Deepa Datta

Board of Governors of the Federal Reserve System

Principal Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

DOWNLOADS

955

SSRN CITATIONS
Rank 31,599

SSRN RANKINGS

Top 31,599

in Total Papers Citations

10

CROSSREF CITATIONS

17

Scholarly Papers (7)

1.
Downloads 449 ( 83,394)
Citation 3

What is Certain About Uncertainty?

Number of pages: 73 Posted: 07 Aug 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 368 (104,262)

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What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming
Number of pages: 45 Posted: 02 Aug 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 81 (384,585)
Citation 3

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global risk, uncertainty, volatility, crises, economic policy, monetary policy, downside risk, transmission.

2.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

Number of pages: 49 Posted: 26 Nov 2017
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Fudan University - Fanhai International School of Finance (FISF)
Downloads 188 (204,960)
Citation 2

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3.
Downloads 184 (208,940)
Citation 5

Oil, Equities, and the Zero Lower Bound

Number of pages: 90 Posted: 23 Aug 2018 Last Revised: 21 Feb 2019
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Independent and Board of Governors of the Federal Reserve System
Downloads 103 (329,900)
Citation 2

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Equities, Macroeconomic surprises, New-keynesian model, Oil, Zero lower bound

Oil, Equities, and the Zero Lower Bound

BIS Working Paper No. 617
Number of pages: 48 Posted: 01 Apr 2017
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Independent and Board of Governors of the Federal Reserve System
Downloads 81 (384,585)

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macroeconomic announcements, news, monetary policy, zero lower bound, fiscal policy, fiscal multiplier

4.

Generating Options-Implied Probability Densities to Understand Oil Market Events

Number of pages: 50 Posted: 31 May 2017
Deepa Datta, Juan M. Londono and Landon Ross
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 73 (404,042)
Citation 2

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Options-implied PDFs, futures, options, oil

5.

Nonparametric HAC Estimation for Time Series Data with Missing Observations

Number of pages: 55 Posted: 05 Dec 2012
Deepa Datta and Wenxin Du
Board of Governors of the Federal Reserve System and University of Chicago Booth School of Business
Downloads 61 (443,721)
Citation 3

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Heteroskedasticity, serial correlation, robust inference, missing data

6.

Oil, Equities, and a “Nonbinding” Zero Lower Bound: The Monetary Policy Response to COVID-19

FEDS Notes No. 2021-04-14
https://doi.org/10.17016/2380-7172.2786
Posted: 23 Apr 2021
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Revisions to the Federal Reserve Dollar Indexes

Posted: 09 Jul 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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Revisions to the Federal Reserve Dollar Indexes

Posted: 23 Jan 2019 Last Revised: 16 Sep 2020
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