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Dr Pratiti Chatterjee
Lecturer

Dr Pratiti Chatterjee

PhD Economics (University of California, Irvine), MA Economics (Delhi School of Economics), BA Economics (Jadavpur University)

Business School
School of Economics

I obtained my Ph.D. in Economics from the University of California, Irvine in 2018. I am a Macroeconomist with interests in Monetary Economics, International Economics, and Macroeconometrics. In my research I primarily examine the effects of macroeconomic uncertainty on business cycles.
Phone
0293852150
E-mail
pratiti.chatterjee@unsw.edu.au
  • Journal articles | 2020
    Chatterjee P; Milani F, 2020, 'Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle', Journal of Economic Behavior and Organization, 179, pp. 342 - 360, http://dx.doi.org/10.1016/j.jebo.2020.09.007
    Journal articles | 2019
    Chatterjee P, 2019, 'Asymmetric impact of uncertainty in recessions: Are emerging countries more vulnerable?', Studies in Nonlinear Dynamics and Econometrics, 23, http://dx.doi.org/10.1515/snde-2016-0148
  • Working Papers | 2023
    Chatterjee P; Gunawan D; Kohn R, 2023, An Efficient Pseudo Marginal Method for State Space Models, http://dx.doi.org, https://drive.google.com/file/d/1m1CqvRo2X4Tbcifm24oR1Jgbx-ippKit/view?usp=share_link
    Working Papers | 2023
    Chatterjee P; Gunawan D; Kohn R, 2023, The Interaction Between Credit Constraints and Uncertainty Shocks, http://dx.doi.org, https://drive.google.com/file/d/1mCM4oL44B_zn9ymeDqOSyXMvrPJP8dd3/view?usp=share_link%7D%7B%5Ctextbf%7BThe%20Interaction%20Between%20Credit%20Constraints%20and%20Uncertainty%20Shocks
  • Conference Presentations | 2021
    Chatterjee P; Gunawan D; Kohn R, 2021, 'The Interaction between credit constraints and uncertainty shocks', presented at ASSA Meetings 2021, 03 January 2021
    Conference Presentations | 2020
    Chatterjee P; Milani F, 2020, 'Perceived Uncertainty Shocks, Excess Optimism-Pessimism, and Learning in the Business Cycle', presented at Econometric Society, World Congress, 17 August 2020
    Conference Presentations | 2019
    Chatterjee P; Milani F, 2019, 'Perceived Uncertainty Shocks, Excess Optimism-Pessimism, and Learning in the Business Cycle', presented at III Conference on Advances in Applied Macro-Finance, Melbourne, 17 December 2019
    Conference Presentations | 2019
    Chatterjee P; Milani F, 2019, 'Perceived Uncertainty Shocks, Excess Optimism-Pessimism, and Learning in the Business Cycle', presented at The 27th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics - Federal Reserve Bank of Dallas, 28 March 2019
    Conference Presentations | 2019
    Chatterjee P, 2019, 'Uncertainty Shocks, Financial Frictions and Business Cycle Asymmetries Across Countries', presented at Asian Meeting of the Econometric Society, Xiamen - China, 14 June 2019
    Conference Presentations | 2019
    Chatterjee P, 2019, 'Uncertainty Shocks, Financial Frictions and Business Cycle Asymmetries Across Countries', presented at Reserve Bank of Australia Quantitative Macroeconomics Workshop, 12 December 2019
    Conference Presentations | 2018
    Chatterjee P, 2018, 'Uncertainty Shocks, Financial Frictions and Business Cycle Asymmetries Across Countries', presented at Conference on Risk, Uncertainty, and Volatility - Federal Reserve Board of Governors, 03 April 2018
    Conference Presentations | 2018
    Chatterjee P, 2018, 'Uncertainty Shocks, Financial Frictions and Business Cycle Asymmetries Across Countries', presented at Stanford Institute of Theoretical Economics - Macroeconomics of Uncertainty and Volatility, 22 August 2018

  • UNSW USA Networks of Excellence Grants - March 2019
  • UNSW Business School Special Research Grant - January 2020
  • UNSW Distinguished Visiting Scholar Award - February 2020

  • Graduate Dean’s Dissertation Fellowship Award for academic achievement - 2017-2018
  • James B. Ramsey prize for the top paper in econometrics presented by a graduate student at - The 24th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics - 2016
  • Morgan Prize from the James Morgan Fund for New Directions in the Analysis of Complex Interactions - 2015

My research explores the different channels through which macroeconomic uncertainty impacts real activity. My work contributes - both empirically and theoretically - to this growing field by explicitly addressing the role of macroeconomic uncertainty in explaining business cycles across countries as well as understanding policy implications. In addition to analyzing the impact of uncertainty shocks, I am also interested in behavioral macro-models of learning where the assumption of rational expectations is relaxed.

In the media

  • Panelist -- Bloomberg Australia, Inside Track, June 2020
  • Global Perspectives Policy Podcast, University of Sydney, October 2020 

Conferences

  • Co-organizer -- 6th Continuing Education in Macroeconometrics Workshop, 2019

Memberships

  • 2020- Centre for Applied Macroeconomic Analysis -- Crawford School of Public Policy