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Elmar Mertens

Personal Details

First Name:Elmar
Middle Name:
Last Name:Mertens
Suffix:
RePEc Short-ID:pme274
[This author has chosen not to make the email address public]
http://www.elmarmertens.com
Terminal Degree:2007 Départment d'économétrie et d'économie politique (DEEP); Faculté des Hautes Études Commerciales (HEC); Université de Lausanne (from RePEc Genealogy)

Affiliation

Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Working Papers 2429, Banco de España.
  2. Mertens, Elmar, 2023. "Precision-based sampling for state space models that have no measurement error," Discussion Papers 25/2023, Deutsche Bundesbank.
  3. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
  4. Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022. "What is the Predictive Value of SPF Point and Density Forecasts?," Working Papers 22-37, Federal Reserve Bank of Cleveland.
  5. Thomas Lubik & Christian Matthes & Elmar Mertens, 2022. "Online Appendix to "Indeterminacy and Imperfect Information"," Online Appendices 20-377, Review of Economic Dynamics.
  6. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Forecasting with Shadow-Rate VARs," Working Papers 21-09, Federal Reserve Bank of Cleveland.
  7. Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd & Mertens, Elmar, 2021. "Measuring Uncertainty and Its Effects in the COVID-19 Era," CEPR Discussion Papers 15965, C.E.P.R. Discussion Papers.
  8. Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," CEPR Discussion Papers 15964, C.E.P.R. Discussion Papers.
  9. Thomas A. Lubik & Christian Matthes & Elmar Mertens, 2019. "Indeterminacy and Imperfect Information," Working Paper 19-17, Federal Reserve Bank of Richmond.
  10. Benjamin K Johannsen & Elmar Mertens, 2018. "A time series model of interest rates with the effective lower bound," BIS Working Papers 715, Bank for International Settlements.
  11. Elmar Mertens & James M. Nason, 2018. "Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility," BIS Working Papers 713, Bank for International Settlements.
  12. Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
  13. Benjamin K. Johannsen & Elmar Mertens, 2016. "The Expected Real Interest Rate in the Long Run : Time Series Evidence with the Effective Lower Bound," FEDS Notes 2016-02-09, Board of Governors of the Federal Reserve System (U.S.).
  14. Christine Garnier & Elmar Mertens & Edward Nelson, 2013. "Trend inflation in advanced economies," Finance and Economics Discussion Series 2013-74, Board of Governors of the Federal Reserve System (U.S.).
  15. Andre Kurmann & Elmar Mertens, 2013. "Stock prices, news, and economic fluctuations: comment," Finance and Economics Discussion Series 2013-08, Board of Governors of the Federal Reserve System (U.S.).
  16. Elmar Mertens, 2011. "Measuring the level and uncertainty of trend inflation," Finance and Economics Discussion Series 2011-42, Board of Governors of the Federal Reserve System (U.S.).
  17. Elmar Mertens, 2010. "Structural shocks and the comovements between output and interest rates," Finance and Economics Discussion Series 2010-21, Board of Governors of the Federal Reserve System (U.S.).
  18. Elmar Mertens, 2010. "Discreet Commitments and Discretion of Policymakers with Private Information," 2010 Meeting Papers 763, Society for Economic Dynamics.
  19. Elmar Mertens, 2010. "Managing beliefs about monetary policy under discretion," Finance and Economics Discussion Series 2010-11, Board of Governors of the Federal Reserve System (U.S.).
  20. Elmar Mertens, 2010. "Are spectral estimators useful for implementing long-run restrictions in SVARs?," Finance and Economics Discussion Series 2010-09, Board of Governors of the Federal Reserve System (U.S.).
  21. Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Swiss Finance Institute Research Paper Series 06-15, Swiss Finance Institute, revised Jun 2006.
  22. Elmar Mertens, 2005. "Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer," Working Papers 05.05, Swiss National Bank, Study Center Gerzensee.

