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 17 160
A time series model of interest rates with the effective lower bound 0 0 0 66 0 4 48 216
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 1 118 1 8 39 276
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 0 0 16 104
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 0 4 28 132
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? 0 0 0 39 1 1 13 120
Are spectral estimators useful for implementing long-run restrictions in SVARs? 0 0 0 32 0 1 16 63
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 1 1 2 24 1 3 18 39
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 2 8 0 0 13 16
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 9 1 1 11 18
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 2 1 2 13 17
Discreet Commitments and Discretion of Policymakers with Private Information 0 0 0 6 0 0 7 98
Forecasting with Shadow-Rate VARs 0 0 0 48 2 4 23 113
Indeterminacy and Imperfect Information 0 0 0 64 1 2 9 111
Indeterminacy and Imperfect Information 0 0 0 38 0 1 14 65
Indeterminacy and imperfect information 0 0 0 34 0 0 15 56
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 0 0 19 72
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 0 1 14 140
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 0 3 23 99
Managing Beliefs about Monetary Policy under Discretion? 0 0 0 43 0 1 18 202
Managing beliefs about monetary policy under discretion 0 0 1 56 0 0 24 173
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 3 20 148
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 0 2 21 52
Measuring the level and uncertainty of trend inflation 1 1 1 123 1 1 11 242
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 31 1 2 13 56
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 0 1 13 96
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 0 7 101
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 89 0 0 18 68
Online Appendix to "Indeterminacy and Imperfect Information" 0 0 0 4 0 0 17 23
Precision-based sampling for state space models that have no measurement error 0 0 0 20 0 4 25 50
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 1 68 0 1 13 274
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 1 120 0 2 21 464
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 0 0 2 13 41
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 3 148 0 1 29 465
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer 0 0 0 39 0 0 6 312
Shadow-rate VARs 0 0 1 36 0 3 22 95
Stock prices, news, and economic fluctuations: comment 0 0 1 57 0 2 17 146
Structural shocks and the comovements between output and interest rates 0 0 0 55 0 1 14 144
The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound 0 0 3 214 1 3 16 515
Trend inflation in advanced economies 0 0 0 65 0 1 16 153
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 0 0 8 12
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 1 1 16 30
Total Working Papers 2 3 20 2,333 13 68 734 5,777

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 3 32 1 5 34 132
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 2 13 18 3 12 58 117
Are spectral estimators useful for long-run restrictions in SVARs? 0 0 0 13 1 2 19 95
Forecasting with shadow rate VARs 1 1 1 1 1 2 34 34
Indeterminacy and Imperfect Information 0 0 1 14 6 8 36 98
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 1 8 0 1 16 59
Managing Beliefs about Monetary Policy under Discretion 0 0 0 13 0 2 14 83
Measuring the Level and Uncertainty of Trend Inflation 1 1 3 80 1 2 24 274
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 45 1 4 25 192
Precision-based sampling for state space models that have no measurement error 0 1 1 3 0 2 17 29
Predictability in financial markets: What do survey expectations tell us? 0 0 1 269 0 1 18 909
Stock Prices, News, and Economic Fluctuations: Comment 0 0 1 63 0 0 11 334
Structural shocks and the comovements between output and interest rates 0 0 0 29 1 2 8 136
Trend Inflation in Advanced Economies 0 0 0 59 0 1 13 235
Total Journal Articles 2 5 25 647 15 44 327 2,727

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 0 10 16 1 2 25 40
Total Chapters 0 0 10 16 1 2 25 40

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 0 31 0 1 16 103
Total Software Items 0 0 0 31 0 1 16 103

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Statistics updated 2026-08-07