Thomas Michael Mertens : Citation Profile

Federal Reserve Bank of San Francisco

9

H index

9

i10 index

383

Citations

RESEARCH PRODUCTION:

15

Articles

21

Papers

RESEARCH ACTIVITY:

   21 years (2005 - 2026). See details.
   Cites by year: 18
   Journals where Thomas Michael Mertens has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 12 (3.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme415
   Updated: 2026-08-29    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Williams, John (6)

Afonso, Gara (2)

La Spada, Gabriele (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 (11)

Melosi, Leonardo (10)

Bianchi, Francesco (8)

Williams, John (7)

Eo, Yunjong (7)

Bauer, Michael (7)

Singh, Sanjay (6)

Cites to:

Williams, John (17)

Hassan, Tarek (12)

Nakata, Taisuke (9)

Kehoe, Patrick (8)

Kollmann, Robert (8)

Schmidt, Sebastian (8)

Souleles, Nicholas (8)

Smith, Gregor (7)

Epstein, Larry (7)

Rey, Helene (6)

Shleifer, Andrei (6)

Main data

Where Thomas Michael Mertens has published?

Journals with more than one article published# docs
FRBSF Economic Letter14

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco11
Staff Reports / Federal Reserve Bank of New York5

Recent works citing Thomas Michael Mertens (2026 and 2025)

YearTitle of citing document
2026Emocjonalne i zewnętrzne uwarunkowania czterech i pół kryzysu ekonomicznego XXI wieku. (2026). Druchin, Sergiej ; Komiski, Andrzej Krzysztof ; Noga, Adam. In: Ekonomista. RePEc:aoq:ekonom:y:2026:i:1:p:83-101.

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2024A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2024). Larr, Omar ; Su, Fernando ; Ram, Domingo ; Cifuentes, Arturo. 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. (2024). Chu, Qionghua. In: Papers. RePEc:arx:papers:2311.06718.

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2025Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier. (2025). Michaillat, Pascal. In: Papers. RePEc:arx:papers:2506.09664.

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2024What does an inversion of the yield curve tell us?. (2024). Lhuissier, Stéphane ; Bussiere, Matthieu. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2024:250:03.

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2026Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Redux. (2026). Singh, Sanjay ; Marin, Emile A ; Kozliakov, Gleb. In: Working Papers. RePEc:cda:wpaper:377.

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2025Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring. (2025). Wolters, Maik ; Hecker, Dominik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12280.

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2025The central bank’s balance sheet and treasury market disruptions. (2025). Petersen, Damon ; Vandeweyer, Quentin ; D'Avernas, Adrien. In: Working Paper Series. RePEc:ecb:ecbwps:20253066.

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2025What can newspaper articles reveal about the euro area economy?. (2025). Saiz, Lorena ; Magro, Manuel Medina. In: Working Paper Series. RePEc:ecb:ecbwps:20253122.

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2025The international spillovers of US monetary policy uncertainty: Is it a dilemma or trilemma for monetary policy?. (2025). Luo, Jingru ; Liu, Jingting ; Alba, Joseph D ; Wang, Peiming. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001178.

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2024Low interest rates and the predictive content of the yield curve. (2024). Bordo, Michael D ; Haubrich, Joseph G. 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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2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

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2025Anchored inflation expectations and the slope of the Phillips curve. (2025). Jrgensen, Peter Lihn ; Lansing, Kevin J. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001230.

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2026On robustness of average inflation targeting. (2026). McClung, Nigel ; Honkapohja, Seppo. In: European Economic Review. RePEc:eee:eecrev:v:183:y:2026:i:c:s0014292125002673.

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2026The U.S. shale energy sector navigating domestic policies in a fragmenting global economy. (2026). Razek, Noha ; Galvani, Valentina. In: Energy Policy. RePEc:eee:enepol:v:210:y:2026:i:c:s0301421526000108.

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2024Near-term forward rate spread and commodity index relationship with real economic activity in Brazil. (2024). Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus ; Schlomer, Johnny Barrelli. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005130.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Monge, Manuel ; Claudio-Quiroga, Gloria ; Poza, Carlos. 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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2025Macroeconomic drivers and the pricing of uncertainty, inflation, and bonds. (2025). Williams, John ; Bok, Brandyn ; Mertens, Thomas M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001382.

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2026Time-varying effects of monetary policy shocks in five asian countries. (2026). Kim, Soyoung ; Lee, Yeil ; Hur, Joonyoung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625002360.

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2025A tale of the two recessions 2008 and 2020: What do the Taylor rule, the Phillips curve and Okuns law tell?. (2025). Seip, Knut L ; Zhang, Dan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:3:p:681-701.

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2025An options-based impact study of the negative interest rate policy and forward guidance. (2025). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Carboni, Giacomo ; Motto, Roberto ; Saint-Guilhem, Arthur. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000479.

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2024Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197.

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2025Examining the impact of natural gas price volatility on Euro zone inflation expectations. (2025). Chibane, Messaoud ; Kuhanathan, Ano. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s1062976925001036.

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

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2026Inflation heterogeneity and diffusion dynamics in the euro area: A new normal?. (2026). Herzog, Bodo. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:79:y:2026:i:c:p:578-594.

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2025Dynamic Central Bank Communication. (2025). Daly, Mary. In: FRBSF Economic Letter. RePEc:fip:fedfel:101184.

