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Vijay K.

@varadivk

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specilist in ecoometrcs, time series analysis

$35 USD / Hour

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India (4:01 AM)

Joined on December 30, 2009

1 Recommendation

$35 USD / Hour

Profile: Worked as a Consultant/Research Associate having analytical experience over a background in macroeconomic and economic development problems theoretical and empirical analysis by using Time-series & Multivariate Econometrics. Looking for a challenging opportunity where I can extend my skills in Analysis, research & Modeling in the fields of macroeconomics, financial economics and issues/problems of the economy. Education Qualification: Ø (Ph.D.,) Economics on -\"Interdependence between spot and futures markets in India- An Empirical analysis\" from Dept. of Economics, University of Hyderabad (submitted in September, 2009). Ø M. Phil (Economics) from Dept. of Economics, University of Hyderabad. Awarded in Jan 2005. Ø Masters (in Economics) with aggregate of 60.1% having majors in Econometrics, Financial Economics and International Economics from Dept. of Economics, University of Hyderabad. (June 2001- May2003). Ø Bachelors (in Economics) with aggregate of 67% with Majors in Economics; completed in 2001. Total Experience: Ø Presently working as a consultant at CWEPA, National Institute of Rural Development (NIRD), Hyderabad Ø Worked as a Consultant at Centre for Analytical Finance, Indian School of Business (ISB), Hyderabad. Ø Research Associate in ICFAI Press, Hyderabad, for IJAE (ICFAI Journal for Applied Economics) and IJPF (ICFAI Journal of Public Finance) from July 2006 to December 2006. Ø In Administrative Staff College of India, Hyderabad, from May 2003 to Sep 2003. As project tied associated for Andhra Pradesh Revenue Reforms Committee. Ø \"Impact of Anti-Tobacco Legislation on Cultivators, Beedi- Rollers, Tendu-leaf Collectors of Andhra Pradesh and Karnataka States\" sponsored by World Bank, Under taken by IHD, New Delhi, from May 2002 to October 2002. Key working areas: Ø Macroeconomic related issues Ø Financial Economic related issues Ø Basic level of International trade and finance Ø Research and Methods Ø Basic statistics and Econometrics tools Ø Time series techniques Ø Co-integration techniques, ECM (Error Correction Model) techniques Ø ARMA-ARCH-GARCH, multivariate GARCH family of techniques 1) Employer: Center for Analytical Finance, Indian School of Business [login to view URL] Designation - Consultant Job Profile: Whole job was done using tick-by-tick data of NSE i.e. high-frequency data (per-second\'s transacted index and stocks data of National Stock Exchange, India). Estimated volatilities and liquidity effects of stocks using times-series models Techniques Used: ARCH-GARCH family techniques, ARMA process Tools Used: Windows-SAS 9.1.3 Company profile: Center for Analytical Finance, Indian School of Business is the only one research center that has collaboration with NSE for high-frequency data of derivatives which looks into Stock Markets Analytics. 2) ICFAI Press: Institute for Charted Financial Analyst of India Press, Hyderabad. [login to view URL] Designation - Research Associate. Job Profile: ICFAI Press is a leading Journal Publisher in India and abroad, having more than 35 Journals published Monthly/Quarterly/Half-Yearly/Annually across various disciplines. I have been entrusted with the task of reviewing/commenting/content development of the articles received w.r.t journals\' titled \"ICFAI Journal of Applied Economics\" and \"ICFAI Journal of Public Finance\". Computer Skill Set: o Statistical/Econometric software\'s Exposure: Ø SAS 9.1.3 (2 years) - Base SAS/SAS-ETS/SAS-STAT, where I can handle both high frequency data (tick by tick stock market transactions, market behavior and consumer behavior, relater\'s trade data) primary data in different data formats and also secondary data from various data sources. Ø SPSS 14.0 (3 years) - where I can handle primary data (such as questionnaires, audio responses, different data formats and also extend for various cross tabs, frequency tables, descriptive statistics, reports and moments. And also can extend basic stats and time series tools using SPSS Ø MATLAB 11.0 (1.5 Year) - in which I can handle the data for mathematical complicated issues and high digit equations for high frequency data (minute by minute data) and for operational research Ø E-views 5.0 (5 Years) - in which I can handle the data for series statistics (histogram, corrlogram, unit roots etc.,), group statistics (correlation, covariance, co-integration and causality) and also some other