Contact Information
202-452-3044
eric.c.engstrom@frb.gov

Fields of Interest
Asset Pricing
Econometrics and Statistics
Macroeconomics

Education
Ph.D., Financial Economics, Columbia University, 2005
M.Phil., Financial Economic, Columbia University, 2003
B.A., Physics and Economics, Swarthmore College, 1996

Professional Experience
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

Selected Publications

• ''Risk, Uncertainty and Asset Prices'' (with Geert Beakert and Yuhang Xing), Journal of Financial Economics, vol. 91 (January 2009), pp. 59-82.
• ''Inflation and the Stock Market: Understading the "Fed Model"'' (with Geert Bekaert), NBER working paper (2009).
• ''Asset Return Dynamics under Bad Environment-Good Environment Fundamentals'' (with Geert Bekaert), NBER working paper, vol. 15222 (2009).
• ''Stock and Bond Returns with Moody Investors'' (with Geert Bekaert and Steven R. Grenadier), NBER working paper, vol. 15222 (January 2006).
• ''Stock and Bond Pricing in an Affine Economy,'' NBER working paper, vol. 7346 (1999).