Elmar Mertens
Names
first: |
Elmar |
last: |
Mertens |
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