Photo of Deepa Dhume Datta

Deepa Dhume Datta

Education

  • Ph.D., Economics, Harvard University, 2011
  • B.A., Economics, Harvard University, 2005
Current Research Topics
  • Commodities Returns and Asset Pricing
  • Options and Probability Density Functions
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2016 - present
  • Economist

    Board of Governors of the Federal Reserve System

    2011 - 2016
  • Adjunct Professor

    Johns Hopkins University

    2014
  • 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 Interantional Settlements.
  • Datta, Deepa Dhume, Juan M. Londono, and Landon J. Ross (forthcoming). "Generating Options-Implied Probability Densities to Understand Oil Market Events," Energy Economics.
  • 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.).
  • 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

Referee
  • Economics Letters
  • Energy Journal
  • 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
  • Review of Economics and Statistics
Last update: June 5, 2017