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Details about Elmar Mertens

E-mail:
Homepage:http://www.elmarmertens.com
Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Elmar Mertens.

Last updated 2021-04-07. Update your information in the RePEc Author Service.

Short-id: pme274


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Working Papers

2021

  1. Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, Federal Reserve Bank of Cleveland (2021) Downloads View citations (1)
  2. Measuring Uncertainty and Its Effects in the COVID-19 Era
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, Federal Reserve Bank of Cleveland (2020) Downloads

2020

  1. Indeterminacy and imperfect information
    Discussion Papers, Deutsche Bundesbank Downloads View citations (1)
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads
    Working Paper, Federal Reserve Bank of Richmond (2019) Downloads View citations (1)

2018

  1. A time series model of interest rates with the effective lower bound
    BIS Working Papers, Bank for International Settlements Downloads View citations (3)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016) Downloads View citations (11)
  2. Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015) Downloads View citations (4)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads

    See also Journal Article in Quantitative Economics (2020)

2017

  1. Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2017) Downloads View citations (3)
    Working Papers, Federal Reserve Bank of Cleveland (2017) Downloads View citations (4)
    Working Papers (Old Series), Federal Reserve Bank of Cleveland (2017) Downloads View citations (4)

    See also Journal Article in The Review of Economics and Statistics (2020)

2016

  1. The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (15)

2013

  1. Stock prices, news, and economic fluctuations: comment
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    See also Journal Article in American Economic Review (2014)
  2. Trend inflation in advanced economies
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    See also Journal Article in International Journal of Central Banking (2015)

2011

  1. Measuring the level and uncertainty of trend inflation
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (16)
    See also Journal Article in The Review of Economics and Statistics (2016)

2010

  1. Are spectral estimators useful for implementing long-run restrictions in SVARs?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2008) Downloads View citations (1)
  2. Discreet Commitments and Discretion of Policymakers with Private Information
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
  3. Managing beliefs about monetary policy under discretion
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2008) Downloads View citations (10)

    See also Journal Article in Journal of Money, Credit and Banking (2016)
  4. Structural shocks and the comovements between output and interest rates
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)

2006

  1. Predictability in Financial Markets: What Do Survey Expectations Tell Us?
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (1)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2006) Downloads View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (5)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2006) Downloads

    See also Journal Article in Journal of International Money and Finance (2009)

2005

  1. Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer
    Working Papers, Swiss National Bank, Study Center Gerzensee Downloads View citations (1)

Journal Articles

2020

  1. Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility
    Quantitative Economics, 2020, 11, (4), 1485-1520 Downloads
    See also Working Paper (2018)
  2. Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
    The Review of Economics and Statistics, 2020, 102, (1), 17-33 Downloads View citations (4)
    See also Working Paper (2017)

2016

  1. Managing Beliefs about Monetary Policy under Discretion
    Journal of Money, Credit and Banking, 2016, 48, (4), 661-698 Downloads View citations (3)
    See also Working Paper (2010)
  2. Measuring the Level and Uncertainty of Trend Inflation
    The Review of Economics and Statistics, 2016, 98, (5), 950-967 Downloads View citations (35)
    See also Working Paper (2011)

2015

  1. Trend Inflation in Advanced Economies
    International Journal of Central Banking, 2015, 11, (4), 65-136 Downloads View citations (17)
    See also Working Paper (2013)

2014

  1. Stock Prices, News, and Economic Fluctuations: Comment
    American Economic Review, 2014, 104, (4), 1439-45 Downloads View citations (17)
    See also Working Paper (2013)

2012

  1. Are spectral estimators useful for long-run restrictions in SVARs?
    Journal of Economic Dynamics and Control, 2012, 36, (12), 1831-1844 Downloads View citations (2)

2010

  1. Structural shocks and the comovements between output and interest rates
    Journal of Economic Dynamics and Control, 2010, 34, (6), 1171-1186 Downloads View citations (1)
    See also Working Paper (2010)

2009

  1. Predictability in financial markets: What do survey expectations tell us?
    Journal of International Money and Finance, 2009, 28, (3), 406-426 Downloads View citations (90)
    See also Working Paper (2006)
 
Page updated 2021-04-15