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 1 2 143
A time series model of interest rates with the effective lower bound 0 0 2 66 0 2 8 168
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 3 37 1 2 9 88
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 3 116 0 4 17 232
Addressing COVID-19 outliers in BVARs with stochastic volatility 1 3 8 44 2 8 23 98
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? 0 0 0 39 0 0 1 106
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 6 6 0 0 3 3
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 22 0 0 4 20
Constructing fan charts from the ragged edge of SPF forecasts 0 0 9 9 0 1 7 7
Constructing fan charts from the ragged edge of SPF forecasts 0 0 2 2 0 0 4 4
Discreet Commitments and Discretion of Policymakers with Private Information 0 0 0 6 0 2 7 91
Forecasting with Shadow-Rate VARs 0 0 0 48 0 2 3 90
Indeterminacy and Imperfect Information 0 0 0 64 0 1 1 102
Indeterminacy and Imperfect Information 0 0 1 38 0 1 4 51
Indeterminacy and imperfect information 0 0 0 34 0 1 1 41
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 2 5 5 124
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 0 54 1 1 1 53
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 0 0 1 74
Managing Beliefs about Monetary Policy under Discretion? 0 0 0 43 0 1 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 1 57 1 1 5 124
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 11 0 0 2 31
Measuring the level and uncertainty of trend inflation 0 1 2 121 0 1 4 229
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 1 1 1 89 2 3 3 49
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 30 0 0 1 42
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 0 0 93
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 0 1 19 0 1 3 24
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 119 0 0 2 443
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 67 0 4 5 261
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 145 0 1 4 436
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer 0 0 0 39 0 2 2 303
Shadow-rate VARs 3 3 10 34 6 10 30 70
Stock prices, news, and economic fluctuations: comment 0 0 0 55 1 2 2 127
Structural shocks and the comovements between output and interest rates 0 0 0 55 0 1 1 130
The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound 0 0 5 211 2 6 20 495
Trend inflation in advanced economies 0 0 0 65 0 1 2 137
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 1 1 2 3
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 0 1 8 14
Total Working Papers 5 9 57 2,307 19 67 202 5,003


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 3 28 4 8 19 95
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 3 3 3 12 47 47
Are spectral estimators useful for long-run restrictions in SVARs? 0 0 0 13 0 0 2 75
Indeterminacy and Imperfect Information 0 0 1 13 0 1 4 61
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 2 6 0 1 5 42
Managing Beliefs about Monetary Policy under Discretion 0 0 1 13 0 0 3 68
Measuring the Level and Uncertainty of Trend Inflation 1 2 7 73 1 5 21 242
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 4 43 1 1 10 164
Precision-based sampling for state space models that have no measurement error 0 0 2 2 0 2 8 11
Predictability in financial markets: What do survey expectations tell us? 0 1 5 268 2 6 21 888
Stock Prices, News, and Economic Fluctuations: Comment 2 2 2 60 3 3 4 319
Structural shocks and the comovements between output and interest rates 0 0 0 29 0 1 2 127
Trend Inflation in Advanced Economies 0 0 1 59 0 0 4 222
Total Journal Articles 4 7 31 610 14 40 150 2,361


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 4 4 2 7 12 12
Total Chapters 1 2 4 4 2 7 12 12


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 8 30 0 1 23 85
Total Software Items 0 0 8 30 0 1 23 85


Statistics updated 2025-05-12