Elmar Mertens

Names

Contact

Affiliations

• Deutsche Bundesbank
  • website
  • location: Frankfurt, Germany

Research profile

author of:

• Predictability in Financial Markets: What Do Survey Expectations Tell Us?
  by Philippe Bacchetta & Elmar Mertens & Eric van Wincoop
• Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?
  by Elmar Mertens
• Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer.
  by Elmar Mertens
• Predictability in Financial Markets: What Do Survey Expectations Tell Us?
  by Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric
• Predictability in Financial Markets: What Do Survey Expectations Tell Us?
  by Philippe Bacchetta & Elmar Mertens & Eric van Wincoop
• Managing Beliefs about Monetary Policy under Discretion?
  by Elmar Mertens
• Predictability in financial markets: What do survey expectations tell us?
  by Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric
• Managing beliefs about monetary policy under discretion
  by Elmar Mertens
• Are spectral estimators useful for implementing long-run restrictions in SVARs?
  by Elmar Mertens
• Structural shocks and the comovements between output and interest rates
  by Mertens, Elmar
• Structural shocks and the comovements between output and interest rates
  by Elmar Mertens
• Measuring the level and uncertainty of trend inflation
  by Elmar Mertens
• Discreet Commitments and Discretion of Policymakers with Private Information
  by Elmar Mertens
• Are spectral estimators useful for long-run restrictions in SVARs?
  by Mertens, Elmar
• Stock prices, news, and economic fluctuations: comment
  by Andre Kurmann & Elmar Mertens
• Trend inflation in advanced economies
  by Christine Garnier & Elmar Mertens & Edward Nelson
• Stock Prices, News, and Economic Fluctuations: Comment
  by Andr? Kurmann & Elmar Mertens
• Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility
  by Elmar Mertens & James M. Nason
• Trend Inflation in Advanced Economies
  by Christine Garnier & Elmar Mertens & Edward Nelson
• A Time Series Model of Interest Rates With the Effective Lower Bound
  by Benjamin K. Johannsen & Elmar Mertens
• The Expected Real Interest Rate in the Long Run : Time Series Evidence with the Effective Lower Bound
  by Benjamin K. Johannsen & Elmar Mertens
• Managing Beliefs about Monetary Policy under Discretion
  by ELMAR MERTENS
• Measuring the Level and Uncertainty of Trend Inflation
  by Elmar Mertens
• Indeterminacy and Imperfect Information
  by Elmar Mertens & Christian Matthes & Thomas Lubik
• Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
  by Todd E. Clark & Michael W. McCracken & Elmar Mertens
• Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility
  by Elmar Mertens & James M. Nason
• Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
  by Todd E. Clark & Michael W. McCracken & Elmar Mertens
• Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
  by Todd E. Clark & Michael W. McCracken & Elmar Mertens
• Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility
  by Elmar Mertens & James M. Nason
• A time series model of interest rates with the effective lower bound
  by Benjamin K. Johannsen & Elmar Mertens
• Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
  by Todd E. Clark & Michael W. McCracken & Elmar Mertens
• Predictability in Financial Markets: What Do Survey Expectations Tell Us?
  by Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop
• Indeterminacy and Imperfect Information
  by Thomas A. Lubik & Christian Matthes & Elmar Mertens
• Indeterminacy and imperfect information
  by Lubik, Thomas A. & Matthes, Christian & Mertens, Elmar
• Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
  by Todd E. Clark & Michael W. McCracken & Elmar Mertens
• Measuring Uncertainty and Its Effects in the COVID-19 Era
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens
• Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility
  by Elmar Mertens & James M. Nason
• Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens
• Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
  by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano & Mertens, Elmar
• Measuring Uncertainty and Its Effects in the COVID-19 Era
  by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano & Mertens, Elmar