sector-wise Analysis of Crowd-in and Crowd-out Effect

Debesh Bhowmik Convergence And Cointegration Of Sectoral Shares And Growth In India

5th January, 2016

Technical Session III-B: Topic: Development Economics-II Time: 9.00AM to 10.45 AM Venue: MDC/C2

Chairperson:

Page 6: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

Anjan Ray Chaudhury Interpreting the Disparity in Educational Attainment Among the Socio-religious Groups in India

Mousumi Singha Mahapatra, Swati Alok & Jayasree Raveendran

A Survey on Financial literacy of Indian Youth: A Study on Hyderabad-Secunderabad Twin Cities

Noopur Verma & Sudipta Sen Determinants Of Public Expenditure On Education In India: An Empirical Analysis

P. Geetha Rani Determinants of Interest Subsidy on Education Loans in India: Who Gains and Who Losses?

Shashi Bhusan Mishra, Arijita Dutta

Efficiency of Primary Schools in West Bengal- Measurement and Determinants

Sudatta Banerjee A Comparative Study of Determinants of Quality of Education in Private and Government Schools: A case study of the Schools of Burdwan, West Bengal

5th January, 2016

Technical Session III-C: Topic: International Economics-II Time: 9.00AM to 10.45 AM Venue: MDC/C3

Chairperson: C. Veeramani, Lakshmi. A and Prachi Gupta

Extensive and Intensive Margins of India’s Manufactured Exports: Comparison with China

Bikash Ranjan Mishra & Pabitra Kumar Jena

Bilateral FDI Flows in Four Major Asian Economies: Evidences from Gravity Model Analysis

Divyasree P P Exchange Rate, Forex Reserve and Trade Openness on Sacrifice Ratio in BRICS Countries

Garima Dhir & C. Veeramani Growth of Vertical Specialization and Fragmentation Trade in Asia: Drivers and Consequences

Hansa Jain Trade Potentiality Between India And Its SAFTA Members Lokesh Kumar An Economic Analysis Of Intra-Regional Trade Among Saarc

Countries: Emerging Direction And Composition

5th January, 2016 Technical Session III-D: Topic: Financial Economics-II

Time: 9.00AM to 10.45 AM Venue: MDC/C4 Chairperson:

Vishal Chari Financialisation and Its Impact on Accumulation of Physical Assets in India

Suja Sekhar C & Jijo Lukose P. J. The Decision to Go Public: Does Business Group Affiliation Matter?

Yogesh Kumar , Chauhan Vijaya B Marisetty, and Srinivasan Rangan

The Side Effects of Transparency Regulation: Evidence from Stock Pledging Disclosure Regulation in the Indian Market

Tanushree Sharma Price Discovery and Causality in Selected Agricultural Commodities - An Empirical Study

Subhasmita Sethi, S. Raja Sethu Durai & Gopinathan R

Time varying market efficiency with rolling unit root test

Page 7: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

Srikanta Kundu & Nityananda Sarkar

E ects of Monetary Policy on Stock Returns under Markov Switching Regression Model: A Multi-Country Study

5th January, 2016

Technical Session III-E: Topic: Industrial Economics-III Time: 9.00AM to 10.45 AM Venue: MDC/C5

Chairperson: Sahil Ravgotra Determining The Factors Affecting the Pofitiability of the Indian

Aviation Industry Subhash Ray, Anand Venkatesh and Shivam Kushwaha

Analysis of Drivers of Fuel Efficiency in Indian Bus Companies Using Data Envelopment Analysis Approach

Tophan Patra and J. Manohar Rao Impact of Economic Recession and Oil Price on Slowdown in Automobile Industry in India

R.Mariappan Economic Performance of Agro and Non-Agro Based Manufacturing Sectors in India: 1989/90-2010/11

Vipin.V Technical Efficiency and Technology Closeness Ratio (TCR) in the Indian Food Processing Industry: A Non-Parametric Analysis

Namita Singh & Trupti Mishra Analysis Of Private Vehicle Transportation System: A Case Study Of Greater Mumbai, India

5th January, 2016

Technical Session III-F: Topic: Agricultural Economics-II Time: 9.00AM to 10.45 AM Venue: MDC/C6

