Thomas Michael Mertens

Names

Identifer

Contact

Affiliations

• Federal Reserve Bank of San Francisco / Economic Research
  • EDIRC entry
  • location:

Research profile

author of:

• Market Sentiment: A Tragedy of the Commons
  American Economic Review, American Economic Association (2011)
  by Tarek A. Hassan & Thomas M. Mertens
  (ReDIF-article, aea:aecrev:v:101:y:2011:i:3:p:402-05)
• Has the Dollar Become More Sensitive to Interest Rates?
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2017)
  by John G. Fernald & Thomas M. Mertens & Patrick Shultz
  (ReDIF-article, fip:fedfel:00133)
• China's Exchange Rate Policies and U.S. Financial Markets
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2017)
  by Thomas M. Mertens & Patrick Shultz
  (ReDIF-article, fip:fedfel:00143)
• Valuation Ratios for Households and Businesses
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2018)
  by Thomas M. Mertens & Patrick Shultz & Michael Tubbs
  (ReDIF-article, fip:fedfel:00152)
• Economic Forecasts with the Yield Curve
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2018)
  by Michael D. Bauer & Thomas M. Mertens
  (ReDIF-article, fip:fedfel:00158)
• Information in the Yield Curve about Future Recessions
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2018)
  by Michael D. Bauer & Thomas M. Mertens
  (ReDIF-article, fip:fedfel:00171)
• Zero Lower Bound Risk according to Option Prices
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2019)
  by Michael D. Bauer & Thomas M. Mertens
  (ReDIF-article, fip:fedfel:00204)
• Market Assessment of COVID-19
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2020)
  by Simon H. Kwan & Thomas M. Mertens
  (ReDIF-article, fip:fedfel:88087)
• Average-Inflation Targeting and the Effective Lower Bound
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2020)
  by Renuka Diwan & Sylvain Leduc & Thomas M. Mertens
  (ReDIF-article, fip:fedfel:88539)
• Effects of Asset Valuations on U.S. Wealth Distribution
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2021)
  by Renuka Diwan & Evgeniya A. Duzhak & Thomas M. Mertens
  (ReDIF-article, fip:fedfel:93009)
• Current Recession Risk According to the Yield Curve
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2022)
  by Michael D. Bauer & Thomas M. Mertens
  (ReDIF-article, fip:fedfel:94217)
• Recession Prediction on the Clock
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2022)
  by Thomas M. Mertens
  (ReDIF-article, fip:fedfel:95426)
• Not so disconnected: exchange rates and the capital stock
  Working Paper Series, Federal Reserve Bank of San Francisco (2015)
  by Tarek A. Hassan & Thomas M. Mertens & Tony Zhang
  (ReDIF-paper, fip:fedfwp:2015-21)
• A Risk-based Theory of Exchange Rate Stabilization
  Working Paper Series, Federal Reserve Bank of San Francisco (2020)
  by Tarek A. Hassan & Thomas M. Mertens & Tony Zhang
  (ReDIF-paper, fip:fedfwp:2016-15)
• The Social Cost of Near-Rational Investment
  Working Paper Series, Federal Reserve Bank of San Francisco (2016)
  by Tarek A. Hassan & Thomas M. Mertens
  (ReDIF-paper, fip:fedfwp:2016-16)
• What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices
  Working Paper Series, Federal Reserve Bank of San Francisco (2020)
  by Thomas M. Mertens & John C. Williams
  (ReDIF-paper, fip:fedfwp:2018-03)
• Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates
  Working Paper Series, Federal Reserve Bank of San Francisco (2019)
  by Thomas M. Mertens & John C. Williams
  (ReDIF-paper, fip:fedfwp:2019-01)
• Tying Down the Anchor: Monetary Policy Rules and the Lower Bound on Interest Rates
  Working Paper Series, Federal Reserve Bank of San Francisco (2019)
  by Thomas M. Mertens & John C. Williams
  (ReDIF-paper, fip:fedfwp:2019-14)
• Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds
  Working Paper Series, Federal Reserve Bank of San Francisco (2022)
  by Brandyn Bok & Thomas M. Mertens & John C. Williams
  (ReDIF-paper, fip:fedfwp:94005)
• The Optimal Supply of Central Bank Reserves under Uncertainty
  Working Paper Series, Federal Reserve Bank of San Francisco (2023)
  by Gara Afonso & Gabriele La Spada & Thomas M. Mertens & John C. Williams
  (ReDIF-paper, fip:fedfwp:97340)
• A Financial New Keynesian Model
  Working Paper Series, Federal Reserve Bank of San Francisco (2023)
  by Thomas M. Mertens & Tony Zhang
  (ReDIF-paper, fip:fedfwp:97341)
• A Currency Premium Puzzle
  Working Paper Series, Federal Reserve Bank of San Francisco (2024)
  by Tarek A. Hassan & Thomas M. Mertens & Jingye Wang
  (ReDIF-paper, fip:fedfwp:99017)
• Evaluating Forecast Performance of Market-based Measures of Inflation Expectations in Europe
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2024)
  by Shaily Acharya & Nira Harikrishnan & Thomas M. Mertens & Tony Zhang
  (ReDIF-paper, fip:fedgfn:2024-07-19-4)
• What to expect from the lower bound on interest rates: evidence from derivatives prices
  Staff Reports, Federal Reserve Bank of New York (2018)
  by Thomas M. Mertens & John C. Williams
  (ReDIF-paper, fip:fednsr:865)
• Monetary policy frameworks and the effective lower bound on interest rates
  Staff Reports, Federal Reserve Bank of New York (2019)
  by Thomas M. Mertens & John C. Williams
  (ReDIF-paper, fip:fednsr:877)
• Tying down the anchor: monetary policy rules and the lower bound on interest rates
  Staff Reports, Federal Reserve Bank of New York (2019)
  by Thomas M. Mertens & John C. Williams
  (ReDIF-paper, fip:fednsr:887)
• Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds
  Staff Reports, Federal Reserve Bank of New York (2022)
  by Brandyn Bok & Thomas M. Mertens & John C. Williams
  (ReDIF-paper, fip:fednsr:94006)
• The Optimal Supply of Central Bank Reserves under Uncertainty
  Staff Reports, Federal Reserve Bank of New York (2023)
  by Gara Afonso & Gabriele La Spada & Thomas M. Mertens & John C. Williams
  (ReDIF-paper, fip:fednsr:97290)
• Fraud deterrence in dynamic Mirrleesian economies
  Working Papers, Federal Reserve Bank of Philadelphia (2010)
  by Roc Armenter & Thomas M. Mertens
  (ReDIF-paper, fip:fedpwp:10-7)
• The Social Cost of Near-Rational Investment
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Tarek A. Hassan & Thomas M. Mertens
  (ReDIF-paper, nbr:nberwo:17027)
• Option pricing with sparse grids
  Computing in Economics and Finance 2005, Society for Computational Economics (2005)
  by Thomas Mertens
  (ReDIF-paper, sce:scecf5:449)