Dr Atanu Ghoshray
Administrative Duties
Director of Studies for the following programmes:
PhD supervision
Interested in supervising students studying:
- Trade and Development (Trends in Primary Commodity Prices, Modelling and Forecasting, Excess Comovement, Market Integration and the Law of One Price).
- Consumer Sentiments (Relation with Government Competence, Consumption Behaviour; Investigating Trends, Volatility and Cyclical Behaviour).
Profile
Atanu Ghoshray joined the Department in September 2001.
He has undertaken research as consultant for the Asian Development Bank (ADB) and has been a visiting scholar at the United Nations University, World Institute for Development Economics Research (UNU-WIDER).
Research interests
His research interests are in:
- Applied Time Series Econometrics
- International Commodity Markets
- Consumer Sentiments
Teaching
Undergraduate
Postgraduate
- ES50051: Applied Econometrics (Moodle course University of Bath only)
Publications
Articles
Li, D., Ghoshray, A. and Morley, B., 2014. Forthcoming. An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression (STR) model. International Review of Financial Analysis
Ghoshray, A. and Trifonova, T., 2014. Forthcoming. Dynamic adjustment of crude oil price spreads. The Energy Journal
Ghoshray, A., 2013. Dynamic persistence of primary commodity prices. American Journal of Agricultural Economics, 95 (1), pp. 153-164.
Ghosh, M., Ghoshray, A. and Malki, I., 2013. Regional divergence and club convergence in India. Economic Modelling, 30 (1), pp. 733-742.
Ghoshray, A., Kejriwal, M. and Wohar, M., 2013. Forthcoming. Breaks, Trends and Unit Roots in Commodity Prices: A robust examination. Studies in Nonlinear Dynamics and Econometrics
Easaw, J., Ghoshray, A. and Heravi, S., 2013. Forthcoming. Households’ forming subjective expectations using perceived news: do shocks to ‘good’ news matter more than ‘bad’ news? Manchester School
Li, D., Ghoshray, A. and Morley, B., 2012. Measuring the risk premium in uncovered interest parity using the component GARCH-M model. International Review of Economics & Finance, 24, pp. 167-176.
Ghoshray, A. and Ghosh, M., 2011. How integrated is the Indian wheat market? The Journal of Development Studies, 47 (10), pp. 1574-1594.
Ghoshray, A., 2011. A reexamination of trends in primary commodity prices. Journal of Development Economics, 95 (2), pp. 242-251.
Easaw, J. Z. and Ghoshray, A., 2011. The Island Man's behaviour: some microfoundations of how households form macroeconomic expectations. The Manchester School, 79 (4), pp. 789-810.
Fosten, J. and Ghoshray, A., 2011. Dynamic persistence in the unemployment rate of OECD countries. Economic Modelling, 28 (3), pp. 948-954.
Ghoshray, A. and Johnson, B., 2010. Trends in world energy prices. Energy Economics, 32 (5), pp. 1147-1156.
Easaw, J. and Ghoshray, A., 2010. News and households’ subjective macroeconomic expectations. Journal of Macroeconomics, 32 (1), pp. 469-475.
Ghoshray, A., 2010. Smooth transition effects in price transmission: The case of international wheat export prices. Economics Letters, 106 (3), pp. 169-171.
Ghoshray, A., 2010. The extent of the world coffee market. Bulletin of Economic Research, 62 (1), pp. 97-107.
Davies, S., Easaw, J. Z. and Ghoshray, A., 2009. Mental accounting and remittances: A study of rural Malawian households. Journal of Economic Psychology, 30 (3), pp. 321-334.
Ghoshray, A., 2009. On price dynamics for different qualities of coffee. Review of Market Integration, 1 (1), pp. 103-118.
Easaw, J. Z. and Ghoshray, A., 2008. The cyclical nature of Consumer Sentiments Indices in the US and UK. Journal of Socio-Economics, 37 (5), pp. 1994-1998.
Ghoshray, A., 2008. Asymmetric Price Adjustment of Ukrainian Feed Wheat Export Prices in relation to U.S. Maize Exports: A Note. Economics Bulletin, 17 (2), pp. 1-8.
Ghoshray, A., 2007. An examination of the relationship between U.S. and Canadian durum wheat prices. Canadian Journal of Agricultural Economics, 55 (1), pp. 49-62.
Easaw, J. Z. and Ghoshray, A., 2007. Confidence or competence: do presidencies matter for households' subjective preferences? European Journal of Political Economy, 23 (4), pp. 1025-1037.
Barassi, M. R. and Ghoshray, A., 2007. Structural change and long-run relationships between US and EU wheat export prices. Journal of Agricultural Economics, 58 (1), pp. 76-90.
Easaw, J. Z. and Ghoshray, A., 2006. Agent-based learning in 'Islands' with 'Sticky Information': an explanation for the persistence of real effects. Journal of Money, Credit, and Banking, 38 (1), pp. 263-268.
Ghoshray, A., 2006. Long-run relationship between US and Argentine maize prices. Journal of Agribusiness, 24 (1), pp. 79-92.
Ghoshray, A., 2006. Market delineation and price leadership in the world wheat market: a cointegration analysis. Agricultural and Resource Economics Review, 35 (2), pp. 311-326.
Ghoshray, A., 2002. Asymmetric Price Adjustment and the World Wheat Market. Journal of Agricultural Economics, 53 (2), pp. 299-317.
Reports/Papers
Ghoshray, A. and Perera, A., 2011. The model of commodity prices after Sir Arthur Lewis revisited. Vol. 08-11. Working Paper. Bath, U.K.: Department of Economics, University of Bath.
Li, D., Ghoshray, A. and Morley, B., 2011. Uncovered Interest Parity and the Risk Premium. Working Paper. Bath, UK: Department of Economics, University of Bath. (Bath Economics Research Working Papers; 02/11)
Ghoshray, A., 2009. Nonlinear Price Transmission in Wheat Export Prices. Working Paper. Bath, UK: Department of Economics, University of Bath. (Bath Economics Research Working Papers; 11/09)
