Dr Seema Narayan

Position

Senior Lecturer

School /
Work Unit

Economics, Finance and Marketing

Contact Details

+61 3 9925 5890

seema.narayan@rmit edu au

Location

Building: 80
Level: 11
Room: 90

City Campus

College/Portfolio

Business

Seema Narayan

Qualifications

Ph.D (economics and econometrics), Monash University, 2009.

Teaching

  • Prices and Markets
  • Development Economics

Research Interests

  • Applied Macroeconomics
  • Financial Economics
  • Development Economics
  • Time series and Panel Econometric Analysis.

Research Funding

  • College of Business Publication Grant of $4500 in 2012.
  • School of Economics, Finance and Marketing, Learning and Teaching Grant of $4500 in 2012.
  • College of Business - Career Interruption Fellowship of $36,000 in 2010.
  • School of Economics, Finance and Marketing Seeding Grant of $5000 in 2010.

Publications

Major Publications:

  • Seema Narayan (2014) Integration of the current account imbalances in the OECD, Economic Modelling, 38, 288-295.
  • Seema Narayan, Sriananthakumar, S., Islam, S. Z. (2014) Stock Market Integration Emerging Asian economies: Patterns and Causes, Economic Modelling, 39, 19-31.
  • Narayan, P., Mishra, S., and Seema Narayan (2014) Spread determinants and the day-of-the-week effect, Quarterly review of economics and finance, vol. 54, no. 1, pp. 51-60.
  • P. K. Narayan, Tony Makin, and Seema Narayan (2014)What Expenditure Does Anglosphere Foreign Borrowing Fund? Journal of International Money and Finance. 40, 63-78.
  • P. K. Narayan and Seema Narayan (2013) The short-run relationship between the financial system and economic growth: new evidence from regional panels, International review of financial analysis, vol. 29, pp. 70-78.
  • Seema Narayan (2013) Foreign Exchange Markets and Oil Prices in Asia, Journal of Asian Economics. 28, 41-50.
  • Seema Narayan (2013) A Structural VAR model of Fiji Islands, Economic Modelling, 31, 238-244.
  • P. K. Narayan, Seema Narayan and Sharma, S. (2013) An analysis of commodity markets: What gain for investors? Journal of Banking and Finance. 37(10), 3878-3889
  • Narayan, P., Seema Narayan and Mishra, S. (2013) Has the structural break slowed down growth rates of stock markets? Economic Modelling, 30, 595-601.
  • Seema Narayan and P. K. Narayan (2012) Did the US Macroeconomic Conditions Affect Asian Stock Markets? Journal of Asian Economics. 23(6), 669-679.
  • Seema Narayan, R.B. Narayan, and P. K. Narayan (2012). Evidence of Wagner’s law from Indian States, Economic Modelling. 29(5), 1548-1557.
  • Seema Narayan and S. Z. Islam (2012) Developed and emerging markets during the Global Financial Crisis, International Research Journal of Finance and Economics, 98, 125-138. C
  • P. K. Narayan, Seema Narayan, S. Mishra and R. Smyth (2011) An analysis of Fiji’s monetary policy transmission, Studies in Economics and Finance, 29(1) 52-70.
  • P. K. Narayan, S. Mishra and Seema Narayan (2011). Do market capitalization and stocks traded converge? New global evidence. Journal of Banking and Finance, 35(10), 2771-2781.
  • P. K. Narayan, Seema Narayan and S. Popp (2011). Investigating price clustering in the oil futures market. Applied Energy, 88, 397-402. (citations: 1)
  • P. K. Narayan, Seema Narayan and R. Smyth (2011). Energy Consumption at Business Cycle Horizons: The Case of the United States, Energy Economics, 33(2), 161-167.
  • P. K. Narayan, Seema Narayan, and R. Smyth (2011) Does democracy facilitate economic growth or does economic growth facilitate democracy? An empirical study of Sub-Saharan Africa. Economic Modelling, 28, 900-910.
  • P. K. Narayan and Seema Narayan. (2011) Are Shocks to National Income Persistent? New Global Evidence, Journal of Economic Studies, 38 (2), 218 - 230.
  • Seema Narayan, P. K. Narayan, and S. Mishra., (2010) Investigating the relationship between health and economic growth: empirical evidence from a panel of 5 Asian countries, Journal of Asian Economics, 21(4), 404-411.
  • P. K. Narayan and Seema Narayan (2010) Is there a unit root in the inflation rate? New Evidence from panel data models with multiple structural breaks, Applied Economics, 42, 1661-1670. (citations:1)
  • P. K. Narayan and Seema Narayan (2010). Are Business Cycles Stationary Fluctuations Around a Deterministic Trend? Empirical Evidence from 79 Developing Countries, International Review of Applied Economics, 24(6), 1465-3486.
  • P. K. Narayan, Seema Narayan and A. Prasad (2009) Evidence on PPP from a cointegration test with multiple structural breaks. Applied Economics Letters. 2009, 16(1), 5-8. C
  • Seema Narayan (2009) A Survey on Dynamics of Current Account Imbalances. The Indian Economic Journal. 57(3), 3-26.
  • P. K. Narayan and Seema Narayan (2009) Understanding Fiji’s declining foreign reserves position. Pacific Economic Bulletin. 24(2), 95-112.
  • P. K. Narayan, V. Mishra and Seema Narayan (2009) Estimating money demand functions for South Asian countries. Empirical Economics. 36 (3), 685-696.
  • P. K. Narayan, Seema Narayan and R. Smyth (2009) Understanding the inflation-output nexus for China. China Economic Review. 20(1), 82-90.
  • P. K. Narayan and Seema Narayan (2008) Examining the Asymmetric Behaviour of Macroeconomic Aggregates for Emerging Asian Economies. Pacific Economic Review. 5, 567-574.
  • P. K. Narayan and Seema Narayan (2008) Does Military Expenditure Determine Fiji's Exploding Debt Levels? Defence and Peace Economics. 19(1), 77-87.
  • Seema Narayan and R. Smyth (2008) Unit Roots and Structural Breaks in PNG Macroeconomic Time Series. International Journal of Social Economics. 35 (12), 963-984.
  • P. K. Narayan, Seema Narayan and B. Prasad (2008) Forecasting Fiji’s exports and imports, 2003-2020. International Journal of Social Economics. 35 (12), 1005-1016.
  • P. K. Narayan, Seema Narayan and A. Prasad (2008) A structural VAR analysis of electricity consumption and real GDP: Evidence from the G7 countries. Energy Policy, 36 (7), 2765-2769.
  • P. K. Narayan and Seema Narayan (2008) Do Permanent shocks explain income level? A common cycle-common trend analysis of regional income levels for China. Pacific Economic Review. 13 (5), 656-662.
  • Seema Narayan, P. K. Narayan, and R. Smyth (2008) Are Oil Shocks Permanent or Temporary? Evidence from Crude Oil and LNG Production in 60 Countries Energy Economics. 30 (3), 919-936.
  • Seema Narayan, P. K. Narayan, and A. Prasad (2008) Understanding the oil price-exchange rate nexus for Fiji Islands. Energy Economics. 30 (5), 2686-2696.
  • P. K. Narayan and Seema Narayan, (2008) Does Environmental Quality Influence Health Expenditures? Empirical Evidence from a Panel of Selected OECD Countries. Ecological Economics. 65 (2), 367-374.
  • P. K. Narayan and Seema Narayan (2008) The role of permanent and transitory shocks in explaining international health expenditures. Health Economics, 17 (10), 1171-1186.
  • Paresh Narayan and Seema Narayan Modelling oil price volatility. Energy Policy. 2007, 35 (12), 6549-6553. B

