Thomas Michael Mertens : Citation Profile


Are you Thomas Michael Mertens?

Federal Reserve Bank of San Francisco

7

H index

6

i10 index

149

Citations

RESEARCH PRODUCTION:

9

Articles

12

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 9
   Journals where Thomas Michael Mertens has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 9 (5.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme415
   Updated: 2021-03-01    RAS profile: 2015-09-14    
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Relations with other researchers


Works with:

Williams, John (6)

Bauer, Michael (3)

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 (18)

Kose, Ayhan (5)

Claessens, Stijn (5)

Bachmann, Ruediger (4)

Elstner, Steffen (4)

Menkhoff, Lukas (3)

Phillips, David (3)

Adam, Klaus (3)

Chahrour, Ryan (3)

Shleifer, Andrei (3)

Laibson, David (3)

Cites to:

Hassan, Tarek (10)

Kollmann, Robert (8)

Smith, Gregor (7)

Souleles, Nicholas (7)

Agarwal, Sumit (6)

Farhi, Emmanuel (5)

Kehoe, Patrick (5)

Shleifer, Andrei (5)

Backus, David (5)

Chari, Varadarajan (4)

Summers, Lawrence (4)

Main data


Where Thomas Michael Mertens has published?


Journals with more than one article published# docs
FRBSF Economic Letter8

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco6
Staff Reports / Federal Reserve Bank of New York3

Recent works citing Thomas Michael Mertens (2021 and 2020)


YearTitle of citing document
2020Social Learning and Monetary Policy at the Effective Lower Bound. (2020). Vermandel, Gauthier ; Salle, Isabelle ; Grimaud, Alex ; Arifovic, Jasmina. In: Staff Working Papers. RePEc:bca:bocawp:20-2.

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2020Inflation at risk in advanced and emerging economies. (2020). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan Niladri. In: BIS Working Papers. RePEc:bis:biswps:883.

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2020Monetary regimes, the term structure and business cycles in Ireland, 1972–2018. (2020). Stuart, Rebecca. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:5:p:731-748.

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2020A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration. (2020). Riva, Luca ; Platzer, Josef ; Lin, Alessandro ; Egiev, Sergey K ; Eggertsson, Gauti. In: Working Papers. RePEc:bro:econwp:2020-14.

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2020Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US. (2020). Phillips, Peter ; Henry, Todd . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2259.

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2020The Dynamic Impact of FX Interventions on Financial Markets. (2020). Rieth, Malte ; Menkhoff, Lukas ; Stohr, Tobias. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1854.

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2020Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment. (2020). Coenen, Günter ; Smets, Frank ; Montes-Galdon, Carlos . In: Working Paper Series. RePEc:ecb:ecbwps:20202352.

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2020What’s up with the Phillips Curve?. (2020). Lenza, Michele ; Del Negro, Marco ; Tambalotti, Andrea ; Primiceri, Giorgio E. In: Working Paper Series. RePEc:ecb:ecbwps:20202435.

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2020The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476.

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2021Text-based recession probabilities. (2021). Minesso Ferrari, Massimo ; le Mezo, Helena. In: Working Paper Series. RePEc:ecb:ecbwps:20212516.

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2020Average inflation targeting and interest-rate smoothing. (2020). Lie, Denny ; Eo, Yunjong. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300367.

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2020Economic determinants of oil futures volatility: A term structure perspective. (2020). Prokopczuk, Marcel ; Nikitopoulos-Sklibosios, Christina ; Kang, Boda. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300827.

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2020A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175.

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2021Comparing the impact of discretionary and pre-announced central bank interventions. (2021). Santos, Francisco Luna . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302631.

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2020Does confidence matter for economic growth? An analysis from the perspective of policy effectiveness. (2020). He, Shan ; Guo, Yumei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:1-19.

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2020Forecasting Low Frequency Macroeconomic Events with High Frequency Data. (2020). Owyang, Michael ; Galvão, Ana ; Galvo, Ana B. In: Working Papers. RePEc:fip:fedlwp:88704.

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2020A simultaneous equation model of economic growth and shadow economy: Is there a difference between the developed and developing countries?. (2020). Boujelbene, Younes ; Baklouti, Nedra. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-018-9235-8.

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2020The Global Impact of Brexit Uncertainty. (2020). Hassan, Tarek ; Tahoun, Ahmed ; Van Lent, Laurence ; Hollander, Stephan. In: NBER Working Papers. RePEc:nbr:nberwo:26609.

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2020Revisiting Exchange Rate Rules. (2020). Dominguez, Kathryn. In: IMF Economic Review. RePEc:pal:imfecr:v:68:y:2020:i:3:d:10.1057_s41308-020-00120-6.

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2020Rational exuberance booms. (). Ambrocio, Gene. In: Review of Economic Dynamics. RePEc:red:issued:18-163.

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2020Forecasting Low Frequency Macroeconomic Events with High Frequency Data. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:38.

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2020The dynamic impact of FX interventions on financial markets. (2020). Menkhoff, Lukas ; Stohr, Tobias ; Rieth, Malte. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2151.

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Works by Thomas Michael Mertens:


YearTitleTypeCited
2011Market Sentiment: A Tragedy of the Commons In: American Economic Review.
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article7
2017Has the Dollar Become More Sensitive to Interest Rates? In: FRBSF Economic Letter.
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article1
2017Chinas Exchange Rate Policies and U.S. Financial Markets In: FRBSF Economic Letter.
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article0
2018Valuation Ratios for Households and Businesses In: FRBSF Economic Letter.
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article0
2018Economic Forecasts with the Yield Curve In: FRBSF Economic Letter.
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article13
2018Information in the Yield Curve about Future Recessions In: FRBSF Economic Letter.
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article6
2019Zero Lower Bound Risk according to Option Prices In: FRBSF Economic Letter.
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article0
2020Market Assessment of COVID-19 In: FRBSF Economic Letter.
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article0
2020Average-Inflation Targeting and the Effective Lower Bound In: FRBSF Economic Letter.
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article0
2015Not so disconnected: exchange rates and the capital stock In: Working Paper Series.
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paper14
2016Currency Manipulation In: Working Paper Series.
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paper14
2016The Social Cost of Near-Rational Investment In: Working Paper Series.
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paper54
2011The Social Cost of Near-Rational Investment.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
paper
2018What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices In: Working Paper Series.
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paper13
2018What to expect from the lower bound on interest rates: evidence from derivatives prices.(2018) In: Staff Reports.
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This paper has another version. Agregated cites: 13
paper
2019Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates In: Working Paper Series.
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paper8
2019Monetary policy frameworks and the effective lower bound on interest rates.(2019) In: Staff Reports.
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This paper has another version. Agregated cites: 8
paper
2019Tying Down the Anchor: Monetary Policy Rules and the Lower Bound on Interest Rates In: Working Paper Series.
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paper12
2019Tying down the anchor: monetary policy rules and the lower bound on interest rates.(2019) In: Staff Reports.
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This paper has another version. Agregated cites: 12
paper
2010Fraud deterrence in dynamic Mirrleesian economies In: Working Papers.
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paper6
2005Option pricing with sparse grids In: Computing in Economics and Finance 2005.
[Citation analysis]
paper1

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