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 0 2 143
A time series model of interest rates with the effective lower bound 0 0 2 66 0 0 8 168
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 2 117 0 5 17 237
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 37 0 1 7 88
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 1 6 44 1 5 21 101
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? 0 0 0 39 0 1 2 107
Are spectral estimators useful for implementing long-run restrictions in SVARs? 0 0 0 32 0 0 0 47
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 22 1 1 5 21
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 6 6 0 0 3 3
Constructing fan charts from the ragged edge of SPF forecasts 0 0 2 2 0 0 4 4
Constructing fan charts from the ragged edge of SPF forecasts 0 0 9 9 0 0 7 7
Discreet Commitments and Discretion of Policymakers with Private Information 0 0 0 6 0 0 7 91
Forecasting with Shadow-Rate VARs 0 0 0 48 0 0 3 90
Indeterminacy and Imperfect Information 0 0 1 38 0 0 3 51
Indeterminacy and Imperfect Information 0 0 0 64 0 0 1 102
Indeterminacy and imperfect information 0 0 0 34 0 0 1 41
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 0 4 7 126
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 0 54 0 1 1 53
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 1 1 1 75
Managing Beliefs about Monetary Policy under Discretion? 0 0 0 43 0 0 2 184
Managing beliefs about monetary policy under discretion 0 0 0 55 0 0 0 149
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 11 0 0 2 31
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 57 0 3 6 126
Measuring the level and uncertainty of trend inflation 1 1 2 122 1 1 2 230
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 1 1 1 31 1 1 1 43
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 0 0 93
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 1 1 89 0 2 3 49
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 104 0 0 1 83
Online Appendix to "Indeterminacy and Imperfect Information" 0 0 0 4 0 0 0 6
Precision-based sampling for state space models that have no measurement error 0 1 2 20 0 1 4 25
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 0 0 0 2 28
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 145 0 0 3 436
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 67 0 0 4 261
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 119 0 0 2 443
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer 0 0 0 39 1 1 3 304
Shadow-rate VARs 1 4 11 35 3 9 29 73
Stock prices, news, and economic fluctuations: comment 1 1 1 56 1 2 3 128
Structural shocks and the comovements between output and interest rates 0 0 0 55 0 0 1 130
The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound 0 0 3 211 0 4 19 497
Trend inflation in advanced economies 0 0 0 65 0 0 2 137
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 1 2 3 4
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 0 8 14
Total Working Papers 4 11 55 2,313 11 45 200 5,029


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 1 2 4 29 2 7 21 98
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 4 4 2 10 54 54
Are spectral estimators useful for long-run restrictions in SVARs? 0 0 0 13 0 0 2 75
Indeterminacy and Imperfect Information 0 0 1 13 0 0 3 61
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 1 1 1 7 1 1 3 43
Managing Beliefs about Monetary Policy under Discretion 0 0 0 13 1 1 2 69
Measuring the Level and Uncertainty of Trend Inflation 2 4 8 76 3 7 23 248
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 2 2 4 45 2 4 9 167
Precision-based sampling for state space models that have no measurement error 0 0 2 2 0 0 8 11
Predictability in financial markets: What do survey expectations tell us? 0 0 4 268 0 4 18 890
Stock Prices, News, and Economic Fluctuations: Comment 0 4 4 62 0 6 7 322
Structural shocks and the comovements between output and interest rates 0 0 0 29 0 0 2 127
Trend Inflation in Advanced Economies 0 0 1 59 0 0 3 222
Total Journal Articles 7 14 33 620 11 40 155 2,387


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Survey expectations and forecast uncertainty 0 2 5 5 0 3 13 13
Total Chapters 0 2 5 5 0 3 13 13


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 1 7 31 0 1 19 86
Total Software Items 0 1 7 31 0 1 19 86


Statistics updated 2025-07-04