Indrajit Mitra

Federal Reserve Banks - Federal Reserve Bank of Atlanta

1000 Peachtree Street N.E.

Atlanta, GA 30309-4470

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 23,391

SSRN RANKINGS

Top 23,391

in Total Papers Downloads

3,097

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (11)

1.

Extreme Risk Management

MSCI Barra Research Paper No. 2009-4
Number of pages: 16 Posted: 12 Feb 2009 Last Revised: 19 Feb 2009
University of California, Berkeley, MSCI Inc., MSCI Barra and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 1,643 (15,489)
Citation 5

Abstract:

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risk management, quantitative extreme

2.

Extreme Risk Analysis, July 2009

MSCI Barra Research Paper No. 2009-16
Number of pages: 20 Posted: 14 May 2009 Last Revised: 08 Jul 2009
University of California, Berkeley, MSCI Inc., MSCI Barra and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 666 (55,962)

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extreme, risk, analysis, volatility, shortfall, different, risk, measures, standard, analytics

3.

Time-varying Risk Premium and Unemployment Risk Across Age Groups

Review of Financial Studies, Forthcoming
Number of pages: 73 Posted: 06 Mar 2018 Last Revised: 21 Oct 2019
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 208 (204,443)
Citation 1

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Time-varying risk premium, labor search, unemployment risk across age groups, labor market cleansing

4.

A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing

Number of pages: 64 Posted: 09 Feb 2019 Last Revised: 22 Jun 2021
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 194 (217,780)

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Interest Rates, Nondiversifiable Labor Income Risk, Labor Market Frictions, Bond Risk Premia

5.

Moral Hazard and Firm Age: A General Equilibrium Analysis

Number of pages: 49 Posted: 14 Jul 2017 Last Revised: 21 Jan 2021
Indrajit Mitra
Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 109 (342,828)

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Financial frictions, Firm Age, Firm Dynamics, Dynamic Moral Hazard, Uncertainty Shock, Slow Recovery

6.

Countercyclical Unemployment Benefits: General Equilibrium Analysis of Transition Dynamics

Number of pages: 35 Posted: 20 Sep 2021
Erhan Bayraktar, Indrajit Mitra and Jingjie Zhang
University of Michigan at Ann Arbor - Department of Mathematics, Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 86 (398,798)

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Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method

Number of pages: 49 Posted: 07 Oct 2019 Last Revised: 19 May 2022
Leonid Kogan and Indrajit Mitra
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 48 (544,277)

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Heterogenous Agent Economies, Equilibrium Solution, Heuristic Methods

Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method

FRB Atlanta Working Paper No. 2021-16
Number of pages: 40 Posted: 13 Jul 2021
Leonid Kogan and Indrajit Mitra
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 14 (780,788)

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numerical solutions, accuracy, approximations, simulations

Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method

NBER Working Paper No. w30111
Number of pages: 50 Posted: 06 Jun 2022 Last Revised: 11 Jun 2022
Leonid Kogan and Indrajit Mitra
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 6 (865,026)
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8.

High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations

Number of pages: 35 Posted: 10 Sep 2021 Last Revised: 09 May 2022
Indrajit Mitra, Taeuk Seo and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of Michigan, Stephen M. Ross School of Business and University of Delaware
Downloads 58 (491,840)

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Equivalence result, fundamental surplus, unemployment fluctuations, time-varying risk premia

9.

Ambiguity and Unemployment Fluctuations

Number of pages: 39 Posted: 16 Mar 2022
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 34 (606,435)

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Ambiguity, model uncertainty, robustness, unemployment, labor search.

10.

Internet Appendix for "A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing"

Number of pages: 8 Posted: 12 Nov 2020 Last Revised: 22 Jun 2021
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 19 (711,205)

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11.

Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates

FRB Atlanta Working Paper No. 2020-20
Number of pages: 50 Posted: 20 Apr 2021
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 12 (772,362)

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interest rates, nondiversifiable labor income risk, labor market frictions, bond risk premia