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Home > Faculty-and-research > Faculty > Full-time > Paramita-mukherjee >

Paramita Mukherjee

Paramita Mukherjee

Professor (Economics)
Specialization: Financial Economics, Applied Econometrics, Business Forecasting
Qualification: Ph.D. (Jadavpur University), M.S. (ISI), B.Sc. (Presidency College)

Google Scholar Profile: https://scholar.google.com/citations?user=yRGxyWkAAAAJ&hl=en

Researchgate Profile: https://www.researchgate.net/profile/Paramita-Mukherjee-3

Web of Science Profile: https://publons.com/researcher/1496420/paramita-mukherjee/


PROFILE

Professor Paramita Mukherjee is an academician with more than twenty three years of experience in academia, research and industry.  She has joined NMIMS in January 2022. Prior to that, she was associated with International Management Institute Kolkata for about a decade.

An alumnus of Presidency College, Kolkata, Dr. Mukherjee has completed MS in Quantitative Economics from Indian Statistical Institute and Ph.D. from Jadavpur University. She has a variety of experience, ranging from a hardcore academician and a researcher to analyst in market research, with stints at AC Nielsen (formerly ORG MARG), ICRA and renowned business schools. She teaches courses on Economics and Finance. She has taught courses in Presidency College, Kalyani University and Indian Institute of Management, Ranchi. She has conducted training programmes for executives under the auspices of CII, Kolkata and conducted faculty development programme for IMI. She has handled consulting assignments in the energy sector.

Her research interest lies in Financial Economics and Applied Econometrics. She has worked on contemporary issues in financial sector such as foreign investments, mutual funds, stock market volatility, stock market linkages and volatility spillover, share buyback and linkage among financial markets. She has keen interest in applied studies on macroeconomic issues like inflation, private investment etc. She has authored a number of research papers in reputed peer-reviewed international journals. She has handled responsibilities in academic administration as Dean (Academics) for five years and as Dean (Research), Area Chair (Economics) for several years in IMI and previous institutions. She was awarded research project from India Gold Policy Centre of World Gold Council.

TEACHING

Courses taught at Postgraduate level

Managerial Economics  

Macroeconomics  

Statistics  

Research Methods for Management  

Financial Institutions and Markets  

Financial Econometrics  

Econometrics for Business  

Business Data Analytics  

Business Forecasting  

Understanding Emerging Markets  

Courses taught at PhD level

Financial Econometrics

Time Series Analysis

Financial Markets Research

Topics in MDPs

Energy Economics

Business Economics

Business Forecasting

Current Economic Issues

RESEARCH

Journal Publications

  • 2022, Forecasting Hourly Spot Prices in Indian Electricity Market, jointly with Dipankor Coondoo and Poulomi Lahiri, Studies in Microeconomics, first published July 8, https://doi.org/10.1177/23210222221108019

