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
2262009
Measuring the level and uncertainty of trend inflation
E Mertens
Review of Economics and Statistics 98 (5), 950-967, 2016
752016
A Time‐Series Model of Interest Rates with the Effective Lower Bound
BK Johannsen, E Mertens
Journal of Money, Credit and Banking, 2016
682016
Trend inflation in advanced economies
C Garnier, E Mertens, E Nelson
FEDS Working Paper, 2013
452013
Stock prices, news, and economic fluctuations: Comment
A Kurmann, E Mertens
American Economic Review 104 (4), 1439-45, 2014
412014
The expected real interest rate in the long run: Time series evidence with the effective lower bound
BK Johannsen, E Mertens
FEDS Notes, 2016
352016
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
302020
Comments on variance of the IID estimator in Lo (2002)
E Mertens
Technical report, Working Paper University of Basel …, 2002
302002
Measuring the level and uncertainty of trend inflation
E Mertens
FEDS Working Paper, 2011
212011
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility
E Mertens, JM Nason
Quantitative Economics 11 (4), 1485-1520, 2020
202020
Structural shocks and the comovements between output and interest rates
E Mertens
Journal of Economic Dynamics and Control 34 (6), 1171-1186, 2010
152010
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
122002
On the reliability of output gap estimates in real time
E Mertens
Unpublished manuscript, Federal Reserve Board, 2014
102014
Addressing COVID-19 outliers in BVARs with stochastic volatility
A Carriero, TE Clark, MG Marcellino, E Mertens
CEPR Discussion Paper No. DP15964, 2021
92021
Indeterminacy and Imperfect Information
E Mertens, C Matthes, T Lubik
2017 Meeting Papers, 2017
92017
The CAPM and regression tests
E Mertens
Lecture Notes for Portfolio Theory and Capital Markets, University of Basel, 2002
92002
Comments on variance of the IID estimator in Lo
E Mertens
Research Note, 2002
82002
Measuring uncertainty and its effects in the COVID-19 era
A Carriero, TE Clark, MG Marcellino, E Mertens
CEPR Discussion Paper No. DP15965, 2021
62021
Indeterminacy and imperfect information
T Lubik, C Matthes, E Mertens
Deutsche Bundesbank Discussion Paper, 2020
62020
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