Elmar Mertens
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- Stock Prices, News, and Economic Fluctuations: Comment (RePEc:aea:aecrev:v:104:y:2014:i:4:p:1439-45)
by Andr? Kurmann & Elmar Mertens - Constructing fan charts from the ragged edge of SPF forecasts (RePEc:bde:wpaper:2429)
by Todd E. Clark & Gergely Ganics & Elmar Mertens - Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors (RePEc:bis:biswps:667)
by Todd E Clark & Michael W McCracken & Elmar Mertens - Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility (RePEc:bis:biswps:713)
by Elmar Mertens & James M. Nason - A time series model of interest rates with the effective lower bound (RePEc:bis:biswps:715)
by Benjamin K Johannsen & Elmar Mertens - Predictability in Financial Markets: What Do Survey Expectations Tell Us? (RePEc:chf:rpseri:rp0615)
by Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop - Addressing COVID-19 Outliers in BVARs with Stochastic Volatility (RePEc:cpr:ceprdp:15964)
by Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar - Measuring Uncertainty and Its Effects in the COVID-19 Era (RePEc:cpr:ceprdp:15965)
by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd & Mertens, Elmar - Predictability in Financial Markets: What Do Survey Expectations Tell Us? (RePEc:cpr:ceprdp:5770)
by Bacchetta, Philippe & van Wincoop, Eric & Mertens, Elmar - Precision-based sampling for state space models that have no measurement error (RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264)
by Mertens, Elmar - Structural shocks and the comovements between output and interest rates (RePEc:eee:dyncon:v:34:y:2010:i:6:p:1171-1186)
by Mertens, Elmar - Are spectral estimators useful for long-run restrictions in SVARs? (RePEc:eee:dyncon:v:36:y:2012:i:12:p:1831-1844)
by Mertens, Elmar - Predictability in financial markets: What do survey expectations tell us? (RePEc:eee:jimfin:v:28:y:2009:i:3:p:406-426)
by Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric - Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility (RePEc:een:camaaa:2015-06)
by Elmar Mertens & James M Nason - Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility (RePEc:een:camaaa:2017-60)
by Elmar Mertens & James M. Nason - Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors (RePEc:fip:fedcwp:1715)
by Todd E. Clark & Michael W. McCracken & Elmar Mertens - Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors (RePEc:fip:fedcwq:171501)
by Todd E. Clark & Michael W. McCracken & Elmar Mertens - Measuring Uncertainty and Its Effects in the COVID-19 Era (RePEc:fip:fedcwq:88976)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens - Addressing COVID-19 Outliers in BVARs with Stochastic Volatility (RePEc:fip:fedcwq:89757)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens - Forecasting with Shadow-Rate VARs (RePEc:fip:fedcwq:91780)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens - Constructing Fan Charts from the Ragged Edge of SPF Forecasts (RePEc:fip:fedcwq:95170)
by Todd E. Clark & Gergely Ganics & Elmar Mertens - What is the Predictive Value of SPF Point and Density Forecasts? (RePEc:fip:fedcwq:95196)
by Todd E. Clark & Gergely Ganics & Elmar Mertens - Constructing Fan Charts from the Ragged Edge of SPF Forecasts (RePEc:fip:fedcwq:98629)
by Todd E. Clark & Gergely Ganics & Elmar Mertens - Are spectral estimators useful for implementing long-run restrictions in SVARs? (RePEc:fip:fedgfe:2010-09)
by Elmar Mertens - Managing beliefs about monetary policy under discretion (RePEc:fip:fedgfe:2010-11)
by Elmar Mertens - Structural shocks and the comovements between output and interest rates (RePEc:fip:fedgfe:2010-21)
by Elmar Mertens - Measuring the level and uncertainty of trend inflation (RePEc:fip:fedgfe:2011-42)