  • 2022, Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets, jointly with Sweta Tiwari, Asia-Pacific Financial Markets, Springer, first published May 28, 2022, http://doi.org/10.1007/s10690-022-09361-z
  • 2022, Does national culture influence Corporate ESG disclosures? Evidence from Cross-country study, jointly with A. Roy, Vision: The Journal of Business Perspectives, Sage, published online, February 13 https://journals.sagepub.com/doi/10.1177/09722629221074914
  • 2022, Extortion, competition among states and private investment in a federation: evidence from Indian manufacturing sector, jointly with V. Mukherjee and S. Bose,Economic Change and Restructuring, 55, pages 973–1004, Springer. https://doi.org/10.1007/s10644-021-09335-7
  • 2021, Does financial liberalization lead to financial development? Evidence from emerging economies, jointly with S. Roy Chowdhury and P. Bhattacharya, The Journal of International Trade & Economic Development, Vol 30, Issue 8, pp. 1263 – 1287, Taylor & Francis, https://doi.org/10.1080/09638199.2021.1948589
  • 2020, Assessing the scope of gold refineries in India: Evidence from survey data, jointly with V. Mukherjee, Resources Policy69, Article 101810, Elsevier, December
  • 2020, Assessing the Impact of COVID-19 on Interactions among Stock, Gold and Oil Prices in India, jointly with S. Bardhan, Trade and Development Review, Vol. 13, No. 1, pp. 33-56, October.
  • 2019, Does Share Repurchase Announcement Lead to Rise in Share Price? Evidence from India , jointly with C. Chatterjee, Global Business Review, Vol. 20, issue 2, pp. 1-14, Sage Publications, April
  • 2019, The Indian Inflation 2006–16: An Econometric Investigation , jointly with D. Coondoo, South Asia Economic Journal, Vol. 20, issue 1, pp. 46-69, Sage Publications
  • 2018, Determinants and Efficiency of Stamp Duty Revenue Collection: Evidence from West Bengal , jointly with V. Mukherjee, the Economic and Political Weekly, Vol LIII, No. 23, pp. 114-122
  • 2017, Estimating elasticity of import demand for gold in India , jointly with V. Mukherjee and D. Das, Resources Policy51 2017, pp. 183-193, Elsevier
  • 2016, What Drives the Stock Market Return in India? An Exploration with Dynamic Factor Model ,jointly with Malabika Roy, Journal of Emerging Market Finance, Vol. 15, No. 1, pp. 119-145, Sage Publications
  • 2015,Price Behaviour around Share Buyback in the Indian Equity Market , jointly with Chanchal Chatterjee, Global Business Review, Vol. 16, No. 3, June, pp. 425 – 438, Sage Publications
  • 2011,An Exploration on Volatility across India and Some Developed and Emerging Equity Markets , Asia-Pacific Development Journal, Vol. 18, No. 2, pp. 79 – 103, United Nations Economic and Social Commission for Asia and the Pacific ESCAP, December,Bangkok, Thailand
  • 2011, The Nature and Determinants of Investments by Institutional Investors in the Indian Stock Market , jointly with Malabika Roy, Journal of Emerging Market Finance, Vol. 10, No.3, pp. 253 – 283, Sage Publications, December
  • 2008, Does the Stock Market in India Move with Asia? A Multivariate Cointegration/VAR Approach , jointly with Suchismita Bose, Emerging Markets Finance and Trade, Vol. 44 No. 05; pp. 5 – 22, September-October 2008, M.E. Sharpe Inc., US
  • 2005, The Indian Macroeconomy: A Time Series Econometric Exploration , jointly with D. Coondoo, India Macroeconomics Annual (now South Asian Jounal of Macroeconomics & Public Finance from Sage), 2004-05, August, Centre for Studies in Social Sciences, Kolkata.
  • 2005, Constant Maturity Yield Estimates for India: How Well Do They Depict the Term Structure? , jointly with S. Bose, The Economic and Political Weekly, Special Issue on Money, Banking & Finance, Vol. XL, No. 12, March 19-25, 2005
  • 2004, Components of Volatility and their Empirical Measures,jointly with D. Coondoo, Applied Financial Economics, Vol. 14, Number 18;pp. 1313-1318, December, Routledge, UK
  • 2004, Volatility of FII in India , jointly with D. Coondoo, Money & Finance, Vol.2, Numbers 15-16, Oct. 03-Mar.04, pp. 85-102, ICRA Limited, New Delhi.
  • 2003, Dealing with NPAs: Lessons from International Experiences, Money and Finance, Vol. 2, Number 12, Jan-March, pp. 64-90, ICRA Limited, New Delhi.
  • 2002, Foreign Institutional Investment in the Indian Equity Market: An Analysis of Daily Flows During January 1999 — May 2002 , jointly with S. Bose and D. Coondoo, Money and Finance,Vol. 2, Numbers 9-10, April-September, pp. 21-51, ICRA Limited, New Delhi.
  • 2001, On Developing Constant Maturity Yield Curves for India , jointly with S. Bose and S. Sarkar,Money and Finance, Vol. 2, Number 6, July-September, pp. 51-73, ICRA Limited, New Delhi

 

Book

Edited Volume

1   2022, Revisiting the Indian Financial Sector: Recent Issues and Perspectives, Springer nature,

     Forthcoming.

2   2018, Hindi Version of  China and India: History, Culture, Co-operation, Competition  co-edited

    by A. K Deb and M Pang

3   2016, China and India: History, Culture, Co-operation, Competition  co-edited by A. K Deb and

     M Pang, Sage Publications, October.