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2025Tracking Labor Market Stress. (2025). Singh, Sanjay ; Jorda, Oscar ; Garimella, Rohit. In: FRBSF Economic Letter. RePEc:fip:fedfel:101429.

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2025A New Labor Market Stress Indicator. (2025). Singh, Sanjay ; Jorda, Oscar ; Garimella, Rohit. In: Working Paper Series. RePEc:fip:fedfwp:102306.

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2026A Tale of Demand and Supply for Central Bank Reserves. (2026). Senyuz, Zeynep ; Infante, Sebastian ; Anbil, Sriya. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:103338.

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2025Monetary Policy Strategy and the Anchoring of Long-Run Inflation Expectations. (2025). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-27.

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2025Implications of Inflation Dynamics for Monetary Policy Strategies. (2025). Lepetit, Antoine ; Jones, Callum ; Chung, Hess ; Martin, Fernando M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-72.

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2025The Dynamics of Long-Run Inflation Expectations: A Market-Based Perspective. (2025). Kozlowski, Julian ; Cole, Anna ; Martorana, Joseph. In: Review. RePEc:fip:fedlrv:101761.

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2025The Dynamics of Long-Run Inflation Expectations: A Market-Based Perspective. (2025). Kozlowski, Julian ; Cole, Anna ; Martorana, Joseph. In: Working Papers. RePEc:fip:fedlwp:101179.

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2025Fiscal and Monetary Policy Interactions in a Low Interest Rate World. (2025). Lombardi, Marco ; Hofmann, Boris ; Orphanides, Athanasios ; Mojon, Benoit. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:3:a:2.

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2026Volatility (Dis)Connect in International Markets. (2026). Croce, M M ; Colacito, R ; Shaliastovich, I ; Liu, Y. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:6:p:4697-4714.

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2026Are there Long-term consequences to China’s Deflationary Bout? The case of ASEAN. (2026). Pamittan, Carlos ; Eloriaga, Justin ; Subido, Annika ; san Juan, Vince. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:23:y:2026:i:3:d:10.1007_s10368-026-00766-z.

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2025Monetary Policy Strategies in Advanced and Emerging Economies. (2025). Serletis, Apostolos ; Chen, YU. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:1:d:10.1007_s11079-024-09751-y.

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2025Corporate Debt Structure with Home and International Currency Bias. (2025). Maggiori, Matteo ; Schreger, Jesse ; Neiman, Brent. In: IMF Economic Review. RePEc:pal:imfecr:v:73:y:2025:i:2:d:10.1057_s41308-024-00254-x.

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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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2025Economic downturn and the yield curve: Evidence from Canada and the US. (2025). Xu, Libo. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:2:d:10.1007_s12197-025-09716-y.

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2024Hedging pressure and oil volatility: Insurance versus liquidity demands. (2024). Wang, Jianxin ; Nikitopoulos, Christina Sklibosios ; Thomas, Alice Carole. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:252-280.

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2025Do Foreign Yield Curves Predict U.S. Recessions and GDP Growth?. (2025). Ahmed, Rashad ; Chinn, Menzie D. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:8:p:2075-2098.

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2025The fate of FAIT: Salvaging the Feds framework. (2025). Horan, Patrick J ; Beckworth, David. In: Southern Economic Journal. RePEc:wly:soecon:v:91:y:2025:i:4:p:1391-1403.

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2025Nonlinear estimation of a New Keynesian model with endogenous inflation de-anchoring. (2025). Wolters, Maik H ; Hecker, Dominik. In: IMFS Working Paper Series. RePEc:zbw:imfswp:333406.

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2026Learning and subjective beliefs about good and bad inflation ranges. (2026). Shaliastovich, Ivan ; Seo, Sang Byung ; Ghaderi, Mohammad. In: SAFE Working Paper Series. RePEc:zbw:safewp:340186.

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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]		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]		article43
2018Information in the Yield Curve about Future Recessions In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article31
2019Zero Lower Bound Risk according to Option Prices In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2025The Zero Lower Bound Remains a Medium-Term Risk In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2025The Zero Lower Bound Remains a Medium‑Term Risk.(2025) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2025Market Reactions to Tariff Announcements In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2026Financial Markets, Oil Prices, and Supply-Side Risks In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2020Market Assessment of COVID-19 In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article6
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]		article3
2022Recession Prediction on the Clock In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2026Reaching for Duration In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2015Not so disconnected: exchange rates and the capital stock In: Working Paper Series.
[Full Text][Citation analysis]		paper21
2020A Risk-based Theory of Exchange Rate Stabilization In: Working Paper Series.
[Full Text][Citation analysis]		paper22
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]		paper35
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: 35		paper
2019Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates In: Working Paper Series.
[Full Text][Citation analysis]		paper84
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: 84		paper
2019Tying Down the Anchor: Monetary Policy Rules and the Lower Bound on Interest Rates In: Working Paper Series.
[Full Text][Citation analysis]		paper45
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: 45		paper
2025Macroeconomic 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]		paper2
2023The Optimal Supply of Central Bank Reserves under Uncertainty.(2023) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2025A New Keynesian Model for Financial Markets In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024A Currency Premium Puzzle In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2024Evaluating Forecast Performance of Market-based Measures of Inflation Expectations in Europe In: FEDS Notes.
[Full Text][Citation analysis]		paper1
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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