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 2 16 161
A time series model of interest rates with the effective lower bound 0 0 0 66 1 3 49 217
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 2 119 4 8 42 280
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 1 1 16 105
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 0 2 27 132
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? 0 0 0 39 1 2 14 121
Are spectral estimators useful for implementing long-run restrictions in SVARs? 0 0 0 32 0 0 16 63
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 8 0 0 11 16
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 1 1 24 1 2 18 40
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 2 0 1 13 17
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 9 1 2 12 19
Discreet Commitments and Discretion of Policymakers with Private Information 0 0 0 6 1 1 8 99
Forecasting with Shadow-Rate VARs 0 0 0 48 0 2 23 113
Indeterminacy and Imperfect Information 0 0 0 38 3 3 16 68
Indeterminacy and Imperfect Information 0 0 0 64 1 3 10 112
Indeterminacy and imperfect information 0 0 0 34 0 0 15 56
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 2 2 21 74
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 0 0 14 140
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 1 2 24 100
Managing Beliefs about Monetary Policy under Discretion? 0 0 0 43 0 1 18 202
Managing beliefs about monetary policy under discretion 0 0 1 56 2 2 25 175
Measuring Uncertainty and Its Effects in the COVID-19 Era 1 1 1 59 2 4 21 150
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 0 1 21 52
Measuring the level and uncertainty of trend inflation 0 1 1 123 2 3 13 244
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 31 0 1 13 56
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 2 2 14 98
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 1 1 8 102
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 89 1 1 19 69
Online Appendix to "Indeterminacy and Imperfect Information" 0 0 0 4 0 0 17 23
Precision-based sampling for state space models that have no measurement error 0 0 0 20 1 1 26 51
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 3 148 0 0 28 465
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 1 120 1 3 22 465
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 0 1 3 14 42
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 1 68 2 2 14 276
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer 0 0 0 39 0 0 6 312
Shadow-rate VARs 0 0 1 36 3 6 25 98
Stock prices, news, and economic fluctuations: comment 2 2 3 59 4 5 20 150
Structural shocks and the comovements between output and interest rates 0 0 0 55 4 5 16 148
The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound 0 0 3 214 0 1 14 515
Trend inflation in advanced economies 0 0 0 65 0 0 16 153
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 3 3 11 15
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 2 3 18 32
Total Working Papers 4 6 21 2,337 49 84 764 5,826

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 3 32 0 1 33 132
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 13 18 1 5 55 118
Are spectral estimators useful for long-run restrictions in SVARs? 0 0 0 13 0 1 18 95
Forecasting with shadow rate VARs 0 1 1 1 0 1 33 34
Indeterminacy and Imperfect Information 0 0 1 14 0 8 35 98
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 1 8 1 1 17 60
Managing Beliefs about Monetary Policy under Discretion 0 0 0 13 0 0 14 83
Measuring the Level and Uncertainty of Trend Inflation 0 1 2 80 1 3 23 275
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 45 1 2 26 193
Precision-based sampling for state space models that have no measurement error 1 2 2 4 1 3 17 30
Predictability in financial markets: What do survey expectations tell us? 1 1 2 270 3 3 21 912
Stock Prices, News, and Economic Fluctuations: Comment 0 0 1 63 0 0 11 334
Structural shocks and the comovements between output and interest rates 0 0 0 29 0 2 8 136
Trend Inflation in Advanced Economies 0 0 0 59 0 0 12 235
Total Journal Articles 2 6 26 649 8 30 323 2,735

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 0 9 16 1 2 25 41
Total Chapters 0 0 9 16 1 2 25 41

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 0 0 15 103
Total Software Items 0 0 0 31 0 0 15 103

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Statistics updated 2026-09-10