Articles/Chapters in Edited Books

  • 2022, Indian Inflation: An Econometric Exploration with Disaggregated Data, jointly with D. Coondoo, in Perspectives on the Contemporary Indian Economy, ed. Soumyen Sikdar, Orient Blackswan Private Limited, forthcoming
  • 2022, Financial Liberalization and Convergence of Financial Development among BRICS Economies, jointly with P. Bhattacharya and S. Roy Chowdhury, in Revisiting the Indian Financial Sector: Recent Issues and Perspectives, P. Mukherjee, Springer nature, forthcoming.
  • 2022, Assessing the Impact of COVID-19 on Interactions among Stock, Gold and Oil Prices in India, jointly with S. Bardhan, in Revisiting the Indian Financial Sector: Recent Issues and Perspectives, P. Mukherjee, Springer nature, forthcoming.
  • 2020, Demystifying Catastrophic Expenses in Indian Healthcare Sector , in Trade in Health Services in South Asia Banik, Arindam, Springer, February.
  • 2017, Is India Key to Asian Financial Integration? , in Towards A Common Future: Understanding Growth, Sustainability in the Asia-Pacific Region Banik, A., M. Barai and Y. Suzuki, Palgrave Macmillan, September.
  • 2016, CSR Practices: A Comparative Study of India and Asia , in China and India: History, Culture, Co-operation, Competition Mukherjee, P., A. Deb and M. Pang, Sage, October.
  • 2009, Gender Discrimination: A Review of the Theories and Evidences in Economics, in Suvarna Sen ed.  Gender Bias: Issues & Perspectives , ICFAI University Press, January, Hyderabad, India.
  • 2002, The Indian Banking Industry: A Commentary , jointly with S. K. Bhaumik, in P. Banerjee andF.J. Richter eds, Economic Institutions in India: Sustainability under Liberalization and Globalization , pp. 71-98, Palgrave-McMillan, November, UK.
  • Newspaper/Magazine Articles, Working Papers and Other Contributions
  • 2020, Domestic Gold Refining Industry: Challenges and the Way Forward, jointly with V. Mukherjee, Commodity Insights Yearbook 2020, National Institute of Securities Markets and MCX, December
  • 2020, Forecasting Hourly Prices in Indian Spot Electricity Market, jointly with D. Coondoo and P. Lahiri, Munich Personal RePEc Archive (MPRA Paper No. 103161), September.
  • 2016, No Golden Rule, jointly with V. Mukherjee and D. Das, Business Line, May 11.
  • 2013, Contributed to the International edition of Macroeconomics by Hubbard R. Glenn, P O’Brien and M Rafferty, Pearson Education, England.
  • 2013, How Well Are the Banks Managing Their NPAs? A Comparative Analysis , IMI-Kolkata Working Paper No. CFMS-13-001, International Management Institute, Kolkata
  • 2007, Review of Principles of Macroeconomics  by S Sikdar Oxford University Press, 2006, Globsyn Management Journal, Vol. 1, Issue 2, July.
  • 2006, Firm Size and Volatility: Evidence from the Indian Equity Market, ICFAI Reader, October, ICFAI University Press, Hyderabad.
  • 2004, Ranking Indian Banks by Performance Indices, Effective Executive, Special Issue, June 2004, 20-29, the ICFAI University Press, Hyderabad.

PROJECTS

Research project

  • Creating a Market for Indian Refined Gold, jointly with V. Mukherjee, awarded by India Gold Policy Centre @ Indian Institute of Management, Ahmedabad, World Gold Council, 2019.
  • Inflation In India- An Econometric Exploration, Principal Investigator, jointly with D. Coondoo, research grant awarded by IMI Kolkata, 2016-17
  • Estimation of Import Elasticity of Gold in India, Principal Investigator, jointly with V. Mukherjee, research grant awarded by IMI Kolkata, 2014-15

Consultancy Project

  • Forecasting Electricity Prices in India for an energy company, 2015.

EXECUTIVE PROGRAMMES/ FACULTY DEVELOPMENT PROGRAMMES

  • Conducted a Faculty Development Programme on Applied Econometrics with Software Applications, IMI Kolkata, March 4-6, 2020
  • Conducted a Workshop on Financial Modeling and Business Forecasting in Practical Business Applications at CII Suresh Neotia Centre of Excellence for Leadership, Salt Lake, Kolkata on 2nd March, 2011
  • Resource Person in MDPs in IMI-Kolkata. Taught sessions on Business Economics, Energy Economics, Macroeconomic Scenario of Energy Sector, Current Economic Issues etc.

