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Thomas M. Mertens

Federal Reserve Bank of San Francisco

Senior Economist

101 Market Street

San Francisco, CA 94105

United States

  • Federal Reserve Bank of San Francisco

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 13,807

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Top 13,807

in Total Papers Downloads

3,054

CITATIONS
Rank 20,811

SSRN RANKINGS

Top 20,811

in Total Papers Citations

14

Scholarly Papers (8)

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1.

Solving an Incomplete Markets Model with a Large Cross-Section of Agents

Downloads 645 ( 35,173)

Solving an Incomplete Markets Model with a Large Cross-Section of Agents

Number of pages: 41 Posted: 08 Jun 2011 Last Revised: 18 Dec 2017
Thomas M. Mertens and Kenneth L. Judd
Federal Reserve Bank of San Francisco and Stanford University - The Hoover Institution on War, Revolution and Peace
Downloads 615 (36,842)

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Incomplete Markets, Heterogeneity, Perturbation Methods

Equilibrium Existence and Approximation for Incomplete Market Models with Substantial Heterogeneity

NYU Working Paper No. 2451/31656
Number of pages: 41 Posted: 24 Apr 2013
Thomas M. Mertens and Kenneth L. Judd
Federal Reserve Bank of San Francisco and Stanford University - The Hoover Institution on War, Revolution and Peace
Downloads 30 (433,275)

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Uninsurable risk, portfolio choice, perturbation methods

2.

Market Sentiment: A Tragedy of the Commons

Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-07
Number of pages: 6 Posted: 19 Dec 2010 Last Revised: 29 Jul 2011
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and Federal Reserve Bank of San Francisco
Downloads 636 (27,348)
Citation 2

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Noisy Rational Expectations, Sentiment, Dispersed Information

3.

The Social Cost of Near-Rational Investment

Downloads 525 ( 45,952)
Citation 7

The Social Cost of Near-Rational Investment

AFA 2012 Chicago Meetings Paper
Number of pages: 83 Posted: 18 Mar 2008 Last Revised: 31 Jul 2016
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and Federal Reserve Bank of San Francisco
Downloads 505 (47,672)
Citation 7

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Near-rationality, investment, capital accumulation

The Social Cost of Near-Rational Investment

NBER Working Paper No. w17027
Number of pages: 84 Posted: 09 May 2011
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and Federal Reserve Bank of San Francisco
Downloads 20 (488,501)
Citation 7

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The Social Cost of Near-Rational Investment

CEPR Discussion Paper No. DP10007
Number of pages: 73 Posted: 25 Sep 2014
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and Federal Reserve Bank of San Francisco
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Citation 7
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dispersed information, information aggregation, information externality, stock market dysfunctionality

4.

Volatile Stock Markets: Equilibrium Computation and Policy Analysis

Number of pages: 52 Posted: 18 Mar 2009 Last Revised: 22 Nov 2011
Thomas M. Mertens
Federal Reserve Bank of San Francisco
Downloads 389 (56,828)
Citation 4

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5.

Information Aggregation in a DSGE Model

Downloads 209 (130,045)

Information Aggregation in a DSGE Model

Fama-Miller Working Paper
Number of pages: 46 Posted: 22 Mar 2014 Last Revised: 26 Jun 2016
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and Federal Reserve Bank of San Francisco
Downloads 206 (131,535)

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Noisy Rational Expectations, Dispersed Information, Business Cycles, Asset Prices, Investment, Portfolio Choice

Information Aggregation in a DSGE Model

NBER Working Paper No. w20193
Number of pages: 47 Posted: 11 Jun 2014
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and Federal Reserve Bank of San Francisco
Downloads 3 (587,839)

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Information Aggregation in a DSGE Model

CEPR Discussion Paper No. DP10020
Number of pages: 49 Posted: 25 Sep 2014
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and Federal Reserve Bank of San Francisco
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Asset Prices, Business Cycles, Dispersed Information, Investment, Noisy Rational Expectations, Portfolio Choice

6.

Not So Disconnected: Exchange Rates and the Capital Stock

Downloads 177 (151,652)

Not So Disconnected: Exchange Rates and the Capital Stock

Sloan Foundation Economics Research Paper Forthcoming, Fama-Miller Working Paper
Number of pages: 55 Posted: 30 May 2015 Last Revised: 02 Mar 2018
Tarek A. Hassan, Thomas M. Mertens and Tony Zhang
University of Chicago - Booth School of Business, Federal Reserve Bank of San Francisco and University of Chicago - Booth School of Business
Downloads 169 (158,154)

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exchange rate disconnect, capital accumulation, international capital flows, uncovered interest parity

Not so Disconnected: Exchange Rates and the Capital Stock

NBER Working Paper No. w21445
Number of pages: 56 Posted: 18 Aug 2015
Tarek A. Hassan, Thomas M. Mertens and Tony Zhang
University of Chicago - Booth School of Business, Federal Reserve Bank of San Francisco and University of Chicago - Booth School of Business
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7.

Currency Manipulation

Downloads 152 (173,150)

Currency Manipulation

Number of pages: 70 Posted: 07 Aug 2016 Last Revised: 20 Jan 2017
Tarek A. Hassan, Thomas M. Mertens and Tony Zhang
University of Chicago - Booth School of Business, Federal Reserve Bank of San Francisco and University of Chicago - Booth School of Business
Downloads 143 (182,531)

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fixed exchange rate, managed float, exchange rate stabilization, uncovered interest parity, currency returns

Currency Manipulation

NBER Working Paper No. w22790
Number of pages: 71 Posted: 31 Oct 2016 Last Revised: 16 Nov 2016
Tarek A. Hassan, Thomas M. Mertens and Tony Zhang
University of Chicago - Booth School of Business, Federal Reserve Bank of San Francisco and University of Chicago - Booth School of Business
Downloads 9 (553,620)

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Currency Manipulation

CEPR Discussion Paper No. DP11581
Number of pages: 65 Posted: 01 Nov 2016
Tarek A. Hassan, Thomas M. Mertens and Tony Zhang
University of Chicago - Booth School of Business, Federal Reserve Bank of San Francisco and University of Chicago - Booth School of Business
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currency returns, exchange rate stabilization, fixed exchange rate, managed float, uncovered interest parity

8.

Fraud Deterrence in Dynamic Mirrleesian Economies

FRB of Philadelphia Working Paper No. 10-7
Number of pages: 46 Posted: 12 Mar 2010 Last Revised: 17 Feb 2011
Roc Armenter and Thomas M. Mertens
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of San Francisco
Downloads 116 (199,074)
Citation 1

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