Working Papers

  • Seema Narayan and Narayan, P.K. (2011) Did the US Macroeconomic Conditions Affect Asian Stock Markets? Financial Econometrics Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  • Narayan, P.K. and Seema Narayan (2011) The inflation-output nexus: empirical evidence from India, Brazil and South Africa, Financial Econometrics Series, No 2011_06, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  • Narayan, P.K. and Seema Narayan (2011) The importance of real and nominal shocks on the UK housing market No 2011_05, Financial Econometrics Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  • Narayan, P.K. and Seema Narayan (2011) Has the structural break slowed down growth rates of stock markets? No 2011_10, Economic Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  • Narayan, P.K., Seema Narayan and Xinwei Zheng (2010) Gold and Oil Futures Markets: Are Markets Efficient? No 2010_13, Economic Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
  • Seema Narayan, Narayan, P.K., Mishra. S (2011) Investigating the Relationship between Health and Economic Growth: Empirical Evidence from a Panel of 5 Asian Countries. No 2010_08, Economic Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  • Seema Narayan, Narayan, P.K., Smyth, R. (2007) Does Democracy Facilitate Economic Growth or Does Economic Growth Facilitate Democracy? An Empirical Study Of Sub-Saharan Africa, No 10-07, Monash Economics Working Papers from Monash University, Department of Economics.

Conferences Papers/Publications:

  • Patterns and Causes of Stock Market Integration: the case of Asian markets? Co-authored with Sivagowry Sriananthakumar and Silvia Zia Islam. Present this paper at Journal of Asian Economics and American Committee for Asian Economic Studies (JAE/ACAES) Conference in Melbourne, Australia, 26-27 October 2012.
  • Did the US Macroeconomic Conditions Affect Asian Stock Markets? Co-authored with Paresh Narayan. Presented this paper at JAE/ACAES Conference in Kyoto, Japan, 4-6 March 2010.
  • Business Cycle Synchronization between the US, NZ and Australia. Presented this paper at the Irish Economic Association (IEA): 23rd annual Conference, Co Cork, Ireland, 24-26 April, 2009.
  • The synchronization of current account shocks in OECD countries. Presented at the Centre of Policy Studies, Monash University, October 2007.