Thomas Michael Mertens : Citation Profile

Federal Reserve Bank of San Francisco

9

H index

9

i10 index

338

Citations

RESEARCH PRODUCTION:

12

Articles

19

Papers

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 17
   Journals where Thomas Michael Mertens has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 11 (3.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme415
   Updated: 2025-03-08    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Williams, John (5)

Afonso, Gara (2)

La Spada, Gabriele (2)

Hassan, Tarek (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Michael Mertens.

Is cited by:

Hassan, Tarek (21)

Schmidt, Sebastian (18)

Montes-Galdón, Carlos (14)

Coenen, Günter (14)

Melosi, Leonardo (10)

Daly, Mary (9)

Bianchi, Francesco (8)

Bauer, Michael (8)

Eo, Yunjong (7)

Smets, Frank (6)

Rottner, Matthias (6)

Cites to:

Williams, John (16)

Hassan, Tarek (11)

Nakata, Taisuke (9)

Kehoe, Patrick (8)

Souleles, Nicholas (8)

Kollmann, Robert (8)

Schmidt, Sebastian (8)

Smith, Gregor (7)

Rey, Helene (6)

Agarwal, Sumit (6)

Epstein, Larry (6)

Main data

Production by document typearticlepaper2005200620072008200920102011201220132014201520162017201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20052006200720082009201020112012201320142015201620172018201920202021202220232024010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 9Most cited documents1234567891011050100Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Thomas Michael Mertens has published?

Journals with more than one article published# docs
FRBSF Economic Letter11

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco10
Staff Reports / Federal Reserve Bank of New York5

Recent works citing Thomas Michael Mertens (2025 and 2024)

Year  ↓Title of citing document  ↓
2024A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269.

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2024Sustainable Development Goal (SDG) 8: New Zealand Prospects while Yield Curve Inverts in Central Bank Digital Currency (CBDC) Era. (2023). Chu, Qionghua. In: Papers. RePEc:arx:papers:2311.06718.

Full description at Econpapers || Download paper

2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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2024Experiences, demand for risky investments, and implications for price dynamics. (2024). Rieskamp, Jrg ; Olschewski, Sebastian ; Heinke, Steve. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000546.

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2024Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

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2024Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487.

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2024Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2024Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422.

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2024Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977.

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2024Inflation at risk in advanced and emerging market economies. (2024). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000123.

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2024Who gets the flow? Financial globalisation and wealth inequality. (2024). Arrigoni, Simone. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000338.

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2024Together in bad times? The effect of COVID-19 on inflation spillovers in China. (2024). Lien, Donald ; Xu, Yingying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:316-331.

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2024The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

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2024Inflation and Deflationary Biases in the Distribution of Inflation Expectations: Theory and Empirical Evidence from Nine Countries. (2024). Pfajfar, Damjan ; Lamla, Michael ; Rendell, Lea. In: Working Papers. RePEc:fip:fedcwq:99150.

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2025Shades of inflation targeting: insights from fractional integration. (2025). Janus, Jakub ; Dbrowski, Marek A ; Mucha, Krystian. In: MPRA Paper. RePEc:pra:mprapa:123455.

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Works by Thomas Michael Mertens:

Year  ↓Title  ↓Type  ↓Cited  ↓
2011Market Sentiment: A Tragedy of the Commons In: American Economic Review.
[Full Text][Citation analysis]		article11
2017Has the Dollar Become More Sensitive to Interest Rates? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2017Chinas Exchange Rate Policies and U.S. Financial Markets In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2018Valuation Ratios for Households and Businesses In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2018Economic Forecasts with the Yield Curve In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article37
2018Information in the Yield Curve about Future Recessions In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article24
2019Zero Lower Bound Risk according to Option Prices In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2020Market Assessment of COVID-19 In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article5
2020Average-Inflation Targeting and the Effective Lower Bound In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2021Effects of Asset Valuations on U.S. Wealth Distribution In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2022Current Recession Risk According to the Yield Curve In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2022Recession Prediction on the Clock In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2015Not so disconnected: exchange rates and the capital stock In: Working Paper Series.
[Full Text][Citation analysis]		paper18
2020A Risk-based Theory of Exchange Rate Stabilization In: Working Paper Series.
[Full Text][Citation analysis]		paper20
2016The Social Cost of Near-Rational Investment In: Working Paper Series.
[Full Text][Citation analysis]		paper63
2011The Social Cost of Near-Rational Investment.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63		paper
2020What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices In: Working Paper Series.
[Full Text][Citation analysis]		paper28
2018What to expect from the lower bound on interest rates: evidence from derivatives prices.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2019Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates In: Working Paper Series.
[Full Text][Citation analysis]		paper76
2019Monetary policy frameworks and the effective lower bound on interest rates.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2019Tying Down the Anchor: Monetary Policy Rules and the Lower Bound on Interest Rates In: Working Paper Series.
[Full Text][Citation analysis]		paper42
2019Tying down the anchor: monetary policy rules and the lower bound on interest rates.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2022Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds.(2022) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023The Optimal Supply of Central Bank Reserves under Uncertainty In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023The Optimal Supply of Central Bank Reserves under Uncertainty.(2023) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023A Financial New Keynesian Model In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024A Currency Premium Puzzle In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Evaluating Forecast Performance of Market-based Measures of Inflation Expectations in Europe In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2010Fraud deterrence in dynamic Mirrleesian economies In: Working Papers.
[Full Text][Citation analysis]		paper7
2005Option pricing with sparse grids In: Computing in Economics and Finance 2005.
[Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team