Indrajit Mitra

Federal Reserve Banks - Federal Reserve Bank of Atlanta

1000 Peachtree Street N.E.

Atlanta, GA 30309-4470

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 23,305

SSRN RANKINGS

Top 23,305

in Total Papers Downloads

4,145

SSRN CITATIONS

7

CROSSREF CITATIONS

4

Scholarly Papers (14)

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 1,763 (18,721)
Citation 5

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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 724 (66,979)

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

3.

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

Number of pages: 71 Posted: 09 Feb 2019 Last Revised: 01 Dec 2023
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 305 (185,962)

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

4.

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 257 (221,594)
Citation 1

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

The Fed Information Effect and Firm-level Investment: Evidence and Theory

Georgia Tech Scheller College of Business Research Paper No. 4451789
Number of pages: 49 Posted: 23 May 2023 Last Revised: 05 Mar 2024
Alex Hsu, Indrajit Mitra, Yu Xu and Linghang Zeng
Georgia Institute of Technology - Scheller College of Business, Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of Delaware and Babson College - Finance Division
Downloads 154 (353,624)

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Monetary Policy, Fed Information Shocks, Heterogeneous Investment Response

The Profitability Channel of Monetary Policy Transmission

FRB Atlanta Working Paper No. 6
Number of pages: 42 Posted: 30 Aug 2023
Alex Hsu, Indrajit Mitra and Linghang Zeng
Georgia Institute of Technology - Scheller College of Business, Federal Reserve Banks - Federal Reserve Bank of Atlanta and Babson College - Finance Division
Downloads 63 (652,792)

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monetary policy, Fed information shocks, investments, CAPM beta

The Fed Information Effect and Firm-Level Investment: Evidence and Theory

FRB Atlanta Working Paper No. 2023-6A
Number of pages: 49 Posted: 01 Apr 2024
Alex Hsu, Indrajit Mitra, Yu Xu and Linghang Zeng
Georgia Institute of Technology - Scheller College of Business, Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of Delaware and Babson College - Finance Division
Downloads 31 (887,382)

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monetary policy, Fed information effect, heterogeneous investment response

6.

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

Number of pages: 48 Posted: 10 Sep 2021 Last Revised: 31 May 2023
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 156 (349,641)

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

7.

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 142 (377,264)

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8.

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 138 (385,711)

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

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

Number of pages: 67 Posted: 07 Oct 2019 Last Revised: 19 Apr 2024
Leonid Kogan and Indrajit Mitra
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 94 (514,634)

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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 26 (925,274)

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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: 14 Apr 2023
Leonid Kogan and Indrajit Mitra
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 10 (1,096,374)

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10.

Ambiguity and Unemployment Fluctuations

Number of pages: 37 Posted: 16 Mar 2022 Last Revised: 14 Mar 2024
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 111 (455,154)

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

A Quantitative Comparison of Unemployment Benefit Extension and Level Increase

Number of pages: 30 Posted: 19 Apr 2023
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 59 (675,258)

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Unemployment insurance

A Quantitative Comparison of Unemployment Benefit Extension and Level Increase

Number of pages: 30 Posted: 21 Mar 2024
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 International Business and Economics (UIBE) - University of International Business and Economics (UIBE), Students
Downloads 7 (1,126,548)

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Unemployment benefits, mean field games, unemployment benefit duration increase, unemployment benefit lump-sum.

12.

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

Number of pages: 26 Posted: 12 Nov 2020 Last Revised: 29 Sep 2023
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 54 (690,738)

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13.

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 31 (853,375)

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

14.

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

Number of pages: 16 Posted: 15 Jun 2023
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 20 (955,887)

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