CONFERENCE

Papers Presented in Conferences/ Seminars

  • 2020, Creating a Market for Indian Refined Gold: A Survey , Co-authored with V. Mukherjee, Conference on Gold and Gold Markets, organized by India Gold Policy Centre @ IIM Ahmedabad, at New Delhi, February 7-8.
  • 2019, Indian Inflation: An Econometric Exploration with Disaggregated Price Data , Co-authored with D. Coondoo, Conference on Perspectives on the Contemporary Indian Economy sponsored by the Centre for Development and Environment Policy, IIMC, IIM Calcutta, February 21-22.
  • 2018, Corruption and Distribution of Public and Private Investments across Indian States , Co-authored with Vivekananda Mukherjee, International Workshop on Political Economy of Sub-National Regions: Comparative Studies of Indian States, organised by ICAS:MP Germany at CSSSC Kolkata, Kolkata, January 11-12.
  • 2017, The Indian Inflation 2006–16: An Econometric Investigation in 13th Annual Conference of Asia-Pacific Economic Association APEA at Korea University, Seoul, July 13-15.
  • 2016, Estimating Elasticity of Import Demand for Gold in India  in 12th Annual Conference of Asia-Pacific Economic Association APEA at IMI Kolkata, India, July 13-15.
  • 2015, CSR Practices: A Comparative Study of India and Asia, Sino-India Forum 2015 on Sino-Indian Relation: Change and Development , Sichuan Academy of Social Sciences, Chengdu, China, October 26-27.
  • 2015, On Efficiency of VAT in India  in 11th Annual Conference of Asia-Pacific Economic Association APEA at National Taiwan University, Taiwan, July 8-10.
  • 2013, Price Behaviour around Share Buyback in the Indian Equity Market , presented in Borsa Istanbul Finance and Economics Conference BIFEC 2013 on Policy Issues and Challenges in the Global Financial System and Economies held on September 30 – October 1, 2013 at Borsa Istanbul, Turkey
  • 2012, What Drives the Stock Market Return in India? An Exploration with Dynamic Factor Model, presented in the Asian Meeting of the Econometric Society held at Delhi School of Economics, Delhi, December 20 – 22, 2012.
  • 2011, Dynamic Factor Models for the Indian Stock Market , presented in a seminar at Faculty of Business & Economics at Katholik University, Leuven, Belgium on May 23, 2011
  • 2011, An Exploration on Volatility Across India and Some Developed and Emerging Equity Markets , presented at XIth Doctoral Meeting in International Economics & Finance at University of Nice-Sophia Antipolis, Nice, France on May 26 – 27, 2011
  • 2011, An Exploration on Volatility across India and some Developed and Emerging Equity Markets in International Finance Conference 2011 at Indian Institute of Management Calcutta, Kolkata, 10th to 12th
  • 2010, FII Flows to Developing Countries: Some Issues , in UGC Sponsored State Level Seminar on Globalisation and Changing Structure of Capital Market in India: Efficiency vs. Vulnerability at Surendranath College for Women, Kolkata, 30th March.
  • 2008, Volatility across India and some Developed and Emerging Equity Markets: An Exploration in Conference on Empirical Issues in International Trade and Finance at Indian Institute of Foreign Trade, Kolkata, 23rd  – 24th December.
  • 2008, A Dynamic Factor Model for the Indian Equity Market in International Conference on Globalization, FDI and Development at Kalyani University, West Bengal, 29-30th January.
  • 2007, Attended Lecture Series on Default Modeling and Volatility Modeling , Jadavpur University, Kolkata, 5th – 9th February.
  • 2006, Are Mutual Funds Really Driving the Indian EquityMarket: An Exploration in One Day Workshop for Research Scholars and Ph.D. Students at Jadavpur University, Kolkata,
  • 2005, A Study of Interlinkages between the Indian Stock Market and Some other Emerging and Developed Markets in 9th ‘‘Capital Markets Conference 2005 , Indian Institute of Capital Markets, Mumbai, December.
  • 2005, A Study of Interlinkages between the Indian Stock Market and Some Other Emerging and Developed Markets  in Research Scholars’ Workshop, Jadavpur University, Kolkata, February.
  • 2003, Does NPA matter: Evidences from Indian Public Sector Banks in 5th Annual Conference on Money and Finance at IGIDR, Mumbai, January-February.
  • 2002, Foreign Institutional Investment in the Indian Equity Market: An Analysis of Daily Flows During January 1999 — May 2002 , jointly with S. Bose and D. Coondoo in Workshop on Financial Economics at Jadavpur University, October.
  • 2001, Constant Maturity Yield Curve Estimation for India , jointly with S. Bose in 4th Annual Conference on Money and Finance at IGIDR, Mumbai, December
           
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