Meet the Researchers
Marcel A. Priebsch
Principal Economist
Monetary and Financial Market Analysis Section
Monetary Affairs
202-973-7496
[email protected]
[email protected]
Education
- Ph.D., Economics (Minor: Business), Stanford University
- M.S., Statistics, Stanford University
- M.A., Economics, Stanford University
- B.A., Economics and Management, University of Oxford
Current Research Topics
- Shadow Rate Term Structure Models
- Macro Variables and the Term Structure
Principal Economist
Board of Governors of the Federal Reserve System
2017 - presentSenior Economist
Board of Governors of the Federal Reserve System
2015 - 2017Economist
Board of Governors of the Federal Reserve System
2011 - 2015
- Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow Rate Term Structure Models
Marcel A. Priebsch
Quarterly Journal of Finance (Forthcoming)
https://doi.org/10.1142/S2010139223500131
See also » FRB Working Paper (2013) - Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?
Don H. Kim and Marcel A. Priebsch
Finance and Economics Discussion Series (2020)
https://doi.org/10.17016/FEDS.2020.061 - A New Way to Visualize the Evolution of Monetary Policy Expectations
Marcel A. Priebsch
FEDS Notes (2019)
https://doi.org/10.17016/2380-7172.2444 - A Shadow Rate Model of Intermediate-Term Policy Rate Expectations
Marcel A. Priebsch
FEDS Notes (2017)
https://doi.org/10.17016/2380-7172.2056 - Bliss, Catastrophe, and Rational Policy
Marcel A. Priebsch and Kenneth J. Arrow
Environmental & Resource Economics (2014)
https://doi.org/10.1007/s10640-014-9788-6 - Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
Marcel A. Priebsch, Scott Joslin, and Kenneth J. Singleton
Journal of Finance (2014)
https://doi.org/10.1111/jofi.12131 - Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure Models
Marcel A. Priebsch
Finance and Economics Discussion Series (2013)
https://doi.org/10.17016/FEDS.2013.63
Last Update:
August 2, 2024