Elmar Mertens - Central bank research hub

Papers by year: All | 2019 | 2018 | 2017 | 2016 | 2015 | 2013 | 2011 | 2010

Indeterminacy and Imperfect Information

by Elmar Mertens , Thomas A. Lubik and Christian Matthes

Federal Reserve Bank of Richmond Working Papers (Paper: 19-17, 08.10.2019)

JEL: C11, C32, E52
A time series model of interest rates with the effective lower bound

by Benjamin K Johannsen and Elmar Mertens

Bank for International Settlements BIS Working Papers (Paper: 715, 01.04.2018)

JEL: C32, C34, C53, E43, E47
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility

by James M. Nason and Elmar Mertens

Bank for International Settlements BIS Working Papers (Paper: 713, 01.04.2018)

Abstract

JEL: C11, C32, E31
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

by Todd E Clark , Elmar Mertens and Michael W McCracken

Bank for International Settlements BIS Working Papers (Paper: 667, 01.10.2017)

JEL: C53, E37
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

by Elmar Mertens , Todd E. Clark and Michael W. McCracken

Federal Reserve Bank of Cleveland Working Papers (Paper: 1715, 25.09.2017)

Abstract

JEL: C53, E37
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

by Elmar Mertens , Todd E. Clark and Michael W. McCracken

Federal Reserve Bank of St Louis Working Papers (Paper: 2017-26, 28.08.2017)

Abstract

JEL: C32, C53, E47
Time Series Model of Interest Rates With the Effective Lower Bound

by Elmar Mertens and Benjamin K. Johannsen

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2016-033, 03.04.2016)

Trend Inflation in Advanced Economies

by Elmar Mertens , Christine Garnier and Edward Nelson

IJCB International Journal of Central Banking (Paper: 15q4a2, 01.09.2015)

Abstract

JEL: C53, E37, E47, E58
Trend Inflation in Advanced Economies

by Elmar Mertens , Christine Garnier and Edward Nelson

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2013-74, 04.11.2013)

Abstract
Stock Prices, News, and Economic Fluctuations: Comment

by Elmar Mertens and André Kurmann

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2013-08, 06.02.2013)

Abstract
Measuring the Level and Uncertainty of Trend Inflation

by Elmar Mertens

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2011-42, 27.10.2011)

Abstract
Structural Shocks and the Comovements Between Output and Interest Rates

by Elmar Mertens

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2010-21, 26.04.2010)

Abstract

JEL: C32, E32, E43
Managing Beliefs about Monetary Policy under Discretion

by Elmar Mertens

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2010-11, 29.03.2010)

Abstract
Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?

by Elmar Mertens

Board of Governors of the Federal Reserve System Finance and Economics Discussion Series (Paper: 2010-09, 29.03.2010)

Abstract