Chairperson: Anup Kumar Das & M P Bezbaruah

Rental Markets of Agricultural Capital Goods as Substitute of Pending Consolidation of Holdings: An Investigation in the Brahmaputra Valley of Assam

Aviral Kumar Tiwari, Subhendu Dutta & Arun Kumar Dash

Testing Of The Seasonal Unit Root Hypothesis In The Price Indices Of Agricultural Commodities

Veena Renjini K K Quantifying the Effect of Non Tariff Measures and Food Safety Standards on India’s Fish and Fishery Products Exports

Dipali Bosumatari, Chaithanya Jayakumar & Phanindra Goyari

Impact of Education on Earning and Saving among Tea Plantation Workers: A Field Level Study of Assam

K Shanmugan & Bhagirath Baria Agricultural Productivity and Growth in India Hemanta Barman, Hori Chandra Morang & M. P. Bezbaruah

Development Transition of a Riverine Tribe: A Study of the Misings in Brahmaputra Valley

5th January, 2016 Technical Session IV-A: Topic: Macroeconomics - IV

Time: 5.00 PM to 6.30PM Venue: MDC/C1 Chairperson:

Hrushikesh Mallick & Mantu Kumar Mahalik

What Matters for the Monetary Policy - Money or Bank Credits? Testing the Relevance of Friedman’s Hypothesis for the Indian Context

Page 8: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

Jaganath Behera & Biswashree Tanaya Priyadarshini

Examine the Temporal Stability and Long run Money Demand Equations for Alternative Monetary Aggregates in India: Evidence from Econometric

Isha Agarwal International spillover of U.S. monetary policy shocks: Is the Zero Lower Bound different?

Kushal Banik Chowdhury Regime Dependent Effect of Output Growth on Output Growth Uncertainty: Evidence from OECD Countries

Sunil Paul, Sartaj Rasool Rather & M. Ramachandran

Money and inflation in India: Evidence from P-star model

Sartaj Rasool Rather & S. Raja Sethu Durai

Do prices rise faster than they fall? Evidence from India

5th January, 2016

Technical Session IV-B: Topic: Development Economics-III Time: 5.00 PM to 6.30PM Venue: MDC/C2

Chairperson: Amarendra Das & Bibhunandini Das

Does Sanitation Affect Health Outcomes? Evidence from India

Auro Kumar Sahoo & Manas Kumar Mohapatra

Financial Inclusion and its Determinants: An Empirical Investigation on Odisha

Abhijit Ghosh & Mukesh Factors behind Access to Latrine in India: An Application of Multi-Nominal Logistic Regression Model

Samapti Guha & Chandralekha Ghosh

Economic Transition in the Microfinance Sector and Outreach

Chadralekha Ghosh & Samapti Guha

Determinants of Efficiencies of Micro Finance Institutions in India: A Stochastic Frontier Analysis

Sajad Hussain Rather & Nighat Ahmad

Determinants of Economic conditions of Handicraft Artisans in Kashmir

5th January, 2016

Technical Session IV-C: Topic: Financial Economics- III Time: 5.00 PM to 6.30PM Venue: MDC/C3

Chairperson: Ajit Dayanandan Corporate Size And Informativeness Of Accounting Earnings In

India – 2002-2011 Dileep G Menon Financialization of Indian Banking Sector: An Econometric

Analysis Amarnath Mitra & Vishwanathan Iyer

Transmission of Volatility across Asia-Pacific Stock Markets: Is there a Pattern?

