Meet the Economists
Marcel A. Priebsch
Principal Economist
Monetary and Financial Market Analysis Section
Monetary Affairs
202-973-7496
[email protected]
[email protected]
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
- Priebsch, Marcel A. (2019). "A New Way to Visualize the Evolution of Monetary Policy Expectations," FEDS Notes 2019-09-20. Board of Governors of the Federal Reserve System (U.S.).
- Priebsch, Marcel A. (2017). "A Shadow Rate Model of Intermediate-Term Policy Rate Expectations," FEDS Notes 2017-10-04. Board of Governors of the Federal Reserve System (U.S.).
- Priebsch, Marcel A., and Kenneth J. Arrow (2014). "Bliss, Catastrophe, and Rational Policy," Environmental and Resource Economics, vol. 58, no. 4, pp. 491-509.
- Priebsch, Marcel A., Scott Joslin, and Kenneth J. Singleton (2014). "Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks," Journal of Finance, vol. 69, no. 3, pp. 1197-1233.
- Priebsch, Marcel A. (2013). "Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure Models," Finance and Economics Discussion Series 2013-63. Board of Governors of the Federal Reserve System (U.S.).
Last update:
June 30, 2022