7
H index
6
i10 index
149
Citations
Federal Reserve Bank of San Francisco | 7 H index 6 i10 index 149 Citations RESEARCH PRODUCTION: 9 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Michael Mertens. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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FRBSF Economic Letter | 8 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / Federal Reserve Bank of San Francisco | 6 |
Staff Reports / Federal Reserve Bank of New York | 3 |
Year | Title of citing document |
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2020 | Social 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. Full description at Econpapers || Download paper |
2020 | Inflation 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. Full description at Econpapers || Download paper |
2020 | Monetary 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Forecasting 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Effects 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. Full description at Econpapers || Download paper |
2020 | What’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. Full description at Econpapers || Download paper |
2020 | The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476. Full description at Econpapers || Download paper |
2021 | Text-based recession probabilities. (2021). Minesso Ferrari, Massimo ; le Mezo, Helena. In: Working Paper Series. RePEc:ecb:ecbwps:20212516. Full description at Econpapers || Download paper |
2020 | Average inflation targeting and interest-rate smoothing. (2020). Lie, Denny ; Eo, Yunjong. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300367. Full description at Econpapers || Download paper |
2020 | Economic 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2021 | Comparing 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. Full description at Econpapers || Download paper |
2020 | Does 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. Full description at Econpapers || Download paper |
2020 | Forecasting Low Frequency Macroeconomic Events with High Frequency Data. (2020). Owyang, Michael ; Galvão, Ana ; Galvo, Ana B. In: Working Papers. RePEc:fip:fedlwp:88704. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | The Global Impact of Brexit Uncertainty. (2020). Hassan, Tarek ; Tahoun, Ahmed ; Van Lent, Laurence ; Hollander, Stephan. In: NBER Working Papers. RePEc:nbr:nberwo:26609. Full description at Econpapers || Download paper |
2020 | Revisiting 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. Full description at Econpapers || Download paper |
2020 | Rational exuberance booms. (). Ambrocio, Gene. In: Review of Economic Dynamics. RePEc:red:issued:18-163. Full description at Econpapers || Download paper |
2020 | Forecasting 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. Full description at Econpapers || Download paper |
2020 | The dynamic impact of FX interventions on financial markets. (2020). Menkhoff, Lukas ; Stohr, Tobias ; Rieth, Malte. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2151. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Market Sentiment: A Tragedy of the Commons In: American Economic Review. [Full Text][Citation analysis] | article | 7 |
2017 | Has the Dollar Become More Sensitive to Interest Rates? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2017 | Chinas Exchange Rate Policies and U.S. Financial Markets In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2018 | Valuation Ratios for Households and Businesses In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2018 | Economic Forecasts with the Yield Curve In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 13 |
2018 | Information in the Yield Curve about Future Recessions In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 6 |
2019 | Zero Lower Bound Risk according to Option Prices In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2020 | Market Assessment of COVID-19 In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2020 | Average-Inflation Targeting and the Effective Lower Bound In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2015 | Not so disconnected: exchange rates and the capital stock In: Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
2016 | Currency Manipulation In: Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
2016 | The Social Cost of Near-Rational Investment In: Working Paper Series. [Full Text][Citation analysis] | paper | 54 |
2011 | The Social Cost of Near-Rational Investment.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
2018 | What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices In: Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2018 | What to expect from the lower bound on interest rates: evidence from derivatives prices.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2019 | Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2019 | Monetary policy frameworks and the effective lower bound on interest rates.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2019 | Tying Down the Anchor: Monetary Policy Rules and the Lower Bound on Interest Rates In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2019 | Tying down the anchor: monetary policy rules and the lower bound on interest rates.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2010 | Fraud deterrence in dynamic Mirrleesian economies In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2005 | Option pricing with sparse grids In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 1 |
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