Aditi Chaubal

Associate Professor
aditichaubal@iitb.ac.in
(+022) 2576-7361
Education:
  • Ph.D.(2017), Indira Gandhi Institute of Development Research, Mumbai
    (Thesis title: Title: Essays on Nonlinear Time Series and itsApplications)
  • M.Sc.(2009), Indira Gandhi Institute of Development Research, Mumbai
  • B.Sc.(Mathematics)(Hons. in Mathematics and Physics)(2007), St. Xavier'sCollege, Mumbai
Research Interests:
  • Nonlinear time series analysis
  • Macroeconomics
  • Monetary Economics.
Experience:
  • February 2024 - : Associate Professor, IIT Bombay.
  • June 2018-February 2024 : Assistant Professor, IIT-Bombay.
  • 2015-2018: Economic Research Officer, Australian Consulate General,Mumbai.
  • 2013-2014: Research Assistant to Prof. S. Mahendra Dev, Director,Indira Gandhi Institute of Development Research.
  • 2009-2013: Research assistant and teaching assistantships, Indira Gandhi Institute of Development Research;
  • Teaching Assistant (EViews software)for Reserve Bank of India Officer’s Training Programme (Course: Introduction to Time Series).

Publications:

Book


Journal Papers

  1. Adil, M.H. and Chaubal, A. (2024): “Money demand stability in India: allowing for an unknown number of breaks”, Empirical Economics, https://doi.org/10.1007/s00181-024-02584-1
  2. Padha, V. and Chaubal, A. (2023): “Impact of Global Liquidity on Indian Financial Markets and Monetary Policy Outcomes: An ARDL approach”, Journal of Asian Economics - Special Issue on Monetary Policy Issues and Challenges for Asian Economies, Available online 23 Nov. 2023, https://doi.org/10.1016/j.asieco.2023.101674
  3. Nachane, D.M. and Chaubal, A. (2022): “A comparative evaluation of some DSP filters vis-à-vis commonly used economic filters”, Journal of Quantitative Economics Special Issue in honour of Prof. C.R. Rao, Available online: https://doi.org/10.1007/s40953-022-00310-1 (issue forthcoming)
  4. Shiradkar, N. Arya, R. Chaubal, A., Deshmukh, K., Ghosh, P. Kottantharayil, A., Kumar, S. and Vasi, J. (2022): “Recent Developments in Solar Manufacturing in India”, Solar Compass, 1, August 2022, https://doi.org/10.1016/j.solcom.2022.100009.
  5. Chaubal, A. (2020): “Exchange rates in India: CAM in a nonlinear context”, Studies in Nonlinear Dynamics and Econometrics, 24, No. 5, https://doi.org/10.1515/snde-2019-0072
  6. Nachane, D. and Chaubal, A. (2019): “The Plutocratic Bias in the Indian CPI” with Dr. Dilip Nachane, International Labour Review, 158 (2), pp. 365-391.
    Available at:https://doi.org/10.1111/ilr.12072
  7. Nachane, D. and Chaubal, A. (2018): “India's Consumer Price Index is Pro-Rich; here's why” with Dr. Dilip Nachane, Financial Express, Dec. 10, https://bit.ly/2YMS1eS
  8. “The Plutocratic Bias in the Indian CPI” with Dilip M. Nachane, August 2017, IGIDR Working Paper WP-2017-11, Indira Gandhi Institute of Development Research, Mumbai.
  9. Chaubal, A. (2018): “P-star Model for India: A Nonlinear Approach”, Studies in Nonlinear Dynamics and Econometrics, https://doi.org/10.1515/snde-2017-0067
  10. Pandey, V.L. and Chaubal, A. (2011): “Comprehending Household Cooking Energy Choice in Rural India” with Vijay Laxmi Pandey, 2011, Biomass and Bioenergy, 35 (11), pp. 4724-4731. Available at:https://www.sciencedirect.com/...
Book chapter

  • Nachane, D.M. and Chaubal, A. (2023): Machine Learning in Macroeconomics: Application to DSGE Models. In: Srivastava, D.K., Shanmugam, K.R. (eds) India’s Contemporary Macroeconomic Themes. India Studies in Business and Economics. Springer, Singapore. https://doi.org/10.1007/978-981-99-5728-6_22
  • Chaubal, A. (2021): “Typology of nonlinear models in Economics”, in Gilles Dufrenot and Takashi Matsuki (Eds.), Recent Econometric Techniques for Macroeconomic and Financial data, Springer Nature Switzerland AG. https://www.springerprofessional.de/...
Invited Articles

Conferences Talk

  1. Adil, M.H. and Chaubal, A. (2022): “Money demand stability in India: allowing for an unknown number of breaks”, World Finance and Banking Symposium, Florida International University, Miami, December 16-17, 2022.
  2. Padha, V. and Chaubal, A. (2021): “Impact of Global Liquidity on Indian Financial Markets and Monetary Policy Outcomes: An ARDL approach”, Journal of Asian Economics Special Issue on Monetary Policy Issues and Challenges for Asian Economies Virtual International Conference, December 2021.
  3. Chaubal, A. (2019), ‘Exchange Rates in India: Current Account Monetarism in a Nonlinear Context’, 4th International Workshop on Financial Markets and Nonlinear Dynamics (FMND), (Paris), June 2019.
  4. Chaubal, A. (2017), 'P-star Model for India: A Nonlinear Approach', 3rd International Workshop on Financial Markets and Nonlinear Dynamics (FMND), Ecole Supérieure des Sciences Commerciales d'Angers (ESSCA) (Paris), June 2017.
  5. Pandey, V.L. and Chaubal, A. (2010), 'Comprehending Household Cooking Energy Choice in Rural Uttar Pradesh', International Symposium on a Sustainable Future (2010), at Indira Gandhi Institute of Development Research.
Invited talks

  • [Talk] “My research experience: Science to Economics” for Researchathon 2021 organized by RadScholars, Canada [2 July 2021] https://bit.ly/3rD4S0k, video starts at 3:50:00
  • [Lecture] "An overview of Econophysics" organized by The Society of Physics at St. Xavier's College, Mumbai [29 November 2020] https://www.youtube.com/watch?v=_xluGfZhBHE
  • [Lecture] "Research paper writing workshop" organized by Ecocircle - The Economics Circle at St. Xavier's College, Mumbai [10 October 2020]
  • [Panel Chair]: "Post Budget Analysis” organized by Team Street, the Finance Forum of NITIE, NITIE Campus, Mumbai [28 February 2020]
  • Undergraduate: Principles of Economics, Mathematics for Economics, Statistics II, International Trade I
  • Graduate: Applied Econometrics
  • IIT Bombay Continuing Education Programme: Statistics (Course: Machine Learning and AI with Python)
  • Invited Member, Economic Policy Research & Development Committee, Bombay Chamber of Commerce and Industry (Sept 2021-)
  • Lifetime Member of The Indian Econometric Society (2014-)
  • Sankhya, International Economics, Journal of Quantitative Economics, Macroeconomics and Finance in Emerging Market Economies, The Indian Economic Journal, Arthaniti, Journal of Asian Economics
  • PI: District Strategic Plan of Pune district, Government of Maharashtra [Co-PI: Prof S.B. Agnihotri, Prof. S. Gaurav] (2023-24)
  • PI: District Strategic Plan of Palghar district, Government of Maharashtra [Co-PI: Prof S.B. Agnihotri, Prof. S. Gaurav] (2023-24)