Pami Dua                             [Publications]  [Detailed CV]
Professor
Department of Economics
Delhi School of Economics
University of Delhi
Delhi 110007
Phone: 91-011-27666533,34,35 Extn:134
 Fax: 91-011-27667159
Email: dua"at"econdse"dot"org

Ph.D. (London School of Economics)
Area of Specialization:Business cycle analysis; Macroeconomics; Econometrics; Forecasting

Research Publications

Papers:

  1. “Analysis of Consumers’ Perceptions of Buying Conditions for Houses,” Journal of Real Estate Finance and Economics, Forthcoming.
  2. “Forecasting Interest Rates in India,” (with N. Raje and S. Sahoo), Margin – The Journal of Applied Economic Research, 2008, 2, 1-41.
  3. India’s Insulation from the East Asian Crisis: An Analysis,” (with Arunima Sinha), Singapore Economic Review, 2007, 52, 419-443.
  4. “Predicting Indian Business Cycles: Leading Indices for External and Domestic Sectors,” Margin – The Journal of Applied Economic Research , 2007, 1, 249-265.
  5. “Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models,” (with A. Banerji and S.M. Miller), Journal of Forecasting, 2006, Forthcoming.
  6. “Interest Rate Determination in India: Domestic and External Factors,” (with B.L. Pandit), Journal of Policy Modeling, 2002, 24, 853-875.
  7. “Indicator Approach to Business Cycle Analysis: The Case of India,” (with Anirvan Banerji), Special Issue on Analysis of Business Cycles, Indian Economic Review, 2001, XXXVI, 55-78.
  8. “Effects of Monetary Variables on Real Output: Sensitivity Analysis” (with H. Ahmed), Applied Economics Letters, 2001, 8, 65-69.
  9. “The Impact of Financial and Fiscal Variables on Economic Growth: The Case of India and S. Korea” (with A. I. Rashid and D. Salvatore), International Economic Journal, 2000, 14, 133-149.
  10. “An Index of Coincident Economic Indicators for the Indian Economy” (with A. Banerji), Journal of Quantitative Economics, 1999, 15, 177-201.
  11. “Presence of Persistence in Industrial Production: The Case of India” (with T. Mishra), Indian Economic Review, 1999, XXXIV, 23-38.
  12. “Estimating the Public’s Social Preference Function Between Inflation and Unemployment Using Survey Data: The Survey Research Center Versus Gallup” (with D.J. Smyth and S.W. Taylor), Empirical Economics, 1999, 24, 361-372.
  13. “Using Leading Indicators to Forecast U.S. Home Sales in a Bayesian VAR Framework”. (with S.M. Miller and D.J. Smyth), Journal of Real Estate, Finance and Economics, 1999, 18, 191-205.
  14. “Foreign Direct Investment and Economic Activity in India” (with A.I. Rashid), Indian Economic Review, 1998, XXXIII, 153-168.
  15. “Improving Macroeconomic Forecasts: The Role of Consumer Confidence” (with R. Batchelor), International Journal of Forecasting, 1998, 14, pp. 71-81.
  16. “Public Perceptions of the Relative Seriousness of Inflation and Unemployment in the U.S.” (with D.J. Smyth), Applied Economics Letters, 1997, 4, pp. 49-52.
  17. “Forecasting and Analyzing Economic Activity Using Coincident and Leading Indexes: The Case of Connecticut” (with S.M. Miller), Journal of Forecasting, 1996, 15, 509-526.
  18. “Foreign Capital Inflows: The Experience of Emerging Markets in Asia” (with A.I. Rashid), Journal of Asian Business, 1996, 12, 31-45.
  19. “Velocity Instability: A Monetary or Real Phenomenon?” (with P. Basu), Applied Economics Letters, 1996, 3, 581-585.
  20. “Forecasting Connecticut Home Sales in a BVAR Framework Using Coincident and Leading Indexes” (with S.M. Miller), Journal of Real Estate Finance and Economics, 1996, 13, 219-235.
  21. “Empirical Measures of Inflation Uncertainty: A Cautionary Note” (with R. Batchelor), Applied Economics, 1996, 28, 333-341.
  22. “The Behavior of Velocity and Nominal Interest Rates in a Cash?in?Advance Model” (with P. Basu), Journal of Macroeconomics, 1996, 18, 463-478.
  23. “Structural Change in the Relationship Between Presidential Popularity and Inflation and Unemployment: The Nixon and Ford Presidencies” (with D.J. Smyth and S.W. Taylor), Applied Economics Letters, 1995, 2, 305-307.
  24. “Forecasting U.S. Home Sales Using BVAR Models and Survey Data on Households' Buying Attitudes for Homes” (with D.J. Smyth), Journal of Forecasting, 1995, 14, 167-180.
