Dr. Srikanta Kundu completed his doctor in economics from Economic Research Unit, Indian statistical Institute, Kolkata. He is specialized in the field of Econometric Methods particularly time series econometrics and financial econometrics. He holds Masters in Economics (with specialization in econometrics and Statistics) from The University of Burdwan and B. sc. (Hons) In Economics from Vivekananda Mahavidyalaya affiliated to The University of Burdwan. Before becoming a part of IIM Sirmaur family, he was working as an assistant professor at Centre for Development Studies (Affiliated to JNU) in Thiruvananthapuram.

His teaching interests include Microeconomics, Macroeconomics, econometrics methods and financial econometrics and time series. His research areas include empirical Macroeconomics, Financial Econometrics and Development Economics. He published his research works in various international journals including Ecological Economics, Empirical Economics, international Review of Economics and Finance, Studies in Nonlinear Dynamics and Econometrics, Scottish journal of political Economics etc. He has presented his research works in various international and national conferences.

Teaching Interest: Micro Economics, Macro Economics, Econometric Methods and Application, Financial Econometrics, Mathematics for Economics

Research Interest: Financial Econometrics, Empirical Macroeconomics and Development Economics

• Senior Research Fellowship, awarded by Indian Statistical Institute, July 2009 - July 2014
• Junior Research Fellowship, awarded by Indian Statistical Institute, July 2007 - July 2009

• Asymmetric effects of democracy and macroeconomic factors on happiness under high and low per capita incomes: A threshold panel analysis (Jointly with Ruma Kundu and Kul Bahadur Chettri), Ecological Economics, Vol 216, Feb 2024. ABDC A
• Asymmetric Effects of Monetary Policy: Evidence from India (Jointly with Irfan Ahmed Shah), Empirical Economics. ABDC A
• Effect of Economic Policy Uncertainty on Stock Market Return and Volatility under Heterogeneous Market Characteristics (Jointly with Amartya Paul), International Review of Economics and Finance, Vol 80, July 2022, pp. 597-612. ABDC A
• Asymmetries in the Monetary Policy Reaction Function: Evidence from India (Jointly with Irfan Ahmed Shah), Studies in Nonlinear Dynamics and Econometrics, July 2021. ABDC A
• COVID-19 and federalism in India: Capturing the effects of voluntary, state and central responses on mobility (Jointly with Himangshu Kumar and Manikantha Nataraj), The European Journal of Development Research, September 2021. ABDC B
• An Empirical Analysis of COVID-19 Response: Comparison of US with the G7 (Jointly with Mahua Barari and Saibal Mitra), International Review of Applied Economics, Vol 35(6), pp. 886-903, 2021. ABDC B
• Nonlinear Relationships between Inflation, Output Growth and Uncertainty in India: New Evidence from a Bivariate Threshold Model (Jointly with Kushal Banik Chowdhury and Kaustav Kanti Sarkar), Bulletin of Economic Research, Vol 73(3), pp. 469-493, 2020. ABDC B
• Role of the Fed in U.S. Housing Crisis: A VAR Analysis with Endogenous Structural Breaks (Jointly with Mahua Barari), Journal of Risk and Financial Management, Vol 12.3 (2019): 125. ABDC B
• Welfare Cost of Inflation: Evidence from India (Jointly with Irfan Ahmad Shah and M. L. Agarwal), Journal of Quantitative Economics, Vol 17, pp. 781–799, 2018. ABDC B
• Regime‐dependent effects of uncertainty on inflation and output growth: evidence from the United Kingdom and the United States (Jointly with Kushal Banik Chowdhury and Nityananda Sarkar), Scottish Journal of Political Economy, Vol 65(4), pp. 390-413, 2018. ABDC A
• Foreign Direct Investment and Poverty Reduction: India in Regional Context (Jointly with M. L. Agarwal and P Atri), South Asia Economic Journal, Vol 18(2), pp. 135-157, 2017. ABDC C
• Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study (Jointly with Nityananda Sarkar), International Econometric Review, Vol 8(2), pp. 53-71.
• Return and Volatility Interdependences in Up and Down Markets across Developed and Emerging Countries (Jointly with Nityananda Sarkar), Research in International Business and Finance, Vol 36, pp. 297-311, 2016. ABDC B
• Forecasting House Prices in the United States with Multiple Structural Breaks (Jointly with Mahua Barari, Nityananda Sarkar, and Kushal Banik Chowdhury), International Econometric Review, April 2014.

• State Heterogeneity, Redistributive Policy and Inclusive Growth: Evidence from India with a special reference to Education
  Invited Speaker, Annual Conference, IISER Bhopal, December 21, 2020
• Effect of Economic Policy Uncertainty on Stock Market in Different Market Conditions: A Regime Switching Analysis for G-7 Countries
  Presented in the SRU Webinar Series, RBI on 17th September, 2020
• Effect of Economic Policy Uncertainty on Stock Market in Different Market Conditions: A Regime Switching Analysis for G-7 Countries
  Presented in Conference on Economic Theory and Policy, CDS, Kerala, February 14-15, 2019
• Effect of Economic Policy Uncertainty on Stock Market in Different Market Conditions: A Regime Switching Analysis for G-7 Countries
  Presented in XXVIIIth Annual Conference of Jadavpur University, Kolkata, December 16-17, 2019
• Does Economic Status Matter in the Relationship among Democracy, Macroeconomics and Happiness? A Panel Data Analysis
  Presented in XXVIIIth Annual Conference of Jadavpur University, Kolkata, December 16-17, 2019
• Risk and Return Spillover: Does Liquidity of Stock Market Play a Role? Evidence from the US, the UK, and India
  Presented in the 56th Annual Conference of the Indian Econometric Society, School of Economics, Madurai Kamaraj University, Madurai, January 8-10, 2020
• The Volatility and Return Spillovers across Asian Developed and Emerging Economies in Up and Down Market Conditions
  Jointly with Nityananda Sarkar. Presented in the 54th Annual Conference of the Indian Econometric Society, Mata Vaishnodevi University, J&K, March 7-9, 2018
• Determinants of Happiness: A Panel Data Analysis for Third World Countries
  Jointly with Kul Chettri and Ruma Kundu. Presented in the International Conference (ECONference-2016) at The University of Burdwan, West Bengal, December 20-21, 2016
• How is your Child Today? Socio-Economic Influence on Child Immunisation in East Sikkim
  Presented in the International Conference (ECONference-2016) at The University of Burdwan, West Bengal, December 20-21, 2016
• The Causal Factors of Happiness: A Comparative Study across Diverse Economic Groups
  Presented in the National Conference at the Department of Economics, Raiganj University, West Bengal, March 27, 2017
• Effect of Monetary Policy on Stock Return under Markov Switching Regression Model: Evidence from Emerging Countries
  Jointly with Nityananda Sarkar. Presented in the 52nd Annual Conference of the Indian Econometric Society, IIM Kozhikode, Kerala, January 4-6, 2015
• The Risk-Return Relation in Up and Down Market Conditions in the Framework of Bivariate GARCH-in-Mean Model
  Jointly with Nityananda Sarkar. Presented in the IAAE-2014 Conference, Queen Mary University, London, June 26-28, 2014
• Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study
  Jointly with Nityananda Sarkar. Presented in the 50th Annual Conference of the Indian Econometric Society, IGIDR, Mumbai, December 22-24, 2013