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

8

DOWNLOADS

1,243

SSRN CITATIONS
Rank 31,128

SSRN RANKINGS

Top 31,128

in Total Papers Citations

10

CROSSREF CITATIONS

17

Scholarly Papers (8)

1.
Downloads 676 ( 54,838)
Citation 3

What is Certain About Uncertainty?

International Finance Discussion Paper No. 1294
Number of pages: 45 Posted: 07 Aug 2020 Last Revised: 08 Mar 2022
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, 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 498 (79,823)

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global risks, Uncertainty, Volatility, Crises, Economic policy, Monetary policy, Geopolitical risk, Trade policy, Downside risk

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 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 178 (234,306)
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

International Finance Discussion Paper No. 1216
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 229 (186,413)
Citation 2

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3.
Downloads 195 (216,428)
Citation 5

Oil, Equities, and the Zero Lower Bound

FEDS Working Paper No. 2018-58
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 106 (351,184)
Citation 2

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Equities, Macroeconomic surprises, New Keynesian models, 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 89 (393,460)

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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

FRB International Finance Discussion Paper No. 1122
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 74 (434,062)
Citation 2

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Options-implied PDFs, futures, options, oil

5.

Nonparametric HAC Estimation for Time Series Data with Missing Observations

FRB International Finance Discussion Paper No. 1060
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 69 (450,590)
Citation 3

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Heteroskedasticity, serial correlation, robust inference, missing data

6.

Bottlenecks, Shortages, and Soaring Prices in the U.S. Economy

FEDS Notes No. 2022-06-24
Posted: 08 Jul 2022
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 SystemUniversity of California, Berkeley - Department of Economics

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7.

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
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

FEDS Notes No. 2019-01-15
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

FEDS Notes No. 2019-01-15
Posted: 23 Jan 2019 Last Revised: 16 Sep 2020
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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