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
  • Chief

    Board of Governors of the Federal Reserve System

    2020 - present
  • 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
  • Datta, Deepa D., Benjamin K. Johannsen, and Robert J. Vigfusson (2021). "Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19," FEDS Notes 2021-04-14. Board of Governors of the Federal Reserve System (U.S.).
  • Datta, Deepa D., Benjamin K. Johannsen, Hannah Kwon, and Robert J. Vigfusson (2021). "Oil, Equities, and the Zero Lower Bound," American Economic Journal: Macroeconomics, vol. 13, no. 2, pp. 214-253.
  • Cascaldi-Garcia, Danilo, Deepa Datta, Thiago Ferreira, Olesya Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez, Juan M. Londono, John Rogers, Cisil Sarisoy, and Ilknur Zer (2020). "What is Certain about Uncertainty?" International Finance Discussion Papers 1294. Board of Governors of the Federal Reserve System (U.S.)
  • 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, 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, 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 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.).
  • 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

Conference Organization
  • 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
  • Quantitative Economics
  • Review of Economics and Statistics
Last update: May 3, 2021