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Mohitosh Kejriwal

Mohitosh Kejriwal

Associate Professor of Economics


Ph.D, Economics, Boston University, 2007
M.S., Quantitative Economics, Indian Statistical Institute, 2002
B.Sc.(Honors), Economics, University of Calcutta, 2000

Professor Kejriwal joined the Krannert faculty in Fall 2007. His teaching interests are in Econometrics and Statistics. His research focuses on econometric theory and applied econometrics. Specificially, he is interested in theoretical and empirical issues in time series econometrics and panel data econometrics. His research has been published in peer-reviewed outlets such as Journal of Econometrics, Econometric Theory, Journal of Business and Economic Statistics and Journal of Time Series Analysis, among others. He has also served as an ad hoc reviewer for several economics and statistics journals. He is the recipient of the 2009 John and Mary Willis Young Faculty Scholar Award and the 2013 Jay N. Ross Young Faculty Scholar Award for excellence in research. He has been appointed University Faculty Scholar at Purdue for the period 2014-2019.

Forthcoming Publications

  • Ghoshray, A. & Kejriwal, M. & Wohar, M. Breaks, Trends and Unit Roots in Commodity Prices: A Robust Investigation. Studies in Nonlinear Dynamics and Econometrics, | Download |
  • Kejriwal, M., Perron, P. & Zhou, J. Wald Tests for Detecting Multiple Structural Changes in Persistence. Econometric Theory, | Download |
  • Kejriwal, M. & Lopez, C. Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation. Econometric Reviews, | Download |
  • Gulesserian, S.G. & Kejriwal, M. On the Power of Bootstrap Tests for Stationarity. Empirical Economics, | Download |
  • Kejriwal, M. & Perron, P. A Note on Estimating a Structural Change in Persistence. Economics Letters, | Download |

Journal Articles

  • Kejriwal, M. & Perron, P. (2010). A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.. Journal of Time Series Analysis, vol. 31 305-328. | Download |
  • Kejriwal, M. & Perron, P. (2010). Testing for Multiple Structural Changes in Cointegrated Regression Models. Journal of Business and Economic Statistics, vol. 28 503-522. | Download Download |
  • Kejriwal, M. (2009). Tests for a Mean Shift with Good Size and Monotonic Power. Economics Letters, vol. 102 (2), 78-82. | Download |
  • Kejriwal, M. & Perron, P. (2008). The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes. Journal of Econometrics, vol. 146 (1), 59-73. | Download |
  • Kejriwal, M. & Perron, P. (2008). Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression. Econometric Theory, vol. 24 (5), 1425-1441. | Download |
  • Kejriwal, M. (2008). Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle. Studies in Nonlinear Dynamics and Econometrics, vol. 12 (1), | Download |

Working Papers

  • Kejriwal, M. The Nature of Persistence in Euro Area Inflation: A Reconsideration. (Revise and Resubmit).
  • Kejriwal, M. & Perron, P. The Asymptotic Properties of the Parameter Estimates in Autoregressive Models with a Break in Persistence.

Phone: (765) 49-44503
Office: KRAN 371

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