Thomas Michael Mertens : Citation Profile

Are you Thomas Michael Mertens?

Federal Reserve Bank of San Francisco

9

H index

8

i10 index

326

Citations

RESEARCH PRODUCTION:

12

Articles

18

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: 40.    Total self citations: 11 (3.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme415
   Updated: 2024-11-04    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Williams, John (9)

Afonso, Gara (2)

La Spada, Gabriele (2)

Bauer, Michael (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)

Daly, Mary (9)

Bianchi, Francesco (8)

Bauer, Michael (7)

Eo, Yunjong (7)

Rottner, Matthias (6)

Smets, Frank (6)

Himounet, Nicolas (6)

Cites to:

Williams, John (16)

Hassan, Tarek (11)

Nakata, Taisuke (9)

Kollmann, Robert (8)

Souleles, Nicholas (8)

Schmidt, Sebastian (8)

Smith, Gregor (7)

Epstein, Larry (6)

Shleifer, Andrei (6)

Agarwal, Sumit (6)

Verdelhan, Adrien (5)

Main data

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 Francisco9
Staff Reports / Federal Reserve Bank of New York5

Recent works citing Thomas Michael Mertens (2024 and 2023)

YearTitle of citing document
2023.

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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.

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2023Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media. (2023). Song, Wenting ; MacAulay, Alistair. In: Staff Working Papers. RePEc:bca:bocawp:23-23.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023Monetary policy and the drifting natural rate of interest. (2023). Daudignon, Sandra ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20232788.

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2023Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms. (2023). Makridis, Christos ; Schloetzer, Jason D. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200051x.

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2023A horse race of alternative monetary policy regimes under bounded rationality. (2023). Zhang, Yang ; Schlanger, Tudor ; Wagner, Joel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001148.

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2023How credible is average and symmetric inflation targeting in an episode of high inflation?. (2023). Herzog, Bodo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1750-1761.

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2023Flexible inflation targeting and stock market volatility: Evidence from emerging market economies. (2023). Boughrara, Adel ; Dridi, Ichrak. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002328.

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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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2023COVID?19 and oil price risk exposure. (2021). Zhong, Angel ; Chiah, Mardy ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316962.

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2023Do yield curve inversions predict recessions in the euro area?. (2023). Sahuc, Jean-Guillaume ; Sabes, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005931.

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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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2023What to target? Insights from a lab experiment. (2023). Salle, Isabelle L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:514-533.

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2023An investment-based explanation of currency excess returns. (2023). Smallwood, Aaron D ; Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000311.

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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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2023Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75.

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2023Average inflation targeting: Time inconsistency and ambiguous communication. (2023). Wu, Jing Cynthia ; Jia, Chengcheng. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:69-86.

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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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2023Forward-Looking Policy in a Real-Time World. (2023). Daly, Mary C. In: FRBSF Economic Letter. RePEc:fip:fedfel:95825.

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2023What the Moment Demands. (2023). Daly, Mary C. In: FRBSF Economic Letter. RePEc:fip:fedfel:97337.

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2023Forward-Looking Policy in a Real-Time World. (2023). Daly, Mary C. In: Speech. RePEc:fip:fedfsp:95746.

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2023What the Moment Demands. (2023). Daly, Mary C. In: Speech. RePEc:fip:fedfsp:97336.

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2023Perceptions about Monetary Policy. (2023). Pflueger, Carolin ; Bauer, Michael D ; Sunderam, Adi. In: Working Paper Series. RePEc:fip:fedfwp:97242.

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2023Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets. (2023). Rannenberg, Ansgar ; Lejeune, Thomas ; de Walque, Grégory. In: Working Paper Research. RePEc:nbb:reswpp:202302-433.

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2023Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5.

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2023The promises (and perils) of control-contingent forward guidance. (). Roulleau-Pasdeloup, Jordan ; Nie, HE. In: Review of Economic Dynamics. RePEc:red:issued:21-153.

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2023Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets. (2023). Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Gherghina, Stefan Cristian ; Armeanu, Daniel Stefan. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1433-1470.

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2023A tale of two recession-derivative indicators. (2023). Yang, Cheng ; Lahiri, Kajal. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02361-6.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Yang, Cheng ; Lahiri, Kajal. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00082-4.

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Works by Thomas Michael Mertens:

YearTitleTypeCited
2011Market Sentiment: A Tragedy of the Commons In: American Economic Review.
[Full Text][Citation analysis]		article9
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]		article35
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]		article4
2020Average-Inflation Targeting and the Effective Lower Bound In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2021Effects of Asset Valuations on U.S. Wealth Distribution In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
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]		paper17
2020A Risk-based Theory of Exchange Rate Stabilization In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2016The Social Cost of Near-Rational Investment In: Working Paper Series.
[Full Text][Citation analysis]		paper62
2011The Social Cost of Near-Rational Investment.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2020What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices In: Working Paper Series.
[Full Text][Citation analysis]		paper26
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: 26		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
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

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