My undergraduate degree is in Statistics and mathematics from the Indian Statistical Institute in Calcutta, India. Thereafter, i have completed my MSc in Econometrics and mathematical economics from the LSE and am currently in the 2nd year of the Phd Programme at the same institution. My PhD Dissertation topic is on " Evolution of the yield curve and its dependence on the evolution of the business cycle". Under Professor Oliver Linton, i am working on models linking the shape of the yield curve to the position of the economy in the business cycle and its speed of movement. In doing so, i have focussed on a concise representation of the business cycle namely "the Loop representation", comprising of the economy wide output gap and inflation rates. I am also working on the microfoundations of this structure of the business cycle jointly with Ryan Love at the LSE. My other areas of active interest include 1. analysis of implied risk neutral distributions from options prices on interest rate futures and their usefulness as a trading tool. 2. deriving latent signal variables from host of macroeconomic data releases and using them to construct evolving output gap estimates in real time.
