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 3 4 146
A time series model of interest rates with the effective lower bound 0 0 1 66 1 1 5 169
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 0 2 5 90
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 117 3 5 16 242
Addressing COVID-19 outliers in BVARs with stochastic volatility 1 1 4 45 3 4 18 108
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? 0 0 0 39 3 4 5 111
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 7 1 3 5 6
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 1 1 23 3 5 8 26
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 1 2 0 2 4 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 2 2 5 92
Indeterminacy and Imperfect Information 0 0 0 64 0 0 1 102
Indeterminacy and Imperfect Information 0 0 1 38 2 3 6 54
Indeterminacy and imperfect information 0 0 0 34 2 2 3 43
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 3 3 4 56
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 2 2 4 78
Managing Beliefs about Monetary Policy under Discretion? 0 0 0 43 1 1 3 185
Managing beliefs about monetary policy under discretion 1 1 1 56 1 2 2 151
Measuring Uncertainty and Its Effects in the COVID-19 Era 1 1 1 12 1 1 1 32
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 1 58 0 3 8 131
Measuring the level and uncertainty of trend inflation 0 0 2 122 1 1 4 232
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 1 1 2 44
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 3 4 97
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 6 52
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 2 25
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 67 1 2 6 263
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 2 2 147 1 4 5 440
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 119 1 1 3 444
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 0 0 0 2 28
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer 0 0 0 39 0 0 5 306
Shadow-rate VARs 0 1 8 36 3 4 24 77
Stock prices, news, and economic fluctuations: comment 0 1 2 57 0 3 7 132
Structural shocks and the comovements between output and interest rates 0 0 0 55 2 4 5 134
The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound 1 2 2 213 2 6 19 505
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 1 1 3 5
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 0 6 14
Total Working Papers 4 12 43 2,325 44 81 233 5,124

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 1 1 5 30 3 5 21 103
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 4 7 9 8 17 53 76
Are spectral estimators useful for long-run restrictions in SVARs? 0 0 0 13 2 4 7 80
Forecasting with shadow rate VARs 0 0 0 0 2 8 8 8
Indeterminacy and Imperfect Information 0 0 1 13 1 6 10 68
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 1 1 2 8 1 1 3 44
Managing Beliefs about Monetary Policy under Discretion 0 0 0 13 0 1 3 70
Measuring the Level and Uncertainty of Trend Inflation 0 1 8 78 5 8 25 258
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 3 45 0 0 5 167
Precision-based sampling for state space models that have no measurement error 0 0 0 2 0 1 7 13
Predictability in financial markets: What do survey expectations tell us? 0 0 2 268 3 3 17 894
Stock Prices, News, and Economic Fluctuations: Comment 0 1 5 63 2 3 10 326
Structural shocks and the comovements between output and interest rates 0 0 0 29 0 0 2 128
Trend Inflation in Advanced Economies 0 0 0 59 0 1 3 223
Total Journal Articles 3 8 33 630 27 58 174 2,458

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 5 11 11 5 8 23 23
Total Chapters 2 5 11 11 5 8 23 23

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 3 31 3 5 12 92
Total Software Items 0 0 3 31 3 5 12 92

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08