I am a research economist.
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
My core technical research focuses on computational economics, mathematical optimization and economic dynamics. In particular, my work focuses on the microeconomic, individual level decisions and factors that shape aggregate economic outcomes. Since modelling individual diversity typically leads to model complexity, I also have an interest in advances in optimization theory and high performance computing technologies that can help help solve and compute richer models in economics and finance.
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
- 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]
- Retirement Eggs and Retirement Baskets [with Dobrescu, Bateman, Thorp and Newell]