Gopal K. Basak

Indian Statistical Institute, Kolkata

203 B.T. Road

Kolkata, West Bengal 700108

India

SCHOLARLY PAPERS

6

DOWNLOADS

214

CITATIONS

2

Scholarly Papers (6)

1.

Influence of Big Traders on Market Stability

Number of pages: 33 Posted: 25 Jan 2010 Last Revised: 02 Feb 2010
Gopal K. Basak, Mrinal K. Ghosh and Diganta Mukherjee
Indian Statistical Institute, Kolkata, Indian Institute of Science (IISc) and Indian Statistical Institute, Kolkata
Downloads 103 (258,359)

Abstract:

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Financial Market, Stochastic Differential Game, Nash Equilibrium, Stability

2.

A Mean-Reverting Stochastic Model for the Political Business Cycle

Number of pages: 23 Posted: 25 Mar 2015
Gopal K. Basak, Mrinal K. Ghosh and Diganta Mukherjee
Indian Statistical Institute, Kolkata, Indian Institute of Science (IISc) and Indian Statistical Institute, Kolkata
Downloads 51 (382,788)
Citation 2

Abstract:

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Political Business Cycle, New Keynesian Phillips Curve, Mean-reverting Control, Risk Aversion, Stochastic Optimal Control

3.

Intercept Homogeneity Test for Fixed Effect Models Under Cross-Sectional Dependence: Some Insights

Number of pages: 40 Posted: 10 Mar 2015
Gopal K. Basak and Samarjit Das
Indian Statistical Institute, Kolkata and Indian Statistical Institute, Kolkata
Downloads 32 (455,379)

Abstract:

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cross-sectional dependence, common factor, fixed effect model, Hausman test

4.

Wooing the Voters: Economic Performance and Regime Change

Technical Report No. BIRU/2011/1
Number of pages: 30 Posted: 24 Nov 2012
Gopal K. Basak and Diganta Mukherjee
Indian Statistical Institute, Kolkata and Indian Statistical Institute, Kolkata
Downloads 15 (548,132)

Abstract:

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Stochastic Dynamic Model, Political Regime, Campaigning, Uncertainty in Project Outcome, Loyalty, Election, Length of Tenure

5.

Understanding Cross-Sectional Dependence in Panel Data

Number of pages: 27 Posted: 23 Apr 2018
Gopal K. Basak and Samarjit Das
Indian Statistical Institute, Kolkata and Indian Statistical Institute, Kolkata
Downloads 13 (560,110)

Abstract:

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cross-sectional dependence, common factor, fixed effect model, panel data, random effect model, time series dependence

6.

Foreign Capital Inflow and Financial Crisis in a Dynamic Model

Posted: 30 Jun 2015
Gopal K. Basak, Pranab Kumar Das and Allena Rohit
Indian Statistical Institute, Kolkata, Centre for Studies in Social Sciences, Calcutta and Indian Statistical Institute, Kolkata

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Capital Inflow, Interest Rate Determination, Dynamic Programming Principle, Portfolio Theory, Contagion, Financial Crisis, E-M Algorithm, Dynamic Terms of Trade