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Thomas Michael Mertens

Personal Details

First Name:Thomas
Middle Name:Michael
Last Name:Mertens
Suffix:
RePEc Short-ID:pme415
[This author has chosen not to make the email address public]
https://sites.google.com/site/thomasmichaelmertens/
Terminal Degree:2009 Department of Economics; Harvard University (from RePEc Genealogy)

Affiliation

Economic Research
Federal Reserve Bank of San Francisco

San Francisco, California (United States)
http://www.frbsf.org/economics/
RePEc:edi:erfsfus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Brandyn Bok & Thomas M. Mertens & John C. Williams, 2022. "Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds," Working Paper Series 2022-06, Federal Reserve Bank of San Francisco.
  2. Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2020. "A Risk-based Theory of Exchange Rate Stabilization," Working Paper Series 2016-15, Federal Reserve Bank of San Francisco.
  3. Thomas M. Mertens & John C. Williams, 2020. "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices," Working Paper Series 2018-03, Federal Reserve Bank of San Francisco.
  4. Thomas M. Mertens & John C. Williams, 2019. "Monetary policy frameworks and the effective lower bound on interest rates," Staff Reports 877, Federal Reserve Bank of New York.
  5. Thomas M. Mertens & John C. Williams, 2019. "Tying Down the Anchor: Monetary Policy Rules and the Lower Bound on Interest Rates," Working Paper Series 2019-14, Federal Reserve Bank of San Francisco.
  6. Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2015. "Not so disconnected: exchange rates and the capital stock," Working Paper Series 2015-21, Federal Reserve Bank of San Francisco.
  7. Tarek A. Hassan & Thomas M. Mertens, 2011. "The Social Cost of Near-Rational Investment," NBER Working Papers 17027, National Bureau of Economic Research, Inc.
  8. Roc Armenter & Thomas M. Mertens, 2010. "Fraud deterrence in dynamic Mirrleesian economies," Working Papers 10-7, Federal Reserve Bank of Philadelphia.
  9. Thomas Mertens, 2005. "Option pricing with sparse grids," Computing in Economics and Finance 2005 449, Society for Computational Economics.

Articles

  1. Michael D. Bauer & Thomas M. Mertens, 2022. "Current Recession Risk According to the Yield Curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(11), pages 1-05, May.
  2. Thomas M. Mertens, 2022. "Recession Prediction on the Clock," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(36), pages 1-06, December.
  3. Renuka Diwan & Evgeniya A. Duzhak & Thomas M. Mertens, 2021. "Effects of Asset Valuations on U.S. Wealth Distribution," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(24), pages 01-06, August.
  4. Renuka Diwan & Sylvain Leduc & Thomas M. Mertens, 2020. "Average-Inflation Targeting and the Effective Lower Bound," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2020(22), pages 1-01, August.
  5. Simon H. Kwan & Thomas M. Mertens, 2020. "Market Assessment of COVID-19," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2020(14), pages 1-5, May.
  6. Michael D. Bauer & Thomas M. Mertens, 2019. "Zero Lower Bound Risk according to Option Prices," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  7. Thomas M. Mertens & Patrick Shultz & Michael Tubbs, 2018. "Valuation Ratios for Households and Businesses," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  8. Michael D. Bauer & Thomas M. Mertens, 2018. "Economic Forecasts with the Yield Curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  9. Michael D. Bauer & Thomas M. Mertens, 2018. "Information in the Yield Curve about Future Recessions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  10. Thomas M. Mertens & Patrick Shultz, 2017. "China's Exchange Rate Policies and U.S. Financial Markets," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  11. John G. Fernald & Thomas M. Mertens & Patrick Shultz, 2017. "Has the Dollar Become More Sensitive to Interest Rates?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  12. Tarek A. Hassan & Thomas M. Mertens, 2011. "Market Sentiment: A Tragedy of the Commons," American Economic Review, American Economic Association, vol. 101(3), pages 402-405, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (9) 2016-08-28 2018-02-19 2018-09-10 2019-01-14 2019-01-28 2019-05-13 2019-05-20 2022-05-09 2022-05-09. Author is listed
  2. NEP-MON: Monetary Economics (7) 2018-02-19 2018-09-10 2019-01-14 2019-01-28 2019-05-13 2019-05-20 2022-05-09. Author is listed
  3. NEP-CBA: Central Banking (5) 2018-09-10 2019-01-14 2019-05-13 2019-05-20 2022-05-09. Author is listed
  4. NEP-CTA: Contract Theory & Applications (2) 2010-04-11 2011-05-14
  5. NEP-BAN: Banking (1) 2022-05-09
  6. NEP-BEC: Business Economics (1) 2019-05-20
  7. NEP-DGE: Dynamic General Equilibrium (1) 2022-05-09
  8. NEP-IAS: Insurance Economics (1) 2010-04-11

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