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 1 142
A time series model of interest rates with the effective lower bound 0 1 3 66 0 1 10 166
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 4 37 1 1 9 87
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 6 116 4 5 25 232
Addressing COVID-19 outliers in BVARs with stochastic volatility 2 2 10 43 6 6 29 96
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? 0 0 0 39 0 0 1 106
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 0 1 6 20
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 6 6 0 1 3 3
Constructing fan charts from the ragged edge of SPF forecasts 0 9 9 9 1 7 7 7
Constructing fan charts from the ragged edge of SPF forecasts 0 1 2 2 0 2 4 4
Discreet Commitments and Discretion of Policymakers with Private Information 0 0 0 6 2 3 8 91
Forecasting with Shadow-Rate VARs 0 0 1 48 1 2 3 89
Indeterminacy and Imperfect Information 0 1 2 38 0 2 4 50
Indeterminacy and Imperfect Information 0 0 1 64 0 0 1 101
Indeterminacy and imperfect information 0 0 1 34 1 1 3 41
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 1 1 1 120
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 0 54 0 0 0 52
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 0 0 1 74
Managing Beliefs about Monetary Policy under Discretion? 0 0 0 43 1 2 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 0 4 123
Measuring the level and uncertainty of trend inflation 0 0 1 120 0 0 3 228
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 1 1 104 0 1 1 83
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 30 0 0 1 42
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 88 1 1 2 47
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 122 0 0 1 93
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 2 19 1 1 4 24
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 119 0 2 2 443
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 0 0 2 2 28
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 1 145 1 1 5 436
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 67 3 3 4 260
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer 0 0 0 39 2 2 3 303
Shadow-rate VARs 0 2 9 31 4 10 31 64
Stock prices, news, and economic fluctuations: comment 0 0 0 55 1 1 1 126
Structural shocks and the comovements between output and interest rates 0 0 0 55 0 0 0 129
The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound 0 0 6 211 3 5 23 492
Trend inflation in advanced economies 0 0 0 65 1 2 2 137
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 0 0 1 2
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 1 4 8 14
Total Working Papers 3 18 70 2,301 36 70 218 4,972


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 2 3 27 3 6 20 90
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 3 3 8 12 43 43
Are spectral estimators useful for long-run restrictions in SVARs? 0 0 0 13 0 1 2 75
Indeterminacy and Imperfect Information 0 0 1 13 0 1 4 60
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 2 6 1 1 5 42
Managing Beliefs about Monetary Policy under Discretion 0 0 1 13 0 1 3 68
Measuring the Level and Uncertainty of Trend Inflation 0 0 6 71 3 6 21 240
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 1 7 43 0 1 14 163
Precision-based sampling for state space models that have no measurement error 0 0 2 2 1 3 7 10
Predictability in financial markets: What do survey expectations tell us? 1 2 8 268 3 8 24 885
Stock Prices, News, and Economic Fluctuations: Comment 0 0 1 58 0 0 4 316
Structural shocks and the comovements between output and interest rates 0 0 0 29 1 1 3 127
Trend Inflation in Advanced Economies 0 0 1 59 0 1 4 222
Total Journal Articles 2 6 35 605 20 42 154 2,341


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 3 3 3 4 9 9 9
Total Chapters 1 3 3 3 4 9 9 9


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 9 30 1 4 27 85
Total Software Items 0 1 9 30 1 4 27 85


Statistics updated 2025-03-03