  25. “A BVAR Model for the Connecticut Economy” (with S.C. Ray), Journal of Forecasting, 1995, 14, 217-227.
  26. “Long-Run Equilibrium Between Budget Deficits and Long-Term Interest Rates” (with H.K. Arora), International Advances in Economic Research, 1995, 1, 23-31.
  27. “Forecaster Diversity and the Benefits of Combining Forecasts” (with R. Batchelor), Management Science, 1995, 41, 68-75.
  28. “Public Perceptions of Macroeconomic Policy During the Bush Presidency” (with D.J. Smyth and S. Washburn Taylor), Southern Economic Journal, 1995, 61, 775-782.
  29. “Voters and Macroeconomics: Are They Forward Looking or Backward Looking?” (with D.J. Smyth and S. Washburn Taylor), Public Choice, 1994, 78, 283-293.
  30. “Survey Evidence on Excessive Public Pessimism about the Future Behavior of Unemployment” (with D.J. Smyth), Public Opinion Quarterly, 1993, 57, 566-574.
  31. “Interest Rates, Government Purchases, and Budget Deficits: A Forward Looking Model,” Public Finance Quarterly, 1993, 21, 470-478.
  32. “Survey vs ARCH Measures of Inflation Uncertainty” (with R. Batchelor), Oxford Bulletin of Economics and Statistics, 1993, 55, 341-353.
  33. “Budget Deficits, Domestic Investment, and Trade Deficits” (with H. K. Arora), Contemporary Policy Issues, 1993, 11, 29-44.
  34. “Survey Expectations in the Time Series Consumption Function” (with R. Batchelor), Review of Economics and Statistics, 1992, LXXIV, 598-606.
  35. “ARIMA Models of the Price Level: An Assessment of the Multilevel Adaptive Learning Process in the U.S.” (with S.C. Ray), Journal of Forecasting, 1992, 11, 507-516.
  36. “Conservatism and Consensus?Seeking in Economic Forecasting” (with R. Batchelor), Journal of Forecasting, 1992, 11, 169-181.
  37. “Blue Chip Rationality Tests” (with R. Batchelor), Journal of Money, Credit and Banking, 1991, 23, 692-705.
  38. “Survey Evidence on the Term Structure of Interest Rates,” Journal of Economics and Business, 1991, 43, 133-142.
  39. “Structural Change in the United States' Social Preference Function: 1953?1988” (with D.J. Smyth and S. Washburn Taylor) Applied Economics, 1991, 23, 763-768.
  40. “Misery and President Ford: Macroeconomics and Presidential Popularity” (with D.J. Smyth and S. Washburn Taylor), Journal of Economics, 1990, XV1, 124-128.
  41. “Product Differentiation in the Economic Forecasting Industry” (with R. Batchelor), International Journal of Forecasting, Special Issue on Macroeconomic Forecasting, 1990, 6, 311-316.
  42. “Forecaster Ideology, Forecasting Technique, and the Accuracy of Economic Forecasts” (with R. Batchelor), International Journal of Forecasting, 1990, 6, 3-10.
  43. “Social Preferences, Inflation, Unemployment, and Political Business Cycles: Econometric Evidence for the Reagan Presidency” (with D.J. Smyth and S. Washburn), Southern Economic Journal, 1989, 56, 336-348.
  44. “Do Expected Budget Deficits Affect Household Expectations of Interest Rates?” (with H.K. Arora), Journal of Macroeconomics, 1989, 11, 551-562.
  45. “Household versus Economist Forecasts of Inflation: A Reassessment” (with R. Batchelor), Journal of Money, Credit, and Banking, 1989, 21, 250-257.
  46. “The Public's Indifference Map between Inflation and Unemployment: Empirical Evidence for the Nixon, Ford, Carter and Reagan Presidencies” (with D.J. Smyth), Public Choice, 1989, 60, 71-85.
  47. “The Natural Rate of Inflation in the U.S” (with D.J. Smyth), Economic Analysis and Policy, 1988, 18, 191-198.
  48. “Public Perceptions of Macroeconomic Policy: An Econometric Analysis of the Reagan Presidency” (with D.J. Smyth), Review of Economics and Statistics, 1988, LXX, 357-361.
  49. “Multiperiod Forecasts of Interest Rates,” Journal of Business and Economic Statistics, 1988, 6, 381-384.
  50. “A Policy Reaction Function for Nominal Interest Rates in the U.K.: 1972Q3?1982Q4,” Bulletin of Economic Research, 1988, 40, 57-71.
  51. “The Accuracy and Rationality of U.K. Inflation Expectations: Some Quantitative Evidence” (with R. Batchelor), Applied Economics, 1987, 19, 819-828.
  52. “Inflation, Unemployment and the Median Voter” (with D.J. Smyth), Economics Letters, 1986, 22, 181-186.

