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 7 12 155
A time series model of interest rates with the effective lower bound 0 0 0 66 3 25 39 207
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 1 117 0 16 32 264
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 1 5 15 102
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 2 45 1 9 30 126
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? 0 0 0 39 0 3 12 118
Are spectral estimators useful for implementing long-run restrictions in SVARs? 0 0 0 32 0 10 11 58
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 7 1 4 11 14
Constructing Fan Charts from the Ragged Edge of SPF Forecasts 0 0 1 23 1 6 12 32
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 2 0 3 7 11
Constructing fan charts from the ragged edge of SPF forecasts 0 0 0 9 1 9 10 17
Discreet Commitments and Discretion of Policymakers with Private Information 0 0 0 6 1 3 3 94
Forecasting with Shadow-Rate VARs 0 0 0 48 2 8 16 106
Indeterminacy and Imperfect Information 0 0 0 64 1 6 7 109
Indeterminacy and Imperfect Information 0 0 0 38 2 8 13 64
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 0 7 14 66
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 1 6 12 134
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 1 7 16 90
Managing Beliefs about Monetary Policy under Discretion? 0 0 0 43 3 7 15 199
Managing beliefs about monetary policy under discretion 0 0 1 56 1 16 23 172
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 6 16 139
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 0 9 12 43
Measuring the level and uncertainty of trend inflation 0 0 1 122 0 6 11 240
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 122 0 3 8 101
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 0 104 2 7 9 92
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 31 0 8 12 54
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 1 89 0 9 18 65
Online Appendix to "Indeterminacy and Imperfect Information" 0 0 0 4 1 10 15 21
Precision-based sampling for state space models that have no measurement error 0 0 1 20 0 14 17 41
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 3 148 1 17 25 461
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 0 0 0 3 9 37
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 1 68 0 4 9 270
Predictability in Financial Markets: What Do Survey Expectations Tell Us? 0 0 1 120 2 12 18 461
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer 0 0 0 39 0 2 7 310
Shadow-rate VARs 0 0 5 36 2 10 26 90
Stock prices, news, and economic fluctuations: comment 0 0 2 57 1 8 17 143
Structural shocks and the comovements between output and interest rates 0 0 0 55 1 4 10 140
The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound 0 1 3 214 0 2 17 510
Trend inflation in advanced economies 0 0 0 65 1 10 13 150
What Is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 0 1 3 9 11
What is the Predictive Value of SPF Point and Density Forecasts? 0 0 0 19 2 9 15 29
Total Working Papers 0 1 27 2,329 35 332 616 5,600

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 5 32 3 14 32 123
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 3 13 16 1 15 58 102
Are spectral estimators useful for long-run restrictions in SVARs? 0 0 0 13 0 6 15 90
Forecasting with shadow rate VARs 0 0 0 0 3 9 31 31
Indeterminacy and Imperfect Information 0 0 1 14 1 8 23 84
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 2 8 0 8 12 54
Managing Beliefs about Monetary Policy under Discretion 0 0 0 13 1 6 13 81
Measuring the Level and Uncertainty of Trend Inflation 0 1 7 79 1 11 30 271
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors 0 0 2 45 3 16 23 186
Precision-based sampling for state space models that have no measurement error 0 0 0 2 1 5 12 23
Predictability in financial markets: What do survey expectations tell us? 0 0 1 269 1 3 14 900
Stock Prices, News, and Economic Fluctuations: Comment 0 0 5 63 0 4 17 333
Structural shocks and the comovements between output and interest rates 0 0 0 29 1 4 6 133
Trend Inflation in Advanced Economies 0 0 0 59 0 6 9 231
Total Journal Articles 0 4 36 642 16 115 295 2,642

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 1 12 15 3 6 25 35
Total Chapters 1 1 12 15 3 6 25 35

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 1 6 15 100
Total Software Items 0 0 1 31 1 6 15 100

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Statistics updated 2026-04-09