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 2 143
A time series model of interest rates with the effective lower bound 0 0 1 66 0 0 7 168
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 2 117 0 5 16 237
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 37 0 0 7 88
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 4 44 3 6 19 104
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? 0 0 0 39 0 1 2 107
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 4 21
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 6 6 0 0 3 3
Constructing fan charts from the ragged edge of SPF forecasts 0 0 2 2 0 0 4 4
Constructing fan charts from the ragged edge of SPF forecasts 0 0 9 9 0 0 7 7
Discreet Commitments and Discretion of Policymakers with Private Information 0 0 0 6 0 0 7 91
Forecasting with Shadow-Rate VARs 0 0 0 48 0 0 3 90
Indeterminacy and Imperfect Information 0 0 0 64 0 0 1 102
Indeterminacy and Imperfect Information 0 0 1 38 0 0 3 51
Indeterminacy and imperfect information 0 0 0 34 0 0 1 41
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 0 2 7 126
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 0 54 0 0 1 53
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 1 2 2 76
Managing Beliefs about Monetary Policy under Discretion? 0 0 0 43 0 0 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 0 11 0 0 0 31
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 57 2 4 8 128
Measuring the level and uncertainty of trend inflation 0 1 2 122 1 2 3 231
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 1 1 31 0 1 1 43
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 1 1 94
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 1 1 4 50
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 104 0 0 1 83
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 1 1 20 0 1 3 25
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 67 0 0 4 261
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 145 0 0 2 436
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 0 0 0 2 28
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 119 0 0 2 443
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer 0 0 0 39 2 3 5 306
Shadow-rate VARs 0 1 8 35 0 3 26 73
Stock prices, news, and economic fluctuations: comment 0 1 1 56 1 2 4 129
Structural shocks and the comovements between output and interest rates 0 0 0 55 0 0 1 130
The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound 0 0 2 211 2 4 19 499
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 0 1 3 4
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 0 8 14
Total Working Papers 0 6 46 2,313 14 40 197 5,043


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 1 4 29 0 3 21 98
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 2 5 5 5 12 59 59
Are spectral estimators useful for long-run restrictions in SVARs? 0 0 0 13 1 1 3 76
Indeterminacy and Imperfect Information 0 0 1 13 1 1 4 62
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 1 1 7 0 1 3 43
Managing Beliefs about Monetary Policy under Discretion 0 0 0 13 0 1 2 69
Measuring the Level and Uncertainty of Trend Inflation 1 4 8 77 2 8 22 250
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 2 3 45 0 3 8 167
Precision-based sampling for state space models that have no measurement error 0 0 2 2 1 1 9 12
Predictability in financial markets: What do survey expectations tell us? 0 0 4 268 1 3 18 891
Stock Prices, News, and Economic Fluctuations: Comment 0 2 4 62 1 4 8 323
Structural shocks and the comovements between output and interest rates 0 0 0 29 1 1 3 128
Trend Inflation in Advanced Economies 0 0 0 59 0 0 2 222
Total Journal Articles 2 12 32 622 13 39 162 2,400


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 2 6 6 2 3 15 15
Total Chapters 1 2 6 6 2 3 15 15


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 6 31 1 2 17 87
Total Software Items 0 1 6 31 1 2 17 87


Statistics updated 2025-08-05