Anoop S Kumar, Md.Zikrullah Khan & B Kamaiah

Co-Integration among Emerging European Forex Markets: A Wavelet Approach

Anjuman Shaheen & Bandi Kamaiah

Volatility Persistence and Leverage Effect in the BSE Sectoral Indices

Gopikumar V & Smitha Nair Business Models and Performance: An Indian Banking Industry Perspective

Page 9: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

5th January, 2016 Technical Session IV-D: Topic: International Economics - III

Time: 5.00 PM to 6.30PM Venue: MDC/C4 Chairperson:

Akash Krishnan and Anjali Rajan Examination Of Exchange Rate – Trade Balance Linkages: The Indian Experience

Soumya Datta Exchange rate dynamics under limited arbitrage and heterogeneous expectations

Smruti Ranjan Behera Purchasing Power Parity Tests in Cointegrated Panels: Evidence from Newly Industrialized Countries

Pravin Jadhav Foreign Direct Investment in Emerging Markets: GMM and SUR Approach

Madhabendra Sinha Service Trade and Foreign Direct Investment: An Empirical Exercise for India

Sayantan Bandhu Majumder Large’ fluctuations in Capital flow - How different are these Episodes? A new use of India’s Balance of Payment data

5th January, 2016

Technical Session IV-E: Topic: Macroeconomics -V Time: 5.00 PM to 6.30PM Venue: MDC/C5

Chairperson: Dinabandhu Sethi and Debashis Acharya

Measuring Cost of Disinflation in India: A Structural VAR approach

Sajad Ahmad Rather Impact Of Openness On Inflation And Inflation Volatility – Evidence For India

Hassan Shareef K & Santhakumar Shijin

Interest Parity And Term Structures Of Interest Rates: Evidence From Emerging And Advanced Economies.

Richa Maurya Economic Growth and Expenditure in Bivariate and Trivariate Causality in India

Sonalika Sinha, B. Kamaiah Option Implied Risk Aversion and Monetary Policy - Evidence from India

Sri Hari Naidu Ayyala, Phanindra Goyari and B. Kamaiah

Early Warning System for Sovereign Debt Crisis: The Study of Emerging Economies

5th January, 2016

Technical Session IV-F: Topic: Agricultural Economics - III Time: 5.00 PM to 6.30PM Venue: MDC/C6

Chairperson: Dip Jyoti Gogoi Extent And Determinants Of Vertical Market Integration Of Potato:

A Case Study In Assam Devonath Narzary, Inder Sekhar Yadav & Phanindra Goyari

Seasonal Irrigation Variations and Yield of Paddy: Field Evidences from Assam

M. Selvaraj Empirical Analysis of MGNREGA Impact on Agriculture and Labour Market in Thiruvallur and Kancheepuram Districts (Tamil Nadu)

R. Rajanbabu Growth Performance Of Processed Spices Products Industry

Page 10: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

Devesh Shankar,Prateek Bedi,Shalini & Jappanjyot Kaur Kalra

Backtesting VAR Models: The Case Of Commodities

6th January, 2016 Technical Session V-A: Topic: Macroeconomics-VI

Time: 9.00AM to 10.45AM Venue: MDC/C1 Chairperson:

Surbhi Badhwar Is the GDP Stationary? Comparing Panels for Developing and Developed Countries

Samahita Phul Capital Account Openness, Inflation And Economic Growth: Evidence From India

V. V. Subbarao & Debashis Acharya

Equity, Derivatives and Demand for Money in India: Some Evidence

Vaseem Akram & Badri Narayan Rath

Exchange Rate Misalignment and Economic Growth in India

Vijay Kumar Modi, Raghutla Chandrashekar and Krishna Reddy Chittedi

Macroeconomic Implications of Capital Inflows in India: Empirical Analysis

6th January, 2016

Technical Session V-B: Topic: Development Economics - IV Time: 9.00AM to 10.45AM Venue: MDC/C2

Chairperson: Sebak Kumar Jana, Sikhulumile Sinyolo & Asim K. Karmakar

Impact of Public Investment on Irrigation on the Welfare of Farmer Households: A Study in the Saline Zone in West Bengal

Satyaki Chakravarty What triggers increase in housing price in India: A study of 15 cities

Sumit Mishra Social Division and Public Goods Access: Spatial Variation in Access to Tap-Water in Rural Maharashtra

V. Shaharban A Quantitative Analysis Of Women Empowerment Upasak Das Private coaching and the impact of the rural employment guarantee

programme on it: Evidence from West Bengal, India K. Pushpangadan & Linsha Sivan Analysis of congested public plan spending: A Case Study of

Grama Panchayats in Kerala

6th January, 2016 Technical Session V-C: Topic: Financial Economics - IV

Time: 9.00AM to 10.45AM Venue: MDC/C3 Chairperson:

