BOOKS PUBLISHED

PUBLISHED RESEARCH PAPERS
Bhattacharya, B B, Chakravarty, Sangeeta and Paul, Mahua. Forecasting the Exchange Rate with a Bayesian Vector Auto Regression (BVAR) Model: The Indian Experience, Studies in Macroeconomics and Welfare. New Delhi: Academic Foundation, 2005.2005
Chakravarty, Sangeeta and Bansal, A K. Bayes Estimation and Detection of a Change in Prior Distribution of the Regression Parameter, In Bayesian Analysis in Statistics and Econometric, Ed. by Donald A. and others. New York: John Willey and Sons, 1996.1996
Bhattacharya, B B and Chakravarty, Sangeeta. A Bayesian Test of Monetarist Model of Inflation in India, Journal of Quantitative Economics. July 1995.1995
Bhattacharya, B B and Chakravarty, Sangeeta. The Behaviour of Share Prices in India, 30th Annual Conference of the Indian Econometric Society, May 1-3, 1994. Mysore.1994
Chakravarty, Sangeeta and Bansal, A K. Behaviour of Bayes Decision for Regression Parameter and Bayes Forecast under a Non-standard Prior, Journal of Quantitative Economics. 8 (2), July 1992, pp.391-402.1992
Chakravarty, Sangeeta and Bansal, A K. Sensitivity of Bayes Estimate of Shift Point in Normal Sequence with Non-normal Prior, SCIMA (System Cybernet Management). 20 (3), 1991, pp.107-112.1991
Chakravarty, Sangeeta and Bansal, A K. Effect of Non-normal Prior for Regression Parameter on Bayes Decisions and Forecasts, Journal of Quantitative Economics. 4,1988, pp.247-259.1988

WORKING PAPERS

WORK-IN PROGRESS
Chakravarty, Sangeeta . Stock market and macro economic behavior in India., 106 / 2006.
Bhattacharya, B B, Bhanumurthy, N R, Chakravarty, Sangeeta and Rai, Kulwant. A Short-term Time Series Forecasting model for Indian Economy., 72 / 2003.
Bhattacharya, B B and Chakravarty, Sangeeta . Stock Volatility in India., 55 / 2002.