techniques. Ø GAMS (1.0 years) - used for the optimization techniques for DEA analysis Ø DEAP, DEA, DEA solver (2 years) - used for DEA analysis Ø Stata (1.2 years) - majorly used for simple descriptive statistics and some important notions, and mathematical functions Ø Statistica (2.5 years) - mainly used for graphical representation of the data Ø R (0.6 years) - beginner to R, learning how some tools and techniques Ø WinRats (3 years) - Having a experience for time series data and its analysis; writing programs for the models and try to fit a model in RATS. o Operating Systems: Window XP, Vista and Linux (Beginner) o Secondary databases: NSE Data sets (including tick by tick), Prowess, Capitaline, indiastat, Business beacon, RBI reports, investment plus and many other data bases. o Basic Computers: MS Office Tools-Well versed with Word, Excel, PowerPoint and Access and Outlook. Research output so far (Published) Ø \"Measurement of Efficiency in Banks: A Review\", in an edited volume titled \"Banking Sector Reforms in India\", Mysore University Publications. Ø \"SAPTA AND INDIA TRADE PERFORMANCE WITH SAARC\" in textbook Edited By Dr. B. Nagarjuna, University of Hyderabad Published by Serial Publications, New Delhi. Ø \"Efficiency of Banks in India - Review of Studies\" ICFAI Journal of Monetary Economics, ICFAI Publications. Ø \"Heat Waves or Meteor Showers: An evidence from Indian Stock Markets\" - Communicated, is available online on [login to view URL] Ø \"Are Stock Exchanges integrated in the world - An Empirical Analysis\" Journal of Applied Research in Finance, Volume I_Issue2(2)_Winter 2009, pp.244-253 Ø \"Co-integration relationship between spot and futures- An empirical analysis in Indian stock markets \" Communicated Ø \"Measurement of Efficiency of Banks in India\", is available online on [login to view URL] Research output so far (Presented) Ø A Review of ARIMA Forecasting Investigations, Presented as research paper, at University of Hyderabad. Ø A Review of Price Discovery among Developed countries, Presented as research paper, at University of Hyderabad. Ø Heat Waves or Meteor Showers: Evidence from Indian Stock Markets, presented in an International conference held in Luxemburg, France. Ø Presented a paper in National Seminar conducted by \"Transitional Economics Association\" on \"Effects of Transition Period- A case study of Czech Republic \". Ø Presented a paper in National Seminar on \"Measurement of Efficiency of Banks in India\", 17-18th of Feb, 2005 held at Mysore University. Conferences/ Workshops Ø Participated on winter research conference 2006 on \"Microstructure of International financial markets\" held at ISB-CAF Ø Participation on \"SSIR conducted the prestigious Conference on Security Markets (ICICI) in December 2008. Nobel laureate, Prof. Robert Engle from New York University graced the occasion. The conference also witnessed participation of top academicians from across the world. Simultaneously, SSIR conducted the Research Workshops for faculty members and doctoral students\" Ø Participation on IORA (Input-output Research) national seminars and also some other national seminars Ø Participation on TIES conferences Ø Participated in a workshop on \"Business data mining\" conducted by C.R. Rao AIMSCS, university of Hyderabad.

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Experience

Economic Consultatnt

Mar, 2011 - Present

15 years, 4 months

ICRIER

Mar, 2011 - Present

15 years, 4 months

To provide suggestions for G20 ministry on various G20 agenda. I am also involved in writing academic papers, policy making.

Mar, 2011 - Present

15 years, 4 months

Education

University of Hyderabad

2005 - 2009

4 years

PhD in Economics

Flag of

India

2005 - 2009

4 years

Qualifications

PhD in Economics

2010

UGC

I have been awarded doctoral degree from UGC and university of hyderabad for my PhD thesis, "interdependence between spot and futures markets: an empirical evidence"

2010

Publications

Assessment of the Impact of Fiscal Policy on Economic Growth: An Empirical Analysis

EERI

The paper attempted to analyzes linkages between fiscal policies (public expenditure and public debt) and economic growth by investigating the impact of public expenditure and public debt on economic growth (GSDP). To find out empirically the relationship between GSDP and Public Debt, the study analyzes annual time series data from 1987-88 to 2009-10 (BE) having 23 observations. The study results indicated that public expenditure correlates positively to GSDP while public debt correlates negatively to GSDP

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Basic Numeracy

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