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Gopal K. Basak

Indian Statistical Institute, Kolkata

203 B.T. Road

Kolkata, West Bengal 700108

India

SCHOLARLY PAPERS

10

DOWNLOADS

1,342

TOTAL CITATIONS

13

Scholarly Papers (10)

1.

Informal Sector in GDP: A Panel Estimation Method

Number of pages: 40 Posted: 23 Mar 2021
Nitesh Kansara, Gopal K. Basak and Pranab Kumar Das
affiliation not provided to SSRN, Indian Statistical Institute, Kolkata and Centre for Studies in Social Sciences, Calcutta
Downloads 264 (291,839)

Abstract:

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Informal Sector, National Income Accounting, Panel DYMIMIC model, Kalman Filter

2.

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 226 (343,660)

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Financial Market, Stochastic Differential Game, Nash Equilibrium, Stability

3.

Lockdown and GDP Contraction in India: A National Income Perspective

Number of pages: 23 Posted: 03 Aug 2020
Gopal K. Basak, Pranab Kumar Das and Sandip Sarkar
Indian Statistical Institute, Kolkata, Centre for Studies in Social Sciences, Calcutta and Xavier University of Bhubaneswar
Downloads 195 (389,821)

Abstract:

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GDP contraction, Lockdown, Unemployment, Casual labour, Consumer expenditure, NSS Survey

4.

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 143 (534,155)
Citation 8

Abstract:

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

5.

Contagion: Can It Occur Without Trading Relations?

Number of pages: 52 Posted: 31 Oct 2019
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
Downloads 130 (565,439)

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Contagion, International Capital Flow, Financial Crisis, Dynamic Programming Principle, Portfolio Theory

6.

The British Stock Market, Currencies, Brexit, and Media Sentiments: A Big Data Analysis

Number of pages: 37 Posted: 22 Jul 2022
Indian Statistical Institute, Kolkata, affiliation not provided to SSRN, School for Training and Analytical Research in Economics, Business and Society (STAREBS), Centre for Studies in Social Sciences, Calcutta - Centre for Training and Research in Public Finance and Policy and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 120 (608,822)
Citation 2

Abstract:

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Financial Econometrics, Sentiment analysis, Machine Learning

7.

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 114 (640,165)

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

8.

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 95 (720,278)
Citation 3

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

9.

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 55 (1,020,567)

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

10.

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

Abstract:

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