Access Statistics for Elmar Mertens

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Time Series Model of Interest Rates With the Effective Lower Bound 0 0 0 104 0 3 6 148
A time series model of interest rates with the effective lower bound 0 0 0 66 4 14 16 182
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 117 4 9 21 248
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 4 7 11 97
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 1 4 45 7 12 27 117
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? 0 0 0 39 3 7 9 115
Are spectral estimators useful for implementing long-run restrictions in SVARs? 0 0 0 32 0 1 1 48
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 7 4 5 7 10
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 23 0 3 6 26
Constructing fan charts from the ragged edge of SPF forecasts 0 0 1 2 2 2 5 8
Constructing fan charts from the ragged edge of SPF forecasts 0 0 1 9 1 1 6 8
Discreet Commitments and Discretion of Policymakers with Private Information 0 0 0 6 0 0 2 91
Forecasting with Shadow-Rate VARs 0 0 0 48 4 8 11 98
Indeterminacy and Imperfect Information 0 0 0 64 0 1 2 103
Indeterminacy and Imperfect Information 0 0 1 38 2 4 8 56
Indeterminacy and imperfect information 0 0 0 34 0 2 3 43
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 2 6 7 59
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 1 2 9 128
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 3 7 9 83
Managing Beliefs about Monetary Policy under Discretion? 0 0 0 43 4 8 9 192
Managing beliefs about monetary policy under discretion 0 1 1 56 3 6 7 156
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 2 10 133
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 1 12 2 3 3 34
Measuring the level and uncertainty of trend inflation 0 0 2 122 2 3 6 234
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 2 5 98
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 104 0 1 3 85
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 2 3 4 46
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 1 5 10 56
Online Appendix to "Indeterminacy and Imperfect Information" 0 0 0 4 1 5 5 11
Precision-based sampling for state space models that have no measurement error 0 0 1 20 2 2 4 27
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 1 1 1 68 3 4 9 266
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 1 1 3 148 4 5 9 444
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 0 3 6 7 34
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 1 1 1 120 2 6 7 449
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer 0 0 0 39 1 2 7 308
Shadow-rate VARs 0 0 6 36 2 6 23 80
Stock prices, news, and economic fluctuations: comment 0 0 2 57 1 3 10 135
Structural shocks and the comovements between output and interest rates 0 0 0 55 0 4 7 136
The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound 0 1 2 213 1 5 20 508
Trend inflation in advanced economies 0 0 0 65 2 3 5 140
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 2 4 6 8
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 4 6 9 20
Total Working Papers 3 7 35 2,328 84 188 351 5,268

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Time‐Series Model of Interest Rates with the Effective Lower Bound 2 3 6 32 4 9 24 109
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 5 11 13 3 19 55 87
Are spectral estimators useful for long-run restrictions in SVARs? 0 0 0 13 1 6 9 84
Forecasting with shadow rate VARs 0 0 0 0 8 16 22 22
Indeterminacy and Imperfect Information 0 1 1 14 2 9 16 76
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 1 2 8 2 3 5 46
Managing Beliefs about Monetary Policy under Discretion 0 0 0 13 3 5 7 75
Measuring the Level and Uncertainty of Trend Inflation 0 0 7 78 1 7 25 260
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 3 45 1 3 8 170
Precision-based sampling for state space models that have no measurement error 0 0 0 2 1 5 10 18
Predictability in financial markets: What do survey expectations tell us? 1 1 2 269 2 6 17 897
Stock Prices, News, and Economic Fluctuations: Comment 0 0 5 63 2 5 13 329
Structural shocks and the comovements between output and interest rates 0 0 0 29 0 1 3 129
Trend Inflation in Advanced Economies 0 0 0 59 1 2 4 225
Total Journal Articles 4 11 37 638 31 96 218 2,527

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Survey expectations and forecast uncertainty 1 5 13 14 2 11 25 29
Total Chapters 1 5 13 14 2 11 25 29

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Indeterminacy and Imperfect Information" 0 0 2 31 1 5 12 94
Total Software Items 0 0 2 31 1 5 12 94

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Statistics updated 2026-01-09