Sultan Salem & Abhishek Kumar Commodities Dynamic Correlation and Volatility? A Financial Pivot towards Asia Pacific

R. Gopinathan & S. Raja Sethu Durai

Asymmetric cointegration between stock market and economic activity: Evidence from India

Page 11: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

Praveen Bhagawan. M, Jijo Lukose. P. J. & Shankar. R. L

Corporate Derivatives Use, Leverage, and the Cost of Equity: An Empirical study of Indian Non-financial Firms

Radeef Chundakkadan, Yazir P & Anoop S Kumar

Spot and Forward Exchange Rate in India;The Forward Rate Unbiased Hypothesis (FRUH)

Rajani & T. Mallikarjunappa Do Spread Explains the flow of FPIs?: Evidence from Indian Stock Market

Rajesh Acharya H The Impact of Day Trading on Stock Market Liquidity and Volatility: Evidence from India

6th January, 2016

Technical Session V-D: Topic: Development Economics - V Time: 9.00AM to 10.45AM Venue: MDC/C4

Chairperson: Susanta Datta Achievement of Universal Elementary Education (UEE)

Programme in India: Empirical evidences from Indian States Sudeshna Maitra The Evolution of Parental Attitude towards Son Preference in India:

The Role of Urbanisation and Social Networks T.P.Subramanian Education and District Incomes in Tamil Nadu: A Panel Data Study Bhavya Aggarwal & Lekha Chakraborty

Towards 2030 UN Agenda on Sustainable Development Goals: Technical Challenges in Measuring the Gender Inequality for Asia Pacific

Raju John A Panel Data Analysis Of Relationship Between Migration And Inequality

Suresh KG & Aviral Kumar Tiwari

Does international tourism affect international trade and eco-nomic growth? The Indian experience

Swadhin Mondal An Economic Analysis of Bottled Drinking Water Industry in India

6th January, 2016 Technical Session V-E: Topic: Macroeconomics- VII

Time: 9.00AM to 10.45AM Venue: MDC/C5 Chairperson:

Sajad Ahmad Bhat, Mohd Shadab Danish, B Kamaiah, Debashis Acharya & Naresh Kumar Sharma

Fisher Effect: An Empirical Re-examination In Case of India

S Anandarao and Anoop S Kumar Causal Nexus between Money Supply and Price level: Evidence for India

Susanta Kumar Sethy Developing a Financial Inclusion Index and Inclusive Growth in India: Issues and Challenges

L. Ramprasath Role of stylized features in constructing estimators for regime switching models

Rajesh Sharma & Samaresh Bardhan

Tri-lateral nexus between Inflation, Stock Market Development and Economic Growth: Evidences from Dynamic Panel Threshold Model

Salman Haider Total factor productivity and Openness in Indian economy: 1970-2011

Biswajit Maitra Monetary Policy and Variations in Interest Rates in Sri Lanka

Page 12: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

6th January, 2016

Technical Session V-F: Topic: Financial Economics - V Time: 9.00AM to 10.45AM Venue: MDC/C6

Chairperson: Devesh Shankar,Prateek Bedi,Shalini & Jappanjyot Kaur Kalra

Risk Measures in Finance: Congruent or Contrasting?

Hafsal K & Avisek Bhandari Does Volatility in Asian Forex market Transmit to India? Aditya Kumar Patra Level and Pattern of Health Insurance in India & States Shubhasis Dey Inflation Hedging in India Piyush Pandey & Sanjay Sehgal Investor Sentiment and its Role in Asset Pricing: An Empirical

Study for India Pradiptarathi Panda & M. Thiripalraju

Stock market Spillovers: An Examination for BRICS Countries

Samit Paul & Prateek Sharma Quantile Forecasts for the European Stock Markets: The Realized GARCH-EVT Approach

6th January, 2016 Technical Session VI-A: Topic: Macroeconomics-VIII

Time: 11.00 AM to 1.00PM Venue: MDC/C1 Chairperson:

Suhail P An Empirical Investigation on the Finance-led Growth Hypothesis in SAARC countries

