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 2 3 145
A time series model of interest rates with the effective lower bound 0 0 1 66 0 0 4 168
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 117 1 2 13 239
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 37 1 2 9 90
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 4 44 0 4 17 105
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? 0 0 0 39 1 1 3 108
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 1 1 23 1 2 5 23
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 1 1 7 0 2 4 5
Constructing fan charts from the ragged edge of SPF forecasts 0 0 9 9 0 0 7 7
Constructing fan charts from the ragged edge of SPF forecasts 0 0 2 2 2 2 6 6
Discreet Commitments and Discretion of Policymakers with Private Information 0 0 0 6 0 0 5 91
Forecasting with Shadow-Rate VARs 0 0 0 48 0 0 3 90
Indeterminacy and Imperfect Information 0 0 0 64 0 0 1 102
Indeterminacy and Imperfect Information 0 0 1 38 0 1 4 52
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 54 0 0 1 53
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 0 0 7 126
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 0 1 2 76
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 1 1 150
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 0 11 0 0 0 31
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 2 58 2 5 10 131
Measuring the level and uncertainty of trend inflation 0 0 2 122 0 1 3 231
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 104 0 1 2 84
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 1 2 5 51
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 0 0 1 43
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 2 3 3 96
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 0 1 20 0 0 3 25
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 119 0 0 2 443
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? 2 2 2 147 2 3 5 439
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 67 0 1 5 262
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer 0 0 0 39 0 2 5 306
Shadow-rate VARs 1 1 8 36 1 1 21 74
Stock prices, news, and economic fluctuations: comment 1 1 2 57 2 4 7 132
Structural shocks and the comovements between output and interest rates 0 0 0 55 0 2 3 132
The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound 1 1 2 212 2 6 18 503
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 0 0 3 4
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 0 8 14
Total Working Papers 5 8 45 2,321 18 51 206 5,080

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 0 0 4 29 1 2 18 100
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 3 4 7 8 5 14 57 68
Are spectral estimators useful for long-run restrictions in SVARs? 0 0 0 13 1 3 5 78
Forecasting with shadow rate VARs 0 0 0 0 5 6 6 6
Indeterminacy and Imperfect Information 0 0 1 13 4 6 9 67
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 1 7 0 0 3 43
Managing Beliefs about Monetary Policy under Discretion 0 0 0 13 1 1 3 70
Measuring the Level and Uncertainty of Trend Inflation 0 2 8 78 1 5 21 253
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 3 45 0 0 7 167
Precision-based sampling for state space models that have no measurement error 0 0 1 2 0 2 9 13
Predictability in financial markets: What do survey expectations tell us? 0 0 4 268 0 1 17 891
Stock Prices, News, and Economic Fluctuations: Comment 1 1 5 63 1 2 9 324
Structural shocks and the comovements between output and interest rates 0 0 0 29 0 1 3 128
Trend Inflation in Advanced Economies 0 0 0 59 0 1 3 223
Total Journal Articles 4 7 34 627 19 44 170 2,431

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Survey expectations and forecast uncertainty 2 4 9 9 2 5 18 18
Total Chapters 2 4 9 9 2 5 18 18

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 4 31 1 3 11 89
Total Software Items 0 0 4 31 1 3 11 89

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Statistics updated 2025-10-06