Book Chapters

  1. “Business Cycles in India,” (with A. Banerji), in Oxford Companion to Economics in India, ed., K. Basu, Oxford University Press, 2007.
  2. “Capital Flow Volatility and Exchange Rates: The Case of India, ” (with P. Sen), Asian Development Bank, Forthcoming.
  3. “Forecasting Interest Rates Using Univariate and Multivariate Models,” (with N. Raje and S. Sahoo), in Macroeconomics and Welfare, ed., B.B. Bhattacharya and A. Mitra, Academic Foundation, 2005.
  4. “Money Demand in the Indian Economy: A Time Varying Parameter Approach,” (with S. Subramaniam), in Macroeconomics and Welfare, ed., B.B. Bhattacharya and A. Mitra, Academic Foundation, 2005.
  5. “Economic Indicator Approach and Sectoral Analysis: Predicting Cycles in Growth of Indian Exports” (with Anirvan Banerji), in Business Cycles and Economic Growth: An Analysis Using Leading Indicators, ed., P. Dua, Oxford University Press, 2004.
  6. “Monitoring and Predicting Business and Growth Rate Cycles in the Indian Economy” (with Anirvan Banerji), in Business Cycles and Economic Growth: An Analysis Using Leading Indicators, ed., P. Dua, Oxford University Press, 2004.
  7. “Coincident Index, Business Cycles and Growth Rate Cycles: The Case of India” (with Anirvan Banerji), in Macroeconomic Modelling, ed., K. Krishnamurty and V. Pandit, Oxford University Press, 2004.
  8. “Interest Rate Modelling and Forecasting in India” (with N. Raje and S. Sahoo), in Economic Developments in India, ed., R. Kapila and U. Kapila, 2004.
  9. “Introduction” in Business Cycles and Economic Growth: An Analysis Using Leading Indicators, ed., P. Dua, Oxford University Press, 2004.
  10. “Introduction” (with R. Batchelor), in Financial Forecasting: Stock Market Forecasting, ed., R. Batchelor and P. Dua, Edward Elgar Press, 2003.
  11. “A Leading Index for India’s Exports” (with Anirvan Banerji), in Economic Developments in India, ed., R. Kapila and U. Kapila, 2001.
  12. “Trends in Private Investment in Selected Asian Economies” in Trade and Investment in Asia, ed. by E.B. Flowers, T.P. Chen, and I. Badawi, 1997, St. John’s University Press, New York, USA.
  13. “Macroeconomics and President Reagan: Victory over Inflation” (with D.J. Smyth and S.W. Taylor) in President Reagan and the World edited by E.J. Schmertz, N. Datlof, and A. Ugrinsky, 1997, Greenwood Press, Connecticut, USA.

Books

  1. Business Cycles and Economic Growth: An Analysis Using Leading Indicators, ed., Oxford University Press, 2004.
  2. Financial Forecasting: Stock Market Forecasting, (with R. Batchelor), ed., International Library of Critical Writings in Financial Economics, Edward Elgar Press, 2003.
  3. Financial Forecasting: Interest Rates, Exchange Rates and Volatility (with R. Batchelor), ed., International Library of Critical Writings in Financial Economics, Edward Elgar Press, 2003.

Monographs

  1. “Interest Rate Modelling and Forecasting in India” (with N. Raje and S. Sahoo), Reserve Bank of India Development Research Group Study No. 24, 2003.
  2. “A Leading Index for India’s Exports,” (with A. Banerji), Development Research Group Study No. 23, Reserve Bank of India, January 2001.

Articles

  1. Monthly Article on “Forecasting and Tracking the Indian Economy Using Leading and Coincident Indexes” (with Anirvan Banerji), Business Cycle Monitor, ICICI Research Centre, October 2000 onwards.
  2. “Does Low Inflation Imply High Productivity,” US Cyclical Outlook, October 2004.
  3. Monthly Article on “Connecticut Leading and Coincident Employment Indexes” (with S.M. Miller), Connecticut Economic Digest, May 1996 – June 2001.
  4. Monthly article on Connecticut Leading and Coincident Employment Indexes” (with S.M. Miller), Connecticut Economic Monitor, Oct 1995-July 1996.
  5. “Reading the Tea Leaves: CT Employment Indicators” (with S.M. Miller), The Connecticut Economy: A University of Connecticut Quarterly Review, April 1995, p. 8.
  6. “Charting Connecticut Employment Cycles” (with S.M. Miller), The Connecticut Economy: A University of Connecticut Quarterly Review, July 1994, p. 3.
  7. “The Pain of Unemployment: Old and New Measures Compared” (with S.M. Miller), The Connecticut Economy: A University of Connecticut Quarterly Review, July 1994, p. 20.
  8. “Buying Attitudes: A Leading Indicator of Connecticut Home Purchases” (with J.R. Knight), The Connecticut Economy: A University of Connecticut Quarterly Review, October 1993, p.5.
  9. “Forecasting Some Key Economic Indicators” (with S.C. Ray), The Connecticut Economy: A University of Connecticut Quarterly Review, July 1993, p.9.


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