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Elmar Mertens
Elmar Mertens
Deutsche Bundesbank
Verified email at elmarmertens.com - Homepage
Title
Cited by
Cited by
Year
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
2492009
Measuring the level and uncertainty of trend inflation
E Mertens
Review of Economics and Statistics 98 (5), 950-967, 2016
1062016
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
982021
Trend inflation in advanced economies
C Garnier, E Mertens, E Nelson
FEDS Working Paper, 2013
502013
Stock prices, news, and economic fluctuations: Comment
A Kurmann, E Mertens
American Economic Review 104 (4), 1439-45, 2014
442014
The expected real interest rate in the long run: Time series evidence with the effective lower bound
BK Johannsen, E Mertens
FEDS Notes, 2016
412016
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
372020
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility
E Mertens, JM Nason
Quantitative Economics 11 (4), 1485-1520, 2020
362020
Addressing COVID-19 outliers in BVARs with stochastic volatility
A Carriero, TE Clark, MG Marcellino, E Mertens
CEPR Discussion Paper No. DP15964, 2021
352021
Comments on variance of the IID estimator in Lo (2002)
E Mertens
Technical report, Working Paper University of Basel …, 2002
342002
Structural shocks and the comovements between output and interest rates
E Mertens
Journal of Economic Dynamics and Control 34 (6), 1171-1186, 2010
172010
Managing beliefs about monetary policy under discretion
E Mertens
FEDS Working Paper, 2010
132010
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
132002
Are central cities poor and non-white?
J Schuetz, A Gonzalez, J Larrimore, EA Merry, BJ Robles
FEDS Working Paper, 2017
122017
Measuring uncertainty and its effects in the COVID-19 era
A Carriero, TE Clark, MG Marcellino, E Mertens
FRB of Cleveland Working Paper, 2020
112020
Indeterminacy and imperfect information
T Lubik, C Matthes, E Mertens
Deutsche Bundesbank Discussion Paper, 2020
102020
On the reliability of output gap estimates in real time
E Mertens
Unpublished manuscript, Federal Reserve Board, 2014
102014
The CAPM and regression tests
E Mertens
Lecture Notes for Portfolio Theory and Capital Markets, University of Basel, 2002
102002
Comments on variance of the IID estimator in Lo
E Mertens
Research Note, 2002
92002
Indeterminacy and Imperfect Information
E Mertens, C Matthes, T Lubik
2017 Meeting Papers, 2017
62017
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