I am a research economist.

Professional affiliations

Research Fellow, School of Economics and CEPAR, University of News South Wales, Sydney
Senior Research Associate, School of Finance, University of Sydney Business School

Research Associate, Center for Applied Macroeconomic Analysis, Australian National University

Research areas

My core technical research focuses on macroeconomics, optimization theory and computational economics.  

I have an interest in new optimisation tools that exploit advances in computing technologies to help solve and compute rich ‘real world’ models in economics and finance; in particular, high-dimensional, non-compact and non-convex optimization and distributed algorithms on supercomputers.

I also apply my work to broader more applied areas in economics. I work on papers in growth theory, structural econometrics, household finance, energy, prediction markets and electricity markets. To quote Frank H. Clarke, "all is one".


Email: akshay dot shanker at me dot com
GitHub: https://github.com/akshayshanker 

Working papers

- Play for the rich and work for the poor? The optimal distribution of saving and work in the heterogeneous agents neoclassical growth model [with Martin Wolf][Submitted][Older version with complete mathematical proofs is here]
- Existence of recursive constrained optima in the heterogeneous agent neoclassical growth model
- Energy Intensity, directed technological change and economic growth [with David Stern]

- Fast upper-envelope scan for discrete-continuous
dynamic programming [with Isabella Dobrescu]

"Just consider how terrible the day of your death will be; others will go on speaking, but you will not be able to argue back" - Ram Mahun Roy