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Indrajit Mitra is a research economist and assistant 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.
2025-7
Firm-Level Input Price Changes and Their Effects: A Deep Learning Approach
Sudheer Chava, Wendi Du, Indrajit Mitra, Agam Shah, and Linghang Zeng
August 2025
2023-6a
The Fed Information Effect and Firm-Level Investment: Evidence and Theory
Alex Hsu, Indrajit Mitra, Yu Xu, and Linghang Zeng
June 2023 (Revised March 2024)
2021-22
High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations
Indrajit Mitra, Taeuk Seo, and Yu Xu
September 2021
2021-16
Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method
Indrajit Mitra and Yu Xu
June 2021
2020-20
Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates
Indrajit Mitra and Yu Xu
November 2020
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.
"High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations," Management Science, August 4, 2023 (with Y. Xu).
"Time-Varying Risk Premium and Unemployment Risk across Age Groups", Review of Financial Studies, 33 (8), August 2020, 3624–3673 (with Y. Xu).
"Extreme Risk Analysis", Journal of Performance Management (Spring) 14 (3). (with L. Goldberg, J. Menchero, and M. Hayes).
"The Structure of Hybrid Factor Models", Journal of Investment Management (Q3) 6 (3). (with J. Menchero).
December
A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing (with Y. Xu).
October
Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method (with L. Kogan).
May
Moral Hazard, Firm Age, and Slow Recovery with Uncertainty Shocks.
(Revised 2019)
"Large Shocks in Heterogeneous Agent Economies". (with E. Bayraktar and J. Zhang).
Bi-Annual Workshop on Investment and Production-Based Asset Pricing
European Finance Association
American Finance Association
Western Finance Association
University of Rochester
Federal Reserve Bank of Atlanta
Federal Reserve Bank of New York
Federal Reserve Board
Temple University
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
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
Midwest Finance Association
University of California—Berkeley (Haas)*
UCLA (Anderson)*
Midwest Finance Association
Western Finance Association
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)
Duke-UNC AP Conference*
Minnesota Macro—Asset Pricing conference*
MIT Capital Markets Workshop
SED Annual Meeting*
Stanford Institute for Theoretical Economics