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Elmar Mertens

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Personal Details

First Name:Elmar
Middle Name:
Last Name:Mertens
Suffix:
RePEc Short-ID:pme274
Email:
Homepage:http://www.elmarmertens.com
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Affiliation

Location: Washington, District of Columbia (United States)
Homepage: http://www.federalreserve.gov/
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Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
Handle: RePEc:edi:frbgvus (more details at EDIRC)

Works

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Working Papers

  1. 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.).
  2. André 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.).
  3. 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.).
  4. 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.).
  5. Elmar Mertens, 2010. "Discreet Commitments and Discretion of Policymakers with Private Information," 2010 Meeting Papers 763, Society for Economic Dynamics.
  6. Elmar Mertens, 2008. "Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?," Working Papers 08.01, Swiss National Bank, Study Center Gerzensee.
  7. Elmar Mertens, 2008. "Managing Beliefs about Monetary Policy under Discretion?," Working Papers 08.02, Swiss National Bank, Study Center Gerzensee.
  8. Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers 06.04, Swiss National Bank, Study Center Gerzensee.
  9. 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. Andr? Kurmann & Elmar Mertens, 2014. "Stock Prices, News, and Economic Fluctuations: Comment," American Economic Review, American Economic Association, vol. 104(4), pages 1439-45, April.
  2. 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.
  3. 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.
  4. 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.

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. 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
  2. NEP-CFN: Corporate Finance (1) 2006-10-28
  3. NEP-CTA: Contract Theory & Applications (1) 2010-03-20
  4. NEP-ECM: Econometrics (3) 2008-04-15 2010-03-20 2013-02-16. Author is listed
  5. NEP-ETS: Econometric Time Series (2) 2008-04-15 2010-03-20
  6. NEP-FIN: Finance (1) 2006-10-28
  7. NEP-FMK: Financial Markets (1) 2013-02-16
  8. NEP-FOR: Forecasting (1) 2013-11-09
  9. NEP-MAC: Macroeconomics (5) 2008-12-07 2010-03-20 2010-05-15 2011-11-07 2013-11-09. Author is listed
  10. NEP-MON: Monetary Economics (5) 2008-12-07 2010-03-20 2010-05-15 2011-11-07 2013-11-09. Author is listed
  11. NEP-RMG: Risk Management (2) 2006-10-28 2007-01-28

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