Bhawna Sahu & K. Kiran Kumar Macroeconomic Factors and the Indian stock market: Exploring Long and Short Run Relationships

Babu Rao G Examining Exchange Rate Volatility And Its Impact On Macroeconomic Indicators In India

Aneesmon Cherikkakattil & T.J. Joseph

Test Of Twin Deficit Phenomenon In India: An ARDL Approach

Abubakar J. and Ibrahim N Unit Root and Co-integration tests with structural break(s), A linear or non-linear model?: An evidence from Nigerian time series data

Rahul Roy , Kavya T B , Santhakumar Shijin

Does Financial-liberalization spur Returns volatility, Growth, Dynamics in macro-economy, Term-structures of interest rates and Market-integration? The Global perspective

Sujoy Das & Arnob Deb Nexus between Support Price and Inflation? A Time-series Analysis of Food Inflation in India

6th January, 2016

Technical Session VI-B: Topic: Development Economics - VI Time: 11.00 AM to 1.00PM Venue: MDC/C2

Chairperson: Sunil Sangwan Microfinance Penetration: Evidences from Indian States V. Arockia Amuthan & A. An Econometric Analysis of Public Expenditure on Higher

Page 13: Technical Sessions 52nd Annual Conference of the Indian ... · 52nd Annual Conference of the Indian Econometric Society (TIES) 4th January, ... Evidence from Extended Kaya Identity

Duraisamy Education in India Vijeta Singh & Puja Padhi Dynamic Incentives and Age of Microfinance Groups- A

Comparative Study of Self-help Groups and Joint Liability Groups -A Case Study of Mirzapur District in India

Vijay Jariwala & Jignesh Barot Military Expenditure And Economic Growth In India- An Econometric Inquiry

Smrutirekha Singhari and S. Madheswaran

The Extent of Wage and Job Discrimination by Caste in India: A Decomposition Analysis

Shrabani Mukherjee Financial Inclusion: A State-Wise Assessment in India Kausik Gangopadhyay & Debasis Mondal

Intellectual Property Rights and Income Inequality: A Cross-Country Analysis

S.S.Somra Educational Infrastructure Trends and Attainment in Rajasthan

6th January, 2016 Technical Session VI-C: Topic: Financial Economics - VI

Time: 11.00 AM to 1.00PM Venue: MDC/C3 Chairperson:

P. Sakthivel, Krishna Reddy Chittedi, and Daniel Sakyi

Price Discovery and Volatility Transmission in Currency Spot and Futures Markets in India:Empirical Analysis

NagarajuThota & Kamaiah Bandi Volatility in the Indian Commodity Futures Markets Anto Joseph & Garima Sisodia Price discovery role of Indian agricultural commodity futures

market revisited: A wavelet analysis Amanjot Singh & Parneet Kaur Do US Financial Stress Explain Indian Equity Market Risk-Return

Dynamics ? Dharani Munusamy Calendar Effects And Return, Volatility & Volumes: Evidence

From Shariah Index In India Avdhesh Kumar Shukla & Tara Shankar Shaw

Post-issue Operating Performance of IPO Firms in India: An Empirical Analysis

Chintagada Ramjee, Avishek & Yazir

Co-movements and Volatility spillover in Asian Forex Market: A Multivariate GARCH and MRA Approach

6th January, 2016

Technical Session VI-D: Topic: International Economics - IV Time: 11.00 AM to 1.00PM Venue: MDC/C4

Chairperson: Ashis Kumar Pradhan & Gourishankar S Hiremath

The magnitude and determinants of capital flight from India: An econometric investigation

Parthajit Kayal & S. Maheswaran Is USD-INR really a volatile currency pair? Mumtaz Ahmed Financial Integration In India: An Analysis Of Post Reforms Period Qayoom khachoo Impact of FDI on incumbent innovation: Intra and inter-industry

effects Santhosh Kumar & Chayasmitha Deka

Trade and Human Development: Case of ASEAN

Bhavesh Garg & Prabheesh K.P. Capital-enhanced Equilibrium Exchange Rate in the presence of structural breaks: evidence from India

