Prof. Mahamitra Das

Assistant Professor II, School of Economics
Ph.D
School: Xavier School of Economics (XSE)
Phone:06746673352
Email:mahamitra@xub.edu.in
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Teaching Interests

Statistics, Time Series Econometrics, Macroeconomics.

Research Interests

RESEARCH INTEREST:

Applied Time Series Econometrics, Financial Econometrics, Macroeconomics and Monetary Policy Transmission.

PUBLICATIONS:

Asymmetry in the Extracted Housing Wealth Effects on Consumption, International Journal of Economics and Business Research, 2015 10(2), 204-211 (jointly with Nityananda Sarkar).

Spillovers between Bitcoin and other Assets during Bear and Bull Markets. Applied Economics, 2018, DOI: 10.1080/00036846.2018.1488075 (jointly with Elie Bouri, Rangan Gupta)

WORKING PAPERS:

Revisiting the Anomalous Relationship between Inflation and REIT Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK. (jointly with Nityananda Sarkar). (https://mpra.ub.uni-muenchen.de/95130/)

Re-investigating the anomalous relationship between inflation and equity REIT Returns: A Regime-Switching Approach. (jointly with Nityananda Sarkar) (https://mpra.ub.uni-muenchen.de/95135/)

Mean and Volatility Spillovers between REIT and Stocks Returns: A STVAR-BTGARCH-M Model. (jointly with Srikanta Kundu and Nityananda Sarkar) (https://mpra.ub.uni-muenchen.de/94707/)

WORK IN PROGRESS:
Interdependence between Monetary Policy and REIT Returns: A Structural VAR Analysis.

Research & Publications

#Journal

2018, JOURNAL: Spillovers between Bitcoin and other assets during bear and bull markets, Taylor & Francis

2015, JOURNAL: Asymmetry in the extracted housing wealth effects on consumption, Inderscience