Utkarsh Kumar

About

I am Utkarsh Kumar, currently pursuing PhD at Indian institute of Technology Kanpur (IIT Kanpur) from Department of Economic Sciences under the supervision of Dr. Wasim Ahmad . I am expecting to get my degree by oct 2024 (thesis submitted in July 2024).

In my doctoral research titled "Essays in Macroeconomic Forecasts", I leverage Bayesian and classical regression techniques for modelling and forecasting critical macroeconomic variables which inludes Exchange Rates, Inflation and Industrial Production. My thesis work explores a diverse range of methodologies, including shrinkage priors, nonlinear models, variable selection, and non-parametric approaches, to enhance prediction accuracy and provide valuable insights for policymakers and economic stakeholders.

Curriculum Vitae

Education

Awards

• Best Paper Award
  Paper Title: Bayesian Markov switching model for BRICS currencies’ exchange rate
  Conference: CRISIL Doctoral Symposium, India Finance Conference, IIM Calcutta, Dec-2022.
• Best Paper Award
  Paper Title: Navigating the “Twin Titans” of Global Manufacturing: The Impact of US and China on Industrial Production Forecasting in G20 Nations
  Conference: Management Doctoral and Researcher's Colloquium, Indian Institute of Foreign Trade, Dec 2023.
• Best Paper Award
  Paper Title:G20 Inflation Forecasting: Sparsity through DTW Clustering and the Dual Lens of Local and Global Data
  Conference:Annual Conference on Economics and Finance (ACEF 2024), BITS Pilani Hyderabad Campus, Feb 2024.

Research

Published Work

• Bayesian Markov switching model for BRICS currencies' exchange rates
  Kumar, U., Ahmad, W., & Uddin, GS. (2024). Journal of Forecasting, Vol. 43 No. 6, pp. 2322-2340.
• Navigating the “Twin Titans” of Global Manufacturing: The Impact of US and China on Industrial Production Forecasting in G20 Nations.
  Kumar, U., & Ahmad, W., (2024). Pacific-Basin Finance Journal, Early view.
• Are emerging economies’ credit cycles synchronized? Fresh evidence from time–frequency analysis
  Saini, S., Kumar, U., & Ahmad, W.,(2024). International Journal of Emerging Markets, Vol. 19 No. 3, pp. 561-581.

Work Under Progress

• G20 Inflation Forecasting: Sparsity through DTW Clustering and the Dual Lens of Local and Global Data
  [with Prof. Wasim Ahmad] (Status: Communicated)
• Forecasting the Indian Credit Cycle Using Macroeconomic Variables
  [with Prof. Seema Saini] (Status: in Progress)

Conference Presentations

1. G20 Inflation Forecasting: Sparsity through DTW Clustering and the Dual Lens of Local and Global Data
   
   • IAAE 2024 Annual Conference, Xiamen University, China, June 2024
   • Annual Conference on Economics and Finance (ACEF 2024), BITS Pilani Hyderabad Campus, Feb 2024. Recieved Best paper Award
2. Navigating the “Twin Titans” of Global Manufacturing: The Impact of US and China on Industrial Production Forecasting in G20 Nations
   
   • Asia Meeting of Econometric Society (South Central and Western Asia), IIT Delhi, Jan 2024.
   • Issues in Economic Theory and Policy, Presidency University Calcutta, Dec 2023.
   • Management Doctoral and Researcher's Colloquium, Indian Institute of Foreign trade Kolkata, Dec 2023. Recieved Best paper Award
   • International Conference on Applied Economics and Finance (ICAEF2023), BITS Pilani Pilani Campus, Nov 2023
   • 18th East Asian Economic Association Conference, Seoul National University, Seoul, South Korea, Oct 2023
   • 33rd Annual Midwest Econometrics Group Conference, Federal Reserve Bank of Cleveland in Cleveland, Ohio, United States, Oct 2023.(Accepted)
3. Bayesian Markov switching model for BRICS currencies' exchange rates
   
   • India Finance Conference, IIM Calcutta, Dec-2022. Recieved Best paper Award
   • Asia Meeting of Econometric Society (South Central and Western Asia, IIT Bombay, Jan 2023

Contact

Please Feel free to reach out to me via any of these

• LinkedIn
• E-mail
• Telegram
• Google Scolar

Elements

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