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 7 13 155
A time series model of interest rates with the effective lower bound 0 0 0 66 10 26 38 204
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 1 117 5 20 32 264
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 1 8 14 101
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 2 45 3 15 29 125
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? 0 0 0 39 0 6 12 118
Are spectral estimators useful for implementing long-run restrictions in SVARs? 0 0 0 32 5 10 11 58
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 23 3 5 11 31
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 7 1 7 10 13
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 9 4 9 9 16
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 2 1 5 7 11
Discreet Commitments and Discretion of Policymakers with Private Information 0 0 0 6 0 2 2 93
Forecasting with Shadow-Rate VARs 0 0 0 48 0 10 15 104
Indeterminacy and Imperfect Information 0 0 0 64 1 5 7 108
Indeterminacy and Imperfect Information 0 0 0 38 2 8 12 62
Indeterminacy and imperfect information 0 0 0 34 0 11 13 54
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 3 9 14 66
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 1 6 13 133
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 3 9 15 89
Managing Beliefs about Monetary Policy under Discretion? 0 0 0 43 1 8 12 196
Managing beliefs about monetary policy under discretion 0 0 1 56 1 18 22 171
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 4 11 12 43
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 6 15 138
Measuring the level and uncertainty of trend inflation 0 0 2 122 4 8 12 240
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 5 10 12 54
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 4 10 18 65
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 2 5 7 90
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 3 8 101
Online Appendix to "Indeterminacy and Imperfect Information" 0 0 0 4 4 10 14 20
Precision-based sampling for state space models that have no measurement error 0 0 1 20 6 16 17 41
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 1 1 68 1 7 10 270
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 1 1 120 5 12 16 459
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 1 3 148 2 20 24 460
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 0 0 6 9 37
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer 0 0 0 39 0 3 7 310
Shadow-rate VARs 0 0 5 36 4 10 24 88
Stock prices, news, and economic fluctuations: comment 0 0 2 57 0 8 16 142
Structural shocks and the comovements between output and interest rates 0 0 0 55 1 3 10 139
The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound 0 1 3 214 0 3 18 510
Trend inflation in advanced economies 0 0 0 65 3 11 12 149
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 1 4 8 10
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 3 11 13 27
Total Working Papers 0 4 28 2,329 97 381 593 5,565

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 5 32 3 15 30 120
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 4 13 16 3 17 58 101
Are spectral estimators useful for long-run restrictions in SVARs? 0 0 0 13 1 7 15 90
Forecasting with shadow rate VARs 0 0 0 0 0 14 28 28
Indeterminacy and Imperfect Information 0 0 1 14 2 9 23 83
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 2 8 4 10 12 54
Managing Beliefs about Monetary Policy under Discretion 0 0 0 13 0 8 12 80
Measuring the Level and Uncertainty of Trend Inflation 1 1 8 79 2 11 30 270
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 45 5 14 20 183
Precision-based sampling for state space models that have no measurement error 0 0 0 2 0 5 12 22
Predictability in financial markets: What do survey expectations tell us? 0 1 1 269 0 4 14 899
Stock Prices, News, and Economic Fluctuations: Comment 0 0 5 63 0 6 17 333
Structural shocks and the comovements between output and interest rates 0 0 0 29 0 3 5 132
Trend Inflation in Advanced Economies 0 0 0 59 0 7 9 231
Total Journal Articles 1 8 37 642 20 130 285 2,626

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 1 11 14 1 5 23 32
Total Chapters 0 1 11 14 1 5 23 32

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 1 31 2 6 14 99
Total Software Items 0 0 1 31 2 6 14 99

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Statistics updated 2026-03-04