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Details about Thomas Michael Mertens

Homepage:https://sites.google.com/site/thomasmichaelmertens/
Workplace:Economic Research, Federal Reserve Bank of San Francisco, (more information at EDIRC)

Access statistics for papers by Thomas Michael Mertens.

Last updated 2015-09-14. Update your information in the RePEc Author Service.

Short-id: pme415


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Working Papers

2020

  1. A Risk-based Theory of Exchange Rate Stabilization
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (9)

2019

  1. Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (10)
    Also in Staff Reports, Federal Reserve Bank of New York (2019) Downloads View citations (7)
  2. Tying Down the Anchor: Monetary Policy Rules and the Lower Bound on Interest Rates
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (14)
    Also in Staff Reports, Federal Reserve Bank of New York (2019) Downloads View citations (7)

2018

  1. What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (17)
    Also in Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (5)

2016

  1. The Social Cost of Near-Rational Investment
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (43)

2015

  1. Not so disconnected: exchange rates and the capital stock
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (12)

2010

  1. Fraud deterrence in dynamic Mirrleesian economies
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (5)

2005

  1. Option pricing with sparse grids
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)

Journal Articles

2021

  1. Effects of Asset Valuations on U.S. Wealth Distribution
    FRBSF Economic Letter, 2021, 2021, (24), 01-06 Downloads

2020

  1. Average-Inflation Targeting and the Effective Lower Bound
    FRBSF Economic Letter, 2020, 2020, (22), 01 Downloads
  2. Market Assessment of COVID-19
    FRBSF Economic Letter, 2020, 2020, (14), 5 Downloads

2019

  1. Zero Lower Bound Risk according to Option Prices
    FRBSF Economic Letter, 2019 Downloads

2018

  1. Economic Forecasts with the Yield Curve
    FRBSF Economic Letter, 2018 Downloads View citations (18)
  2. Information in the Yield Curve about Future Recessions
    FRBSF Economic Letter, 2018 Downloads View citations (10)
  3. Valuation Ratios for Households and Businesses
    FRBSF Economic Letter, 2018 Downloads

2017

  1. China's Exchange Rate Policies and U.S. Financial Markets
    FRBSF Economic Letter, 2017 Downloads
  2. Has the Dollar Become More Sensitive to Interest Rates?
    FRBSF Economic Letter, 2017 Downloads View citations (1)

2011

  1. Market Sentiment: A Tragedy of the Commons
    American Economic Review, 2011, 101, (3), 402-05 Downloads View citations (8)

Chapters

 
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