by Elmar Mertens - Stock prices, news, and economic fluctuations: comment (RePEc:fip:fedgfe:2013-08)
by Andre Kurmann & Elmar Mertens - Trend inflation in advanced economies (RePEc:fip:fedgfe:2013-74)
by Christine Garnier & Elmar Mertens & Edward Nelson - A Time Series Model of Interest Rates With the Effective Lower Bound (RePEc:fip:fedgfe:2016-33)
by Benjamin K. Johannsen & Elmar Mertens - The Expected Real Interest Rate in the Long Run : Time Series Evidence with the Effective Lower Bound (RePEc:fip:fedgfn:2016-02-09)
by Benjamin K. Johannsen & Elmar Mertens - Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors (RePEc:fip:fedlwp:2017-026)
by Todd E. Clark & Michael W. McCracken & Elmar Mertens - Indeterminacy and Imperfect Information (RePEc:fip:fedrwp:19-17)
by Thomas A. Lubik & Christian Matthes & Elmar Mertens - Predictability in Financial Markets: What Do Survey Expectations Tell Us? (RePEc:hkm:wpaper:102006)
by Philippe Bacchetta & Elmar Mertens & Eric van Wincoop - Trend Inflation in Advanced Economies (RePEc:ijc:ijcjou:y:2015:q:4:a:2)
by Christine Garnier & Elmar Mertens & Edward Nelson - Online Appendix to "Indeterminacy and Imperfect Information" (RePEc:red:append:20-377)
by Thomas Lubik & Christian Matthes & Elmar Mertens - Code and data files for "Indeterminacy and Imperfect Information" (RePEc:red:ccodes:20-377)
by Thomas Lubik & Christian Matthes & Elmar Mertens - Indeterminacy and Imperfect Information (RePEc:red:issued:20-377)
by Thomas Lubik & Christian Matthes & Elmar Mertens - Discreet Commitments and Discretion of Policymakers with Private Information (RePEc:red:sed010:763)
by Elmar Mertens - Indeterminacy and Imperfect Information (RePEc:red:sed017:337)
by Elmar Mertens & Christian Matthes & Thomas Lubik - Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer (RePEc:szg:worpap:0505)
by Elmar Mertens - Predictability in Financial Markets: What Do Survey Expectations Tell Us? (RePEc:szg:worpap:0604)
by Philippe Bacchetta & Elmar Mertens & Eric van Wincoop - Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? (RePEc:szg:worpap:0801)
by Elmar Mertens - Managing Beliefs about Monetary Policy under Discretion? (RePEc:szg:worpap:0802)
by Elmar Mertens - Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors (RePEc:tpr:restat:v:102:y:2020:i:1:p:17-33)
by Todd E. Clark & Michael W. McCracken & Elmar Mertens - Addressing COVID-19 Outliers in BVARs with Stochastic Volatility (RePEc:tpr:restat:v:106:y:2024:i:5:p:1403-1417)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens - Measuring the Level and Uncertainty of Trend Inflation (RePEc:tpr:restat:v:98:y:2016:i:5:p:950-967)
by Elmar Mertens - Managing Beliefs about Monetary Policy under Discretion (RePEc:wly:jmoncb:v:48:y:2016:i:4:p:661-698)
by Elmar Mertens - A Time‐Series Model of Interest Rates with the Effective Lower Bound (RePEc:wly:jmoncb:v:53:y:2021:i:5:p:1005-1046)
by Benjamin K. Johannsen & Elmar Mertens - Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility (RePEc:wly:quante:v:11:y:2020:i:4:p:1485-1520)
by Elmar Mertens & James M. Nason - Indeterminacy and imperfect information (RePEc:zbw:bubdps:012020)
by Lubik, Thomas A. & Matthes, Christian & Mertens, Elmar - Addressing COVID-19 outliers in BVARs with stochastic volatility (RePEc:zbw:bubdps:132022)
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar - Shadow-rate VARs (RePEc:zbw:bubdps:142023)
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar - Precision-based sampling for state space models that have no measurement error (RePEc:zbw:bubdps:252023)
by Mertens, Elmar - What Is the Predictive Value of SPF Point and Density Forecasts? (RePEc:zbw:vfsc23:277622)
by Ganics, Gergely & Mertens, Elmar & Clark, Todd E.