TheEconomists
202-452-3044
eric.c.engstrom@frb.gov
eric.c.engstrom@frb.gov
Education
- Ph.D., Financial Economics, Columbia University, 2005
- M.Phil., Financial Economic, Columbia University, 2003
- B.A., Physics and Economics, Swarthmore College, 1996
Current Research Topics
- Stock-Bond Comovement
- Corporate Profits and Entrepreneurship
Fields of Interest
Professional Experience
Economist
Board of Governors of the Federal Reserve System
- 2005 - present
Visiting Assistant Professor
University of Michigan Ross School of Business
- 2003 - 2004
Research Assistant
Board of Governors of the Federal Reserve System
- 1996 - 1997
Publications
- Bekaert, G., Steve Grenadier, and Eric Engstrom (forthcoming). "Stock and Bond Pricing with Moody Investors," Journal of empirical finance.
- Bekaert, G., and Eric Engstrom (2010). "Inflation and the Stock Market: Understanding the 'Fed Model'," Journal of Monetary Economics, vol. 57, no. 3, pp. 278-294.
- Bekaert, Geert, and Eric Engstrom (2009). "Asset Return Dynamics Under Bad Environment Good Environment Fundamentals," NBER Working Papers 15222. National Bureau of Economic Research, Inc.
- Bekaert, Geert, and Eric Engstrom (2009). "Inflation and the Stock Market: Understanding the Fed Model," NBER Working Papers 15024. National Bureau of Economic Research, Inc.
- Bekaert, Geert, Eric Engstrom, and Yuhang Xing (2009). "Risk, Uncertainty, and Asset Prices," Journal of Financial Economics, vol. 91, no. 1, pp. 59-82.
- Bekaert, Geert, Eric Engstrom, and Steve Grenadier (2006). "Stock and Bond Returns with Moody Investors," CEPR Discussion Papers 5951. Centre for Economic Policy Research.
- Bekaert, Geert, Eric Engstrom, and Steven R. Grenadier (2006). "Stock and Bond Returns with Moody Investors," NBER Working Papers 12247. National Bureau of Economic Research, Inc.
- Bekaert, Geert, Eric Engstrom, and Yuhang Xing (2006). "Risk, Uncertainty and Asset Prices," CEPR Discussion Papers 5947. Centre for Economic Policy Research.
- Bekaert, Geert, Eric Engstrom, and Yuhang Xing (2006). "Risk, Uncertainty and Asset Prices," NBER Working Papers 12248. National Bureau of Economic Research, Inc.
- Bekaert, Geert, Eric Engstrom, and Yuhang Xing (2005). "Risk, Uncertainty, and Asset Prices," Finance and Economics Discussion Series 2005-40. Board of Governors of the Federal Reserve System (U.S.).
- Bekaert, Geert, Eric Engstrom, and Steve Grenadier (2004). "Stock and Bond Returns with Moody Investors," CEPR Discussion Papers 4501. Centre for Economic Policy Research.
Other Activities
Last update:
March 13, 2013