Kaveri Deb & Bodhisattva On Empirical Distribution of RCA Indices

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Sengupta Sufaira C Determinants Of Manufacturing Export In India Since 1991

6th January, 2016

Technical Session VI-E: Topic: Industrial Economics - IV Time: 11.00 AM to 1.00PM Venue: MDC/C5

Chairperson: Padmaja M & Subash Sasidharan Sunk Costs, Firm Heterogeneity and Export Market Entry and Exit:

Evidence from India Padmaja M & Subash Sasidharan Financial Constraints and Firm Export Behaviour: Evidence from

India Beena Saraswathy Impact of Mergers on Market Competition in the Indian

Manufacturing: An Assessment G. Shanmugasundaram & R. Venkatajalapathy

Socio-Economic Factors And Their Impact On MSMES - A Multinominal Logistic Regression Approach

Pinaki Das and Bhabasankar Das Productivity of Micro Manufacturing Enterprises in India and their Status of Growth: An Empirical Analysis based on NSSO Unit Level Data

Qayoom khachoo Impact of FDI on incumbent innovation: Intra and inter-industry effects

A. Duraisamy & K.Ganesan Economic Analysis On The Determinants Of Consumer Preference And The Repurchase Intention Towards Organized Retail

Akshita Mehra Understanding consumer expectation and reaction towards the introduction of Telematics Insurance solutions in India

6th January, 2016

Technical Session VI-F: Topic: Financial Economics - VII Time: 11.00 AM to 1.00PM Venue: MDC/C6

Chairperson: Rashmi Ranjan Paital & Naresh Kumar Sharma

Arrival Of New Information And The Relationship Between Volatility, Volume And Spread: Intraday Evidence From Indian Stock Market

Sanjukta Sarkar The Dynamics of Revenue Diversification and Efficiency of Banks in India

Sanjay V.C. & Amalendu Jyotishi Impact Of Investment Banking Factors On Profitability Of The Banks: A Study Of Indian Banks

Ritu Suri Volatility Spillover across Rupee-Dollar, Rupee-Euro and Rupee-Yen Exchange Rates and the Spillover Effect of RBI Intervention

Sahadudheen I On The Dynamics Among Oil, Gold, Exchange Rate And Stock Market

Siddula Narsimhulu & S.V. Satyanarayana

Estimation of Volatility Spillover in Commodities Markets in India

6th January, 2016

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Technical Session VII-A: Topic: Macroeconomics - IX Time: 2.00 PM to 3.30 PM Venue: MDC/C1

Chairperson: Nityasundar Manik Causal Nexus Between Public Debt And Economic Growth: The

Case Of India Somesh K. Mathur, Rahul Arora, Ishita Ghoshal and Sarbjit Singh

Domestic Energy Consumption and Country’s Income Growth: A Quantitative Analysis of Developing and Developed Countries Using Panel Causality, Panel VECM, Panel Cointegration and SURE

Aadil Ahmad Ganaie, Bandi Kamaiah & N.A. Khan

Understanding the Dynamics of Total Factor Productivity in Relation to Capital and Trade Openness in Some Asian Countries

Jaganath Behera & Biswashree Tanaya Priyadarshini

Energy Consumption and Economic Growth in China: Evidence from State-Space Model

Lekha Chakraborty & Kushagra Om Varma

Efficacy of New Monetary Policy Framework and Inflation Determination: Empirical Evidence from India

Aparna Sajeev & Simrit Kaur The Economics of Fuel Prices and Food Commodity Prices: Evidence from India

6th January, 2016 Technical Session VII-B: Topic: Development Economics - VI

Time: 2.00 PM to 3.30 PM Venue: MDC/C2 Chairperson:

K Shanmugan & Bhagirath Baria Measurement and Determinants of Instability in Indian Agriculture T. Rajasekar, S. Kalaimohan and Malabika Deo

Environmental degradation, energy use and economic growth of New Industrialized Countries using panel econometric analysis

Shailender Kumar Hooda Health Payments and Households Well-being in India: A Failed Promise of Health Policy Interventions

Alok Ranjan Dutta & Surajit Saikia

Does Flood influence the Agricultural Diversification? Evidence from a Farm Level Survey in the Brahmaputra valley of Assam

