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Indrajit Mitra

Financial Economist & Assistant Adviser
curriculum vitae Adobe PDF file format :: personal websiteOff-site link :: Google Scholar pageOff-site link
email

To interview economists, press should contact Public Affairs at 470-249-8348.

  • Biography

    Indrajit Mitra is a financial economist and assistant policy adviser on the financial markets team in the Research Department at the Federal Reserve Bank of Atlanta. His research interests cover topics at the intersection of asset pricing and corporate finance with an emphasis on the connection between labor and financial markets, and methods to solve and analyze heterogeneous agent models in general equilibrium.

    Before joining the Atlanta Fed in 2020, Dr. Mitra was an assistant professor at the University of Michigan's Ross School of Business. He received his doctoral degree in financial economics from the MIT Sloan School of Management and a doctoral degree in theoretical particle physics from Princeton University.

  • Working Papers

    Atlanta Fed Working Papers

    2021

    2021-22
    High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations
    Indrajit Mitra, Taeuk Seo, and Yu Xu
    September 2021
    Abstract | Full text Adobe PDF file format

    2021-16
    Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method
    Indrajit Mitra and Yu Xu
    June 2021
    Abstract | Full text Adobe PDF file format

    2020

    2020-20
    Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates
    Indrajit Mitra and Yu Xu
    November 2020
    Abstract | Full text Adobe PDF file format

  • Other Fed Work

    Articles

    2022

    Salome Baslandze, Simon Fuchs, Indrajit Mitra, and Veronika Penciakova. "The Atlanta Fed's Early Career Visitor Program Workshop: A Synopsis," Policy Hub: Macroblog. October 20, 2022.

  • Publications

    Articles

    2020

    "Time-Varying Risk Premium and Unemployment Risk across Age Groups", Review of Financial Studies, 33 (8), August 2020, 3624–3673 (with Y. Xu).

    2010

    "Extreme Risk Analysis", Journal of Performance Management (Spring) 14 (3). (with L. Goldberg, J. Menchero, and M. Hayes).

    2008

    "The Structure of Hybrid Factor Models", Journal of Investment Management (Q3) 6 (3). (with J. Menchero).

    Non-Federal-Reserve Working PapersOff-site link

    2019

    February
    Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates (with Y. Xu).

    October
    Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method (with L. Kogan).

    2017 (revised 2019)

    May
    Moral Hazard, Firm Age, and Slow Recovery with Uncertainty Shocks.

    In Progress

    "Large Shocks in Heterogeneous Agent Economies". (with E. Bayraktar and J. Zhang).

    "High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations" (with Y. Xu).

    Conference & Seminar Presentations (*indicates presentation by co-author)

    scheduled

    American Finance Association
    Bi-Annual Workshop on Investment and Production-Based Asset Pricing
    European Finance Association

    2020

    Western Finance Association
    University of Rochester
    Federal Reserve Bank of Atlanta
    Federal Reserve Bank of New York
    Federal Reserve Board
    Temple University

    2019

    University of Houston
    University of Maryland
    Texas A&M University
    Society for Financial Studies Cavalcade
    North American Summer Meeting Econometric Society
    European Summer Meeting Econometric Society
    Labor and Finance conference
    Northern Finance Association

    2018

    American Finance Association
    North American Summer Meeting Econometric Society
    European Summer Meeting Econometric Society
    European Finance Association*
    Barcelona Graduate School of Economics Summer Forum*
    Stanford Institute for Theoretical Economics
    City University of Hong Kong
    University of Hong Kong
    Nanyang Technological University—Singapore
    The Ohio State University Department of Economics
    Tel-Aviv Finance Conference

    2017

    Midwest Finance Association
    University of California—Berkeley (Haas)*
    UCLA (Anderson)*

    2016

    Midwest Finance Association
    Western Finance Association

    2015

    MIT Capital Markets Workshop
    Duke University (Fuqua)
    Imperial College
    London School of Economics
    University of Michigan (Ross)
    Michigan State University
    University of Minnesota (Carlson)
    University of Pennsylvania (Wharton)

    2014

    Duke-UNC AP Conference*
    Minnesota Macro—Asset Pricing conference*
    MIT Capital Markets Workshop
    SED Annual Meeting*
    Stanford Institute for Theoretical Economics