Rosen Azad Chowdhury
Biographic Data
| ID | 3576077 |
|---|---|
| NAME | Rosen Azad Chowdhury |
| GIVEN NAMES | Rosen Azad |
| FAMILY NAME | Chowdhury |
| SIGNATURE | CHOWDHURY R A |
| AFFILIATIONS | Swansea University |
| ORCID | 0000-0003-1796-9603 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 1 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2017 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 1 |
Reconsidering the relationship between health and income in the UK
The present paper revisits and extends the examination of the long-run relationship between UK life expectancy and income provided by Tapia Granados (2012). Adopting a more detailed form of analysis, a clear break corresponding to the 1918-1919 Influenza Pandemic is identified in the long span of data examined. This finding of structural change, along with detected uncertainty regarding the orders of integration of the series examined, results in…
The difference, system and ‘Double‐D’ GMM panel estimators in the presence of structural breaks
The effects of structural breaks in dynamic panels are more complicated than in time series models as the bias can be either negative or positive. This paper focuses on the effects of mean shifts in otherwise stationary processes within an instrumental variable panel estimation framework. We show the sources of the bias and a Monte Carlo analysis calibrated on United States bank lending data demonstrates the size of the bias for a range of auto‐r…
The difference, system and ‘Double‐D’ GMM panel estimators in the presence of structural breaks
The effects of structural breaks in dynamic panels are more complicated than in time series models as the bias can be either negative or positive. This paper focuses on the effects of mean shifts in otherwise stationary processes within an instrumental variable panel estimation framework. We show the sources of the bias and a Monte Carlo analysis calibrated on United States bank lending data demonstrates the size of the bias for a range of auto‐r…
The difference, system and ‘Double‐D’ GMM panel estimators in the presence of structural breaks
The effects of structural breaks in dynamic panels are more complicated than in time series models as the bias can be either negative or positive. This paper focuses on the effects of mean shifts in otherwise stationary processes within an instrumental variable panel estimation framework. We show the sources of the bias and a Monte Carlo analysis calibrated on United States bank lending data demonstrates the size of the bias for a range of auto‐r…
Reconsidering the relationship between health and income in the UK
The present paper revisits and extends the examination of the long-run relationship between UK life expectancy and income provided by Tapia Granados (2012). Adopting a more detailed form of analysis, a clear break corresponding to the 1918-1919 Influenza Pandemic is identified in the long span of data examined. This finding of structural change, along with detected uncertainty regarding the orders of integration of the series examined, results in…
Econometrics (2 works) · Economics (2 works) · Mathematics (2 works) · Statistics (2 works) · Actuarial science (1 work) · Autoregressive integrated moving average (1 work) · Autoregressive model (1 work) · Banking stability, regulation, efficiency (1 work) · Coronavirus disease 2019 (COVID-19 (1 work) · Demographic economics (1 work)