Education
| Ph.D. in Economics, New School for Social Research, New York (Thesis Supervisors Duncan K. Foley, Robert Axtell, Salih Neftci) |
2004 |
| M.A. in Economics, New School for Social Research, New York | 1999 |
| Graduate Diploma in Applied Finance and Investment, Securities Institute of Australia, Sydney | 1994 |
Bachelor of Economics (Honors) Macquarie University, Sydney |
1991 |
Previous Employment
| Instructor, Research Fellow, and Webmaster, New School For Social Research | 1997-1999 |
| Reserve Bank of Australia, Sydney Securities Markets Analyst, Department of Domestic Markets |
1992-1994 |
| National Economics University, Hanoi. Visiting Lecturer, Mathematics & Statistics for Economics Sponsored by the School of Oriental and African Studies, University of London |
11/92-12/92 |
| Tutor in Economics, Macquarie University, Sydney | 1990-1991 |
Teaching Fields
| Financial Markets, Derivative Markets, Money and Banking, Microeconomics, Macroeconomics, History of Economic Thought, Econometrics. |
| Currently a participant in the Teaching Innovations Program (TIP) for the 2005/4 academic year. Workshop held at the University of North Carolina May 2005. TIP is sponsored by the Committee on Economic education of the American Economic Association and funded by the National Science Foundation. |
Working Paper, Conference and Seminar Presentations
| “Margins and Transaction Taxes in a Walrasian Futures Market.” Paper presented at Santa Fe Institute, New Mexico (July 2004) and at the Eastern Economic Association (March 2005). |
| Conference organizer, with Per Berglund, “Recent Developments in Macroeconomics” New York (March 4, 2005). We intended to edit the collected papers and publish a book in early 2006. |
| “The Evolution of Competition in a Speculative Futures Market ” working paper to be presented at the Eastern Economic Association (March 2005). |
| “Margins and Transaction Taxes in a Walrasian Futures Market.” Paper presented at Santa Fe Institute, New Mexico (July 2004) and at the Eastern Economic Association (March 2005). |
| “How Iraq can pay for its Reconstruction," Paper presented at the Union for Radical Political Economics Workshop, Bantam, Connecticut (August 2003). |
| “An Agent-Based Model of Futures Speculation with Margin Borrowing and Transaction Taxes.” Paper presented at New School–Amherst workshop, Amherst (March 2003); Eastern Economics Association, Boston, (January 2002); & the Seventh Annual Post Keynesian Workshop, University of Missouri, Kansas City, (July 2002). |
| “Microfoundations and the Marginalist Revolution," with Gonçalo L. Fonseca. Paper presented at the History of Economic Society Conference, University of California, Davis (July 2002). |
| “International Price Stability and Full Employment: The Case for a Commodity Reserve Currency." Paper presented at the American Economic Association, Allied Social Sciences Association Conference, Boston (January 1999). |
| “Do Budget Deficits Matter? Mr. Lerner and the Neo -Keynesians." Paper presented at the Eastern Economic Association Conference, New York (February 1998). |
| “Supply and Demand for Bank Reserves and Treasury-Central Bank Relations." Mimeo for the Transformational Growth and Full Employment Project (March 1998). |
"Do Budget Deficits Raise Interest Rates: A Survey of the Empirical Literature," Working Paper, no.3. Transformational Growth and Full Employment Project (April 1998). |
Research:
My research interests included Finance, Central Banking, Financial Market Regulation, Market Microstructure, Agent-based Modeling, Computational Methods, History of Economic Thought. My dissertation was of an agent-based model with heterogeneous, liquidity constrained, speculative traders, is used to study emergent market properties such as price volatility and trading activity. Primary interest is on the extent to which margin limits and transaction costs affect the price formation of exchange traded contracts in call versus continuous double auction futures markets. My current study focuses on energy markets and the existence of power law distributions of trader wealth in real or simulated markets with leveraged trading. |
Research Grants & Awards
| PSC Cuny Grant - Research on Electricity Futures Markets | 2005/06 |
| Graduate Workshop in Computational Social Science Modeling and Complexity, Santa Fe Institute. |
July 2004 |
| Center for Economic Policy Analysis, New School University. Research Fellow |
2002-2003 |
| Cambridge Seminar, Queens College and New School University. Janeway Bursary Award |
March 1998 |
| Technology Initiative Fund, New School University. Grant for Economics Web Site and Faculty Home Pages |
Spring 1998 |
| Michael Gellert Fellow, New School University | 1997 |
Affiliations
| Founding member of the New York City Agent Based Seminar Series | Jan 2005- |
| Member of the American Economic Association, the Eastern Economic Association, the Union for Radical Political Economics | |
| History of Economic Thought Website, Co -produced with Gonçalo L. Fonseca) http://www.homepages.newschool.edu/het/ |
1996-2002 |
