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Marcel A. Priebsch

Current Research Topics
  • Macro Variables and the Term Structure
  • Term Structure Models with Zero Lower Bound
  • Economist

    Board of Governors of the Federal Reserve System

    2011 - present
  • 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: May 19, 2017