Institute of Management Technology, Ghaziabad

 
Arif Billah Dar

Assistant Professor

Area: Economic Environment and Policy

abillah@imt.edu

Education
Ph.D, Pondicherry University
M.phil: Pondicherry University UGC (NET) Economics
MA (Economics) University of Kashmir

 

Courses
Macroeconomics, Managerial Economics, International Trade and Finance

 

Research Interests
Empirical Macroeconomics, Financial Economics

 

Editorial Board Member
Journal of Risk and Control

 

Research and Publications

Articles/Papers Published:


  • “The Beauty of Gold is, it Loves Bad News”: Evidence from Three Major Gold Consumers (with Bhanja, N) Economic Change and Restructuring DOI 10.1007/s10644-015-9160-z 2015 (Springer)
  • “Stock returns and inflation in Pakistan” (With Tiwari, A.,., Bhanja, N., Arouri, M., Teulon, F ) Economic Modelling 47 (2015) 23–31 (Elsevier)
  • “The relationship between stock prices and exchange rates in Asian markets: A wavelet based correlation and quantile regression approach”. (with Shah, A., Niyati, B., Samantaraya,) South Asian Journal of Global Business Research 01/2014; 3(2) (Emerald)
  • “In search of leading indicator property of yield spread for India”: Evidence form quantile and wavelet based regression (with Shah F A) Vol: 2015 AID, 308567 Economics Research International
  • “Exchange Rate and Monetary Fundamentals: Long run Relationship Revisited” (with Bhanja, N., Tiwari A K.) PANOECONOMICUS, 2015, Vol. 62, Issue 1, pp. 33-54.
  • “Uncertainty co-movement in Major European Countries”. (with Niyati Bhanja and Tiwari A K)Theoretical Economics Letters, 2015, 5, 256-261.
  • “Are Eurozone Fixed Income Markets Integrated? An Analysis Based on Wavelet Multiple Correlation and Cross Correlation”. (with Shah, F A) Economics Research International. Vol: 2014 AID: 219652 .
  • “Inflation-Industrial growth nexus in India-A revisit through continuous wavelet transform” with (Niyati Bhanja and Aviral Kumar Tiwari) Central Bank Review, vol. 14 (May 2014), pp. 1-11.
  • “Analyzing Time-Frequency Relationship between Share Prices and Exchange Rates in India: Evidence from Continuous Wavelets” with (Farid Ul Islam, Niyati Bhanja and Aviral Kumar Tiwari) Empirical Economics DOI 10.1007/s00181-014-0800-3
  • “Scale specific volatility and co-movement behaviour of Asian and US stock markets: Is this time different? ” With (Niyati Bhanja and Aviral Kumar Tiwari) Journal of Economic and Financial Modelling, JEFM (2014) Vol.2, pp.42-55, ISSN 2322 – 0511.
  • “The predictive power of yield spread: Evidence from wavelets” (With Amaresh Samantaraya and F. A. Shah) Empirical Economics (2014) 46:887-901. DOI 10.1007/s00181-013-0705-6.
  • “Revisiting Doctrine of Purchasing Power Parity Theory through Quantile Regression and Wavelets” with (Niyati Bhanja and Amaresh Samantaraya) ICFAI Journal of Applied Economics. Vol.13, No.1, 2014.
  • “Analyzing time-frequency based co-movement in inflation-Evidence from G-7 countries” With (Aviral Kumar Tiwari, Niyati Bhanja and Olaolu Richard Olayeni) Computational Economics/ (2013) DOI 10.1007/s10614-013-9408-5.
  • “Unit root with structural breaks in Macroeconomic time series: Evidence from Pakistan” With (Aviral kumar Tiwari and Niyati Bhanja) Journal of Economic and Financial Modelling. JEFM (2013) Vol.1, pp.38-48, ISSN 2322 – 0511
  • “Output synchronization at Business, Juglar and Kuznet’s intermediate Cycles- Evidence from G-7 Countries” With (Niyati Bhanja) Journal of Economic and Financial Modelling, JEFM (2013) Vol.1,pp.29-37, ISSN 2322 – 0511
  • “Exchange Rate Volatility and Export Growth: Post Reform Experience of India” With (Niyati Bhanja and Amaresh Samantarya) Indian Journal of Finance, 7(9), 27 – 35
  • “Export led Growth or Growth led Export Hypothesis In India: Evidence based on time Frequency approach” (Niyati Bhanja, Amaresh Samantaraya and Aviral Kumar Tiwari) Asian Economic and Financial Review, 2013,3 (7); 869-880.
  • “Stock Market Integration in Asian Countries: Evidence from Wavelet Multiple Correlation and Cross-correlation.” With (Niyati Bhanja, Aasif Shah and Aviral Kumar Tiwari) Journal of Economic Integration, Vol.28 No.3, September 2013, 441~456
  • “Oil price and Exchange rates: A Wavelet Based Analysis for India” With (Aviral Kumar Tiwari and Niyati Bhanja) Economic Modelling 31 (2013) 414–422
  • “Doctrine of purchasing power parity- An Analysis Based on cointegration and wavelet analysis” With (Niyati Bhanja and Amaresh Samantaraya) IOSR Journal of Humanities and Social Science (IOSR-JHSS) e-ISSN: 2279-0837, p-ISSN: 2279-0845. Volume 7, Issue 4 (Jan. - Feb. 2013), PP 19-27
  • “Are Stock prices Hedge against Inflation? A re-visit over time and frequencies in India” With (Niyati Bhanja, Aviral Kumar Tiwari and Olaolu Richard Olayeni) Central European journal of Economic Modeling and Econometrics, 4: 199-213 (2012), Polish Academy of Sciences.