Prabhjot Kaur, Praveen Kulshreshtha & Sukhpal Singh

A Probability Model Analysis Of Farmers’ Suicides In Punjab

Prabhjot Kaur Analysis of Social efficiency and super efficiency of Microfinance Institutions in India

6th January, 2016

Technical Session VII-C: Topic: Financial Economics - VIII Time: 2.00 PM to 3.30 PM Venue: MDC/C3

Chairperson: Luca Spataro & Ashok Thomas Financial Literacy, Human Capital and Stock Market Participation

in Europe: An Empirical Exercise under Endogenous Framework Mohammed Iqbal & Shijin Santhakumar

Information Asymmetry And Insider Trading In Indian Equity Market

Massand Ajay Balrambhai & Gopalakrishna B. V.

Determinants Of Bank Foreign Direct Investment Inflow In India: A Dynamic Panel Data Approach

M.K. Ummer Farooque Efficiency Of Islamic And Conventional Micro Finance Institutions

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In Kerala: A Data Envelopment Approach Neelam Rani & Aman Asija Has Financial Crisis Effected the Announcement Gains of Indian

Cross-Border Acquisitions? Ritika Jaiswal & Rashmi Uchil Analysis of Hedge and Safe Haven Role of Gold and Silver

Futures: A Regime Switching Approach Nidhi Kaicker Chaos In The Indian Equity Markets

6th January, 2016

Technical Session VII-D: Topic: Energy & Environment - II Time: 2.00 PM to 3.30 PM Venue: MDC/C4

Chairperson: Steven Raj Padakandla Climate Sensitivity Of Rice Yields: A Zonal Analysis In

Andhra Pradesh R. Karunakaran D. Sathiyavan & T.P. Subramanian

A Study on Relationship among Energy Consumption, Economic Growth and CO2 Emission in Select Asian Countries Using Panel Data

M. Mishra Wastewater Irrigation and Human Health Damage Estimation: A Study from Varanasi, India

Chhavi Tiwari & Mrutyunjay Mishra

Testing The Co2 Emissions Convergence: Evidences From Asian Countries

Shibalal Meher The Dynamic Causal Relationship between Electricity Consumption and Economic Growth: Empirical Evidence from Odisha

Sweety Pandey & Mrutyunjaya Mishra

The Environmental Kuznets Curve in BRICS: Analysis of Race to the Bottom and Revised EKC scenario

6th January, 2016

Technical Session VII-E: Topic: Public Finance -II Time: 2.00 PM to 3.30 PM Venue: MDC/C5

Chairperson: Nagendra Kumar Maurya, Sapana Singh & Shagun Khare

Taxable capacity, Tax efforts and Structural break: Do the child-states follow their respective parents?

Renjith P S Primary Surpluses and Sustainable Debt Policies of Indian State Governments

Masudul Hasan Adil, Aadil Ahmad Ganaie & B. Kamaiah

Wagner’s Hypothesis: An Empirical Verification

Ajay Sharma On The Desirability And Feasibility Of Partial Cooperation In Fiscal Competition For Mobile Capital

V.Nagarajan Naidu Stability and Sustainability of Public Debt in Kerala Vighneswara Swamy The Dynamics of Government Debt and Economic Growth

6th January, 2016

Technical Session VII-F: Topic: Financial Economics - IX Time: 2.00 PM to 3.30 PM Venue: MDC/C6

Chairperson:

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Lakshmi Viswanathan Back to Normal: A Study on Volatility of Indian Stock Market before and after the Global Financial Crisis

Mahamitra Das and Nityananda Sarkar

Differential effects of Relative Price Variability on REIT Returns

Taufeeq Ajaz , Md. Zulquar Nain , B Kamaiah, and Naresh K Sharma

Stock Prices, Exchange Rate and Interest Rate: Evidence beyond Symmetry

Garima Sisodia & Anto Joseph Market segmentation induced inequalities in price discovery and information transmission mechanism: An empirical investigation of ADRs from BRIC countries

T. Sampath and A Vadivel An Empirical analysis of Intervention volatility and exchange rate volatility evidence from India