Varun Yadav

Assistant Professor

Finance & Economics

Varun Yadav is a faculty in the Finance and Economics group. His research work leverages advanced econometric and quantitative methods to gain insights into competition policy issues in banking, study the digital payments ecosystem in India, and forecast inflation using mixed-frequency data.

While pursuing his doctorate at IIMA, he received the JASSO scholarship for a research visit to Hiroshima University where he studied panel-data methods to reduce bias in predictive regression models. He likes to explore topics at the interface of economics, finance, and management science.

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EDUCATION

IIM Ahmedabad

Ph.D. in Economics

IIM Kozhikode

PGDM (MBA)

NIT Kurukshetra

B.Tech.

  • Research Interests

    Industrial Organization, FinTech, Banking, Competition Economics, Econometrics

    Varun has a diverse experience of more than 8 years spanning industries. He also worked at OP Jindal Global University as a faculty member.

  • Selected Publications

    Yadav, V., & Das, A. (2021). Nowcasting inflation in India with daily crowd-sourced prices using dynamic factors and mixed frequency models. Applied Economics Letters, 1-11.

  • ConFERENCEs/Symposia/ACADEMIC VISITS

    Presented his thesis work titled “Deregulation and Welfare in Indian Banking: Demand Estimation and Welfare Implications of Saving Interest Rate Deregulation” at the 7th National Conference on Economics of Competition Law organized by Competition Commission of India, New Delhi – March 2022

    Presented a paper titled “Forecasting short run gold spot prices in India using mixed frequency models” at IIMA-IGPC Conference on Gold and Gold Markets, 2020 organized by India Gold Policy Centre, IIM Ahmedabad – Feb 2020

    Completed research project titled “Bias reduction in predictive regression models- A GMM approach” as a visiting scholar at Hiroshima University, Japan under Prof. Kazuhiko Hayakawa, Jan – Feb 2019

    Work presented at Hiroshima University, Japan

    Onsite fieldwork for “Optimizing tourism demand at a small aging island” at Mitarai, Osaki Shimojima Island in Japan, August 2019 (in collaboration with students from Hiroshima University and the University of Texas at Austin)

    Recommendations presented to Kure administration in Japan

  • Professional Memberships

    Central Bank Research Association (CEBRA)

    Production and Operations Management Society (POMS)

  • Licensures/Certifications/WORKSHOPS

    Professional course in Quantitative Methods for Competition Analysis by Barcelona Graduate School of Economics – May 2021

    Workshop on Advanced Research Methodologies for Social Science Research by International

    Growth Centre (IGC) and Presidency University – June 2021

    CII SCMPro certification under CII Supply Chain Management Professional Program – March 2020

    Summer School in Development Economics conducted by International Growth Centre (IGC) and Indian Statistical Institute at ISI Delhi – July 2019

    Summer school in Dynamics of complex systems at the International Centre for Theoretical Sciences (ICTS), Bengaluru – May 2019 (https://www.icts.res.in/program/DCS2019)

  • Reviewer Experience

    INDAM-2022, 7th Biennial conference of the Indian Academy of Management (IN-DAM)

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