Elmar Mertens

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Todd ClarkFederal Reserve Bank of ClevelandCorreu electrònic verificat a clev.frb.org
Massimiliano MarcellinoUniversità BocconiCorreu electrònic verificat a unibocconi.it
Andrea CarrieroProfessor of Economics, Queen Mary Univeristy of LondonCorreu electrònic verificat a qmul.ac.uk
Benjamin K. JohannsenFederal Reserve BoardCorreu electrònic verificat a frb.gov
Philippe BacchettaProfessor of Economics, Faculty of Business and Economics (HEC), University of LausanneCorreu electrònic verificat a unil.ch
Eric van WincoopProfessor of Economics, University of VirginiaCorreu electrònic verificat a virginia.edu
Christian MatthesIndiana UniversityCorreu electrònic verificat a iu.edu
Thomas A. LubikSenior Advisor, Research Department, Federal Reserve Bank of RichmondCorreu electrònic verificat a rich.frb.org
Michael MccrackenFederal Reserve Bank of St. LouisCorreu electrònic verificat a stls.frb.org
EDWARD NELSONSenior Adviser, Federal Reserve BoardCorreu electrònic verificat a frb.gov
André KurmannSchool of Economics, Drexel UniversityCorreu electrònic verificat a drexel.edu
Gergely GanicsResearcher, Banco de EspanaCorreu electrònic verificat a bde.es
Heinz ZimmermannProfessor emeritus of Finance, University of Basel, SwitzerlandCorreu electrònic verificat a unibas.ch
Jim NasonCentre for Applied Macroeconomic Analysis and Virginia Center for Economic Policy

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Elmar Mertens

Deutsche Bundesbank

Correu electrònic verificat a elmarmertens.com - Pàgina d'inici

Macroeconomics Monetary Policy Time Series Econometrics


Títol Ordena per cites Ordena per any Ordena per títol	Citada per Citada per	Any
Predictability in financial markets: What do survey expectations tell us? P Bacchetta, E Mertens, E Van Wincoop Journal of International Money and Finance 28 (3), 406-426, 2009	298	2009
Addressing COVID-19 outliers in BVARs with stochastic volatility A Carriero, TE Clark, M Marcellino, E Mertens Review of Economics and Statistics 106 (5), 1403-1417, 2024	165	2024
Measuring the level and uncertainty of trend inflation E Mertens Review of Economics and Statistics 98 (5), 950-967, 2016	151	2016
A Time‐Series Model of Interest Rates with the Effective Lower Bound BK Johannsen, E Mertens Journal of Money, Credit and Banking 53 (5), 1005-1046, 2021	145	2021
Modeling time-varying uncertainty of multiple-horizon forecast errors TE Clark, MW McCracken, E Mertens Review of Economics and Statistics 102 (1), 17-33, 2020	62	2020
Trend inflation in advanced economies C Garnier, E Mertens, E Nelson 41th issue (September 2015) of the International Journal of Central Banking, 2018	61	2018
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility E Mertens, JM Nason Quantitative Economics 11 (4), 1485-1520, 2020	59	2020
Stock prices, news, and economic fluctuations: Comment A Kurmann, E Mertens American Economic Review 104 (4), 1439-1445, 2014	56	2014
Comments on variance of the IID estimator in Lo (2002) E Mertens Technical report, Working Paper University of Basel …, 2002	47	2002
The expected real interest rate in the long run: Time series evidence with the effective lower bound BK Johannsen, E Mertens FEDS Notes, 2016	46	2016
Measuring uncertainty and its effects in the COVID-19 era A Carriero, TE Clark, M Marcellino, E Mertens Federal Reserve Bank of Cleveland Working Paper, 2020	34	2020
Structural shocks and the comovements between output and interest rates E Mertens Journal of Economic Dynamics and Control 34 (6), 1171-1186, 2010	23	2010
Indeterminacy and imperfect information TA Lubik, C Matthes, E Mertens Review of Economic Dynamics 49, 37-57, 2023	20	2023
Managing beliefs about monetary policy under discretion E Mertens Working Paper, 2008	15	2008
On the reliability of output gap estimates in real time E Mertens Unpublished manuscript, Federal Reserve Board, 2014	14	2014
Comments on the correct variance of estimated Sharpe Ratios in Lo (2002, FAJ) when returns are IID E Mertens Research Note (www. elmarmertens. org), 2002	13	2002
The CAPM and regression tests E Mertens Lecture Note, University of Basel, 2002	10	2002
Comments on variance of the IID estimator in Lo E Mertens Research Note, 2002	10	2002
Forecasting with Shadow-Rate VARs A Carriero, TE Clark, M Marcellino, E Mertens Federal Reserve Bank of Cleveland Working Papers, 2021	9	2021
The shadow rate of interest, macroeconomic trends, and time-varying uncertainty BK Johannsen, E Mertens Federal Reserve Board, manuscript, June, 2015	9	2015

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