Browsing All of EconStor by Author Mertens, Elmar
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
2005 | Structural shocks and the comovements between output and interest rates | Mertens, Elmar |
2006 | Predictability in Financial Markets: What Do Survey Expectations Tell Us? | Bacchetta, Philippe; Mertens, Elmar; van Wincoop, Eric |
2008 | Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? | Mertens, Elmar |
2008 | Managing Beliefs about Monetary Policy under Discretion | Mertens, Elmar |
2020 | Indeterminacy and imperfect information | Lubik, Thomas A.; Matthes, Christian; Mertens, Elmar |
2020 | Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility | Mertens, Elmar; Nason, James Michael |
2022 | Addressing COVID-19 outliers in BVARs with stochastic volatility | Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar |
2023 | Precision-based sampling for state space models that have no measurement error | Mertens, Elmar |
2023 | Shadow-rate VARs | Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar |
2023 | What Is the Predictive Value of SPF Point and Density Forecasts? | Ganics, Gergely; Mertens, Elmar; Clark, Todd E. |
2024 | Constructing fan charts from the ragged edge of SPF forecasts | Clark, Todd E.; Ganics, Gergely; Mertens, Elmar |