Articles

  1. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2024. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1403-1417, September.
  2. Mertens, Elmar, 2023. "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
  3. Thomas Lubik & Christian Matthes & Elmar Mertens, 2023. "Indeterminacy and Imperfect Information," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 37-57, July.
  4. Benjamin K. Johannsen & Elmar Mertens, 2021. "A Time‐Series Model of Interest Rates with the Effective Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 1005-1046, August.
  5. Elmar Mertens & James M. Nason, 2020. "Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility," Quantitative Economics, Econometric Society, vol. 11(4), pages 1485-1520, November.
  6. Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
  7. Elmar Mertens, 2016. "Managing Beliefs about Monetary Policy under Discretion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 661-698, June.
  8. Elmar Mertens, 2016. "Measuring the Level and Uncertainty of Trend Inflation," The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 950-967, December.
  9. Christine Garnier & Elmar Mertens & Edward Nelson, 2015. "Trend Inflation in Advanced Economies," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 65-136, September.
  10. Andr? Kurmann & Elmar Mertens, 2014. "Stock Prices, News, and Economic Fluctuations: Comment," American Economic Review, American Economic Association, vol. 104(4), pages 1439-1445, April.
  11. Mertens, Elmar, 2012. "Are spectral estimators useful for long-run restrictions in SVARs?," Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1831-1844.
  12. Mertens, Elmar, 2010. "Structural shocks and the comovements between output and interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1171-1186, June.
  13. Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009. "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 406-426, April.

Software components

  1. Thomas Lubik & Christian Matthes & Elmar Mertens, 2022. "Code and data files for "Indeterminacy and Imperfect Information"," Computer Codes 20-377, Review of Economic Dynamics.

Chapters

  1. Todd E. Clark & Elmar Mertens, 2024. "Survey expectations and forecast uncertainty," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 12, pages 305-333, Edward Elgar Publishing.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 34 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (24) 2008-12-07 2010-03-20 2010-05-15 2011-11-07 2013-11-09 2015-03-22 2016-05-08 2016-09-04 2017-09-10 2017-10-01 2017-10-08 2017-11-12 2018-04-23 2018-05-28 2019-01-14 2019-11-11 2020-02-17 2020-11-09 2021-03-01 2021-05-10 2021-05-10 2021-05-31 2022-05-30 2023-09-04. Author is listed
  2. NEP-MON: Monetary Economics (17) 2008-12-07 2010-03-20 2010-05-15 2011-11-07 2013-11-09 2015-03-22 2016-05-08 2016-09-04 2017-08-06 2017-09-10 2017-10-01 2017-10-08 2018-04-23 2018-05-28 2019-11-11 2020-02-17 2021-05-31. Author is listed
  3. NEP-ECM: Econometrics (14) 2008-04-15 2010-03-20 2013-02-16 2016-05-08 2017-09-10 2017-11-12 2018-04-23 2021-03-01 2021-05-31 2022-12-19 2023-01-02 2023-09-04 2023-10-02 2024-09-02. Author is listed
  4. NEP-ETS: Econometric Time Series (12) 2008-04-15 2010-03-20 2016-05-08 2017-10-01 2017-10-08 2017-11-12 2018-04-23 2018-05-28 2020-11-09 2021-03-01 2023-09-04 2023-10-02. Author is listed
  5. NEP-ORE: Operations Research (10) 2017-09-10 2017-10-01 2017-10-08 2017-11-12 2018-04-23 2019-01-14 2019-11-11 2020-02-17 2021-03-01 2021-05-10. Author is listed
  6. NEP-FOR: Forecasting (9) 2013-11-09 2017-09-10 2017-10-01 2017-11-12 2019-01-14 2021-03-01 2021-05-10 2021-05-31 2022-05-30. Author is listed
  7. NEP-CBA: Central Banking (6) 2007-01-28 2008-12-07 2010-03-20 2010-05-15 2011-11-07 2013-11-09. Author is listed
  8. NEP-RMG: Risk Management (6) 2006-10-28 2007-01-28 2017-09-10 2017-11-12 2019-01-14 2022-05-30. Author is listed
  9. NEP-DGE: Dynamic General Equilibrium (3) 2017-08-06 2019-11-11 2020-02-17
  10. NEP-MIC: Microeconomics (3) 2017-08-06 2019-11-11 2020-02-17
  11. NEP-CFN: Corporate Finance (1) 2006-10-28
  12. NEP-CTA: Contract Theory and Applications (1) 2010-03-20
  13. NEP-FIN: Finance (1) 2006-10-28
  14. NEP-FMK: Financial Markets (1) 2013-02-16
  15. NEP-GTH: Game Theory (1) 2019-11-11
  16. NEP-PKE: Post Keynesian Economics (1) 2016-05-08

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