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 1 4 16 159
A time series model of interest rates with the effective lower bound 0 0 0 66 2 10 46 214
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 1 118 4 8 35 272
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 0 3 16 104
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 2 5 30 130
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? 0 0 0 39 0 1 12 119
Are spectral estimators useful for implementing long-run restrictions in SVARs? 0 0 0 32 1 5 16 63
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 23 2 7 18 38
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 1 2 8 0 3 13 16
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 2 1 5 12 16
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 9 0 1 10 17
Discreet Commitments and Discretion of Policymakers with Private Information 0 0 0 6 0 5 7 98
Forecasting with Shadow-Rate VARs 0 0 0 48 2 7 21 111
Indeterminacy and Imperfect Information 0 0 0 64 0 1 7 109
Indeterminacy and Imperfect Information 0 0 0 38 1 3 14 65
Indeterminacy and imperfect information 0 0 0 34 0 2 15 56
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 0 6 19 72
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 1 7 14 140
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 2 9 24 98
Managing Beliefs about Monetary Policy under Discretion? 0 0 0 43 0 5 17 201
Managing beliefs about monetary policy under discretion 0 0 1 56 0 2 24 173
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 8 20 146
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 1 8 20 51
Measuring the level and uncertainty of trend inflation 0 0 1 122 0 1 12 241
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 0 8 101
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 89 0 3 19 68
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 1 1 13 55
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 1 6 13 96
Online Appendix to "Indeterminacy and Imperfect Information" 0 0 0 4 0 3 17 23
Precision-based sampling for state space models that have no measurement error 0 0 0 20 4 9 25 50
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 3 148 1 5 29 465
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 1 68 1 4 13 274
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 0 0 2 11 39
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 1 120 0 3 19 462
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer 0 0 0 39 0 2 9 312
Shadow-rate VARs 0 0 2 36 0 4 22 92
Stock prices, news, and economic fluctuations: comment 0 0 2 57 1 3 18 145
Structural shocks and the comovements between output and interest rates 0 0 0 55 0 4 13 143
The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound 0 0 3 214 2 4 17 514
Trend inflation in advanced economies 0 0 0 65 1 4 16 153
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 0 2 9 12
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 2 15 29
Total Working Papers 1 2 22 2,331 33 177 724 5,742

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 32 4 11 35 131
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 14 17 8 12 61 113
Are spectral estimators useful for long-run restrictions in SVARs? 0 0 0 13 1 4 19 94
Forecasting with shadow rate VARs 0 0 0 0 1 5 33 33
Indeterminacy and Imperfect Information 0 0 1 14 0 7 29 90
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 2 8 1 5 17 59
Managing Beliefs about Monetary Policy under Discretion 0 0 0 13 2 3 15 83
Measuring the Level and Uncertainty of Trend Inflation 0 0 5 79 0 2 27 272
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 45 3 8 26 191
Precision-based sampling for state space models that have no measurement error 0 0 0 2 0 5 16 27
Predictability in financial markets: What do survey expectations tell us? 0 0 1 269 1 10 19 909
Stock Prices, News, and Economic Fluctuations: Comment 0 0 1 63 0 1 12 334
Structural shocks and the comovements between output and interest rates 0 0 0 29 0 2 7 134
Trend Inflation in Advanced Economies 0 0 0 59 1 4 13 235
Total Journal Articles 1 1 30 643 22 79 329 2,705

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 11 16 1 7 26 39
Total Chapters 0 2 11 16 1 7 26 39

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 1 4 17 103
Total Software Items 0 0 0 31 1 4 17 103

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Statistics updated 2026-06-04