Photo of Deepa Dhume Datta

Deepa Dhume Datta

Education

  • Ph.D., Economics, Harvard University, 2011
  • B.A., Economics, Harvard University, 2005
Current Research Topics
  • Energy Markets
  • Robust Inference with Missing Data
  • Assistant Director

    Division of International Finance, Board of Governors of the Federal Reserve System

    2023 - present
  • Chief, Advanced Foreign Economies Section

    Board of Governors of the Federal Reserve System

    2022 - 2023
  • Chief, Trade and Quantitative Studies Section

    Board of Governors of the Federal Reserve System

    2020 - 2022
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2016 - 2020
  • Economist

    Board of Governors of the Federal Reserve System

    2011 - 2016
  • Adjunct Professor

    Johns Hopkins University

    2014
  • What Is Certain about Uncertainty?
    Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, Bo Sun, Deepa Datta, Thiago Ferreira, Olesya Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez, Ilknur Zer, and John Rogers
    Journal of Economic Literature (2023)
    https://doi.org/10.1257/jel.20211645
    See also » FRB Working Paper (2020)
  • Bottlenecks, Shortages, and Soaring Prices in the U.S. Economy
    Deepa D. Datta, Laura Feiveson, Ekaterina Peneva, and Gisela Rua
    FEDS Notes (2022)
    https://doi.org/10.17016/2380-7172.3153
  • Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19
    Deepa D. Datta, Benjamin K. Johannsen, and Robert J. Vigfusson
    FEDS Notes (2021)
    https://doi.org/10.17016/2380-7172.2786
  • Oil, Equities, and the Zero Lower Bound
    Deepa D. Datta, Benjamin K. Johannsen, Hannah Kwon, and Robert J. Vigfusson
    American Economic Journal: Macroeconomics (2021)
    https://doi.org/10.1257/mac.20180488
    See also » FRB Working Paper (2018)
  • Revisions to the Federal Reserve Dollar Indexes
    Bastian von Beschwitz, Christopher G. Collins, and Deepa D. Datta
    FEDS Notes (2019)
    https://doi.org/10.17016/2573-2129.48
  • Taxonomy of Global Risk, Uncertainty, and Volatility Measures
    Deepa Datta, Juan M. Londono, Bo Sun, Daniel Beltran, Thiago Ferreira, Matteo Iacoviello, Mohammad R. Jahan-Parvar, Canlin Li, Marius Rodriguez, and John Rogers
    International Finance Discussion Papers (2017)
    https://doi.org/10.17016/IFDP.2017.1216
  • Forecasting China’s Role in World Oil Demand
    Deepa D. Datta and Robert J. Vigfusson
    FRBSF Economic Letter (2017)
  • Generating Options-Implied Probability Densities to Understand Oil Market Events
    Deepa Dhume Datta, Juan M. Londono, and Landon J. Ross
    Energy Economics (2017)
    https://doi.org/10.1016/j.eneco.2016.01.006
    See also » FRB Working Paper (2014)
  • Nonparametric HAC Estimation for Time Series Data with Missing Observations
    Deepa Dhume Datta and Wenxin Du
    International Finance Discussion Papers (2012)
    https://doi.org/10.17016/IFDP.2012.1060
  • conference

    August 2022

    JPMCC International Commodities Symposium

  • conference

    May 2022

    Midwest Macro

  • seminar

    January 2022

    Federal Reserve Bank of New York

  • conference

    November 2021

    Women in System Economic Research (WISER) Conference

  • conference

    November 2020

    FRB-Bank of Italy Conference on Nontraditional Data and Macroeconomics

  • conference

    December 2019

    FRB-IMF Macrofinance Workshop

  • conference

    October 2019

    European Central Bank

  • conference

    October 2019

    Bocconi University

  • conference

    September 2019

    Bank of Italy

  • seminar

    September 2019

    Norges Bank

  • seminar

    March 2019

    IMF

  • seminar

    February 2019

    Inter-American Development Bank

  • seminar

    May 2018

    Bank of England

  • seminar

    October 2017

    Banque du France

  • conference

    July 2017

    NBER Summer Institute

  • conference

    May 2017

    Rimini Center for Economic Analysis

  • conference

    May 2017

    Ghent University Workshop on Empirical Macroeconomics

  • conference

    November 2016

    System Energy Conference

  • seminar

    November 2016

    University of Washington

  • seminar

    October 2016

    Federal Reserve Bank of San Francisco

  • conference

    June 2016

    Systems Committee on International Economic Analysis

  • conference

    November 2015

    Southern Economics Association Annual Meetings

  • conference

    June 2015

    Western Economics Association Annual Meetings

  • seminar

    April 2015

    American University Kogod School of Business

  • conference

    March 2015

    International Symposium on Energy and Finance Issues

  • conference

    November 2013

    Southern Finance Association Annual Meetings

  • conference

    September 2013

    NBER-NSF Time Series Conference

  • conference

    June 2013

    Western Finance Association Annual Meetings

  • conference

    July 2012

    NBER Summer Institute

Awards
  • 2022

    Board of Governors of the Federal Reserve System

    Special Achievement Award

Conference Organization
  • September 2023 | International Development Bank, Washington, D.C.

    CEBRA Workshop for Commodities and Macroeconomics

    Member of the Scientific Committee

  • October 2021 | Federal Reserve Board, Washington, D.C.

    CEBRA Workshop for Commodities and Macroeconomics

    Member of the Scientific Committee

  • October 2020 | Santiago, Chile

    CEBRA Workshop for Commodities and Macroeconomics

    Co-Organizer

  • September 2019 | Rome, Italy

    CEBRA Workshop for Commodities and Macroeconomics

    Co-Organizer

  • September 2018 | Dallas, TX

    CEBRA Workshop for Commodities and Macroeconomics

    Member of the Scientific Committee

  • April 2018 | Federal Reserve Board, Washington, D.C.

    Conference on Risk, Uncertainty, and Volatility

    Co-Organizer

  • September 2017 | Federal Reserve Board, Washington, D.C.

    CEBRA Workshop for Commodities and Macroeconomics

    Co-Organizer

Referee
  • Economic Modelling
  • Economics Letters
  • Energy Economics
  • Energy Journal
  • Energy Policy
  • International Journal of Central Banking
  • Journal of Applied Econometrics
  • Journal of Applied Statistics
  • Journal of Banking and Finance
  • Journal of Econometrics
  • Journal of Empirical Finance
  • Journal of Finance
  • Journal of Financial Economics
  • Journal of Futures Markets
  • Journal of Macroeconomics
  • Journal of Time Series Analysis
  • Quantitative Economics
  • Review of Economics and Statistics
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Last Update: August 2, 2024