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
2072009
Measuring the level and uncertainty of trend inflation
E Mertens
Review of Economics and Statistics 98 (5), 950-967, 2016
612016
A time series model of interest rates with the effective lower bound
BK Johannsen, E Mertens
BIS Working Paper, 2018
562018
The expected real interest rate in the long run: Time series evidence with the effective lower bound
BK Johannsen, E Mertens
FEDS Notes, 2016
392016
Stock prices, news, and economic fluctuations: Comment
A Kurmann, E Mertens
American Economic Review 104 (4), 1439-45, 2014
392014
Trend inflation in advanced economies
C Garnier, E Mertens, E Nelson
FEDS Working Paper, 2013
342013
Comments on variance of the IID estimator in Lo (2002)
E Mertens
University of Basel Working Paper, 2002
262002
Measuring the level and uncertainty of trend inflation
E Mertens
FEDS Working Paper, 2011
182011
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
162020
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility
E Mertens, JM Nason
CAMA Working Paper, 2017
152017
Structural shocks and the comovements between output and interest rates
E Mertens
Journal of Economic Dynamics and Control 34 (6), 1171-1186, 2010
142010
Indeterminacy and imperfect information
T Lubik, C Matthes, E Mertens
Deutsche Bundesbank Discussion Paper, 2020
132020
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
112002
Managing beliefs about monetary policy under discretion
E Mertens
FEDS Working Paper, 2010
102010
On the reliability of output gap estimates in real time
E Mertens
Unpublished manuscript, Federal Reserve Board, 2014
92014
The CAPM and regression tests
E Mertens
Lecture Notes for Portfolio Theory and Capital Markets, University of Basel, 2002
82002
Comments on variance of the IID estimator in Lo
E Mertens
Research Note, 2002
72002
The shadow rate of interest, macroeconomic trends, and time-varying uncertainty
BK Johannsen, E Mertens
Unpublished manuscript, 2015
62015
Are spectral estimators useful for long-run restrictions in SVARs?
E Mertens
Journal of Economic Dynamics and Control 36 (12), 1831-1844, 2012
62012
Managing beliefs about monetary policy under discretion
E Mertens
Journal of Money, Credit and Banking 48 (4), 661-698, 2016
52016
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Articles 1–20