TheEconomists
deepa.d.datta@frb.gov
Education
- Ph.D., Economics, Harvard University, 2011
- B.A., Economics, Harvard University, 2005
Current Research Topics
- Commodities Returns and Asset Pricing
Fields of Interest
Professional Experience
Economist
Board of Governors of the Federal Reserve System
- 2011 - present
Publications
- Datta, Deepa Dhume, and Wenxin Du (2012). "Nonparametric HAC Estimation for Time Series Data with Missing Observations," International finance discussion papers 1060. Board of Governors of the Federal Reserve System (U.S.).
Presentations
conference
July 2012
NBER Summer Institute
Using Options-Implied PDFs to Understand Oil Market Events
Other Activities
Referee
- Journal of Applied Econometrics
- Journal of Financial Economics
- Journal of Futures Markets
- Economic Letters
Last update:
March 13, 2013
