Meet the Economists
Deepa Dhume Datta
Education
- Ph.D., Economics, Harvard University, 2011
- B.A., Economics, Harvard University, 2005
- Commodities Returns and Asset Pricing
- Options and Probability Density Functions
Principal Economist
Board of Governors of the Federal Reserve System
2016 - presentEconomist
Board of Governors of the Federal Reserve System
2011 - 2016Adjunct Professor
Johns Hopkins University
2014
- von Beschwitz, Bastian, Christopher G. Collins, and Deepa D. Datta (2019). "Revisions to the Federal Reserve Dollar Indexes," FEDS Notes 2019-01-15. Board of Governors of the Federal Reserve System (U.S.).
- Datta, Deepa, Benjamin K. Johannsen, Hannah Kwon, and Robert J. Vigfusson (2018). "Oil, Equities, and the Zero Lower Bound," Finance and Economics Discussion Series 2018-058. Board of Governors of the Federal Reserve System (U.S.).
- Datta, Deepa, Benjamin K. Johannsen, Hannah Kwon, and Robert J. Vigfusson (2017). "Oil, Equities, and the Zero Lower Bound," BIS Working Papers, no. 617. Bank for International Settlements.
- Datta, Deepa D., and Robert J. Vigfusson (2017). "Forecasting China's Role in World Oil Demand," Economic Letter 2017-24. Federal Reserve Bank of San Francisco.
- Datta, Deepa, Juan M. Londono, Bo Sun, Daniel Beltran, Thiago Ferreira, Matteo Iacoviello, Mohammad R. Jahan-Parvar, Canlin Li, Marius Rodriguez, and John Rogers (2017). "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216. Board of Governors of the Federal Reserve System (U.S.).
- Datta, Deepa Dhume, Juan M. Londono, and Landon J. Ross (2017). "Generating Options-Implied Probability Densities to Understand Oil Market Events," Energy Economics, vol. 64, pp. 440–457.
- Datta, Deepa Dhume, Juan M. Londono, and Landon J. Ross (2014). "Generating Options-Implied Probability Densities to Understand Oil Market Events," International Finance Discussion Papers 1122. Board of Governors of the Federal Reserve System (U.S.).
- 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.).
seminar
February 2019Inter-American Development Bank
seminar
May 2018Bank of England
seminar
October 2017Banque du France
conference
July 2017NBER Summer Institute
conference
May 2017Rimini Center for Economic Analysis
conference
May 2017Ghent University Workshop on Empirical Macroeconomics
conference
November 2016System Energy Conference
seminar
November 2016University of Washington
seminar
October 2016Federal Reserve Bank of San Francisco
conference
June 2016Systems Committee on International Economic Analysis
conference
November 2015Southern Economics Association Annual Meetings
conference
June 2015Western Economics Association Annual Meetings
seminar
April 2015American University Kogod School of Business
conference
March 2015International Symposium on Energy and Finance Issues
conference
November 2013Southern Finance Association Annual Meetings
conference
September 2013NBER-NSF Time Series Conference
conference
June 2013Western Finance Association Annual Meetings
conference
July 2012NBER Summer Institute
Conference Organization
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
- Economics Letters
- Energy Economics
- Energy Journal
- Energy Policy
- Journal of Applied Econometrics
- Journal of Applied Statistics
- Journal of Banking and Finance
- Journal of Econometrics
- Journal of Finance
- Journal of Financial Economics
- Journal of Futures Markets
- Journal of Macroeconomics
- Quantitative Economics
- Review of Economics and Statistics