Source: University of Reading


About

Welcome to the research homepage of Anurag Srivastava (anurāg śrīvāstava).

I am a PhD student in the Economics department at University of Reading. In my research, I use a range of econometric methods to understand consumer demand. I also apply stochastic methods in behavioural economics focusing on the consumer behaviour under risk. I am intrigued by the approaches that attempt to unite micro-economics and applied macroeconomics. I am advised by Dr Uma Kambhampati, Dr Steven Bosworth and Dr Vivien Burrows at the university.

Before coming to University of Reading, I have completed a Masters in Finance (taught) from London Business School - where I was instructed by Dr Ralph Koijen, Dr Derek Bunn and Dr Suleyman Basak - amongst others. I also have a research background in Atmospheric Modelling and Computer Science - which I have studied at Virginia Polytechnic and State University under my advisor Dr Adrian Sandu.

I have done intermittent consulting and quantitative-software projects in the finance industry since 2007 on both sides of the Atlantic. Infrequently, I blog about financial and general economics (Note: All thoughts personal - and not an endorsement of any particular institution or economics).

Research Interests
  • Behavioural Economics - Decision Theory under Risk, Status consumption
  • Development Economics - Sub-Saharan African political economy
  • Microeconometrics - Methods to alleviate measurement errors, Bayesian Econometrics

Teaching
  • ECM301 - Taught in Spring 2019, the course served as an introduction for economics graduate students to Behavioural Economics. It revisits the foundations of decision theory before exploring consumer choice under risk. The recommended textbook for this course was "Foundations of Behavioural Economics" by Sanjit Dhami.

Publications

Recreational
  • Constructive Mathematics - Drawn to technology more because of Bertrand Russell than Bill Gates, I have enjoyed theoretical computer science and take pleasure in writing automated proofs for topology and number theory (in python/lean).
  • Linguistics - Time permitting, I enjoy exploring grammars of ancient languages (Greek, Latin and Sanskrit) and their place in history and literature.