 

Book Chapters
 
  • An empirical analysis of Inflation dynamics in India: Stylized facts and selected Issues” With (Amaresh Samantaraya and Niyati Bhanja) A compendium of essays in Applied Econometrics - Selected Proceedings of 3rd International conference on Applied Econometrics (ICAE-111) IBS Hyderabad Paramount Publishing, Essay 9 (2012) pp.111-123, ISBN 978-93-82163-71-8.
  • Yield spread as a leading indicator of economic activity” (Amaresh Samantaraya and Niyati Bhanja) A compendium of essays in Applied Econometrics – Selected Proceedings of 3rd International conference on Applied Econometrics IBS Hyderabad (ICAE-111) Paramount Publishing, Essay 7 (2012) pp.94-101, ISBN 978-93-82163-71-8

  

Working Papers:


  • Stock returns and Inflation in Pakistan. With ( Frédéric Teulon, Mohamed Arouri, Aviral Kumar Tiwari and Niyati Bhanja) Working Paper 2014-108, Department of Research IPAG Busianess School 184, Boulevard Saint-Germain 75006 Paris France. Available at: http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_108.pdf
  • Interlinkage between Real Exchange rate and Current Account Behaviours: Evidence from India. With (Frédéric Teulon, Mohamed Arouri, Aviral Kumar Tiwari and Niyati Bhanja) Working Paper 2014-088, Department of Research IPAG Busianess School 184, Boulevard Saint-Germain 75006 Paris France. Available at: Department of Research IPAG Busianess School 184, Boulevard Saint-Germain 75006 Paris France. Available at: http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_088.pdf

  

Papers Presented:


  • “The beauty of gold is, it loves bad news: Evidence from three major gold consumers” International conference, jointly organised by Indian council of Social Science Research at Shri Mata Vaishno Devi University in August 2014.
  • “Do Global Financial Crises Validate assertions of Fractal Market Hypothesis” International conference, jointly organised by Indian council of Social Science Research at Shri Mata Vaishno Devi University in August 2014.
  • “A Frequency Based Approach of the Yield Spread as a Leading Indicator of Economic Activity” 49th Annual Conference of Indian Econometric Society Organized by Department of Economics Patna University Patna Bihar India; 09-11 January 2013.
  • “Wavelet Based Prediction of growth and Inflation with Yield Spread” 12th Consortium of Students in Management Research (COSMAR-12) Organized by The Department of Management Studies, Indian Institute of Science, Bangalore Karnataka India; 16-17 November 2012.
  • “Yield Spread as a Leading Indicator of Economic Activity In India- Evidence from Time Scales” 3- Day National Conference on Contemporary Issues in Business, Management and Finance (CIBMF-2012) organized by Department of business and Financial Studies University of Kashmir Jammu and Kashmir India; 21-23 September 2012.
  • “Exchange Rate Volatility and Export Growth: Post reform Experience of India” 3- Day National Conference on Contemporary Issues in Business, Management and Finance (CIBMF-2012) organized by Department of business and Financial Studies University of Kashmir Jammu and Kashmir India; 21-23 September 2012.
  • “Yield Spread as a leading Indicator of economic Activity” 3rd International Conference on Applied Econometrics (ICAE-11) Organized by IBS Hyderabad in collaboration with the Indian Econometric Society New Delhi India; 16-17 December, 2011.
  • “An Empirical Analysis of Inflation Dynamics in India-Stylized Facts and Selected Issues” 3rd International Conference on Applied Econometrics (ICAE-11) organized by IBS Hyderabad in collaboration with the Indian Econometric Society New Delhi India; 16-17 December, 2011.
  • Arif Billah Dar (2010), “Does Monetary Policy React to Financial Market Risk in India?” 46th Annual Conference of The Indian Econometric Society (TIES) held at Department of Economics, University of Jammu, Jammu India; 04-06 March-2010.

 

Academic Experience

Assistant Professor, IMT Ghaziabad, June 2014-till date
Academic Associate, IRMA Anand Gujarat Dec. 2013 – June 2014