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Elmar Mertens

This is information that was supplied by Elmar Mertens in registering through RePEc. If you are Elmar Mertens, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

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

Affiliation

Basel, Switzerland
http://www.bis.org/

: (41) 61 - 280 80 80
(41) 61 - 280 91 00
Centralbahnplatz 2, CH - 4002 Basel
RePEc:edi:bisssch (more details at EDIRC)

Works

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Working Papers

  1. Elmar Mertens & Christian Matthes & Thomas Lubik, 2017. "Indeterminacy and Imperfect Information," 2017 Meeting Papers 337, Society for Economic Dynamics.
  2. Benjamin K. Johannsen & Elmar Mertens, 2016. "A Time Series Model of Interest Rates With the Effective Lower Bound," Finance and Economics Discussion Series 2016-033, Board of Governors of the Federal Reserve System (U.S.).
  3. Benjamin K. Johannsen & Elmar Mertens, 2016. "The Expected Real Interest Rate in the Long Run : Time Series Evidence with the Effective Lower Bound," FEDS Notes 2016-02-09, Board of Governors of the Federal Reserve System (U.S.).
  4. Elmar Mertens & James M Nason, 2015. "Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility," CAMA Working Papers 2015-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. 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.).
  6. 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.).
  7. 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.).
  8. 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.).
  9. Elmar Mertens, 2010. "Discreet Commitments and Discretion of Policymakers with Private Information," 2010 Meeting Papers 763, Society for Economic Dynamics.
  10. Elmar Mertens, 2008. "Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?," Working Papers 08.01, Swiss National Bank, Study Center Gerzensee.
  11. Elmar Mertens, 2008. "Managing Beliefs about Monetary Policy under Discretion?," Working Papers 08.02, Swiss National Bank, Study Center Gerzensee.
  12. 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.
  13. 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. Elmar Mertens, 2016. "Managing Beliefs about Monetary Policy under Discretion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 661-698, 06.
  2. Elmar Mertens, 2016. "Measuring the Level and Uncertainty of Trend Inflation," The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 950-967, December.
  3. Christine Garnier & Elmar Mertens & Edward Nelson, 2015. "Trend Inflation in Advanced Economies," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 65-136, September.
  4. Andr? Kurmann & Elmar Mertens, 2014. "Stock Prices, News, and Economic Fluctuations: Comment," American Economic Review, American Economic Association, vol. 104(4), pages 1439-1445, April.
  5. 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.
  6. 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.
  7. 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.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (8) 2008-12-07 2010-03-20 2010-05-15 2011-11-07 2013-11-09 2015-03-22 2016-05-08 2016-09-04. Author is listed
  2. NEP-MON: Monetary Economics (8) 2008-12-07 2010-03-20 2010-05-15 2011-11-07 2013-11-09 2015-03-22 2016-05-08 2016-09-04. Author is listed
  3. 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
  4. NEP-ECM: Econometrics (4) 2008-04-15 2010-03-20 2013-02-16 2016-05-08. Author is listed
  5. NEP-ETS: Econometric Time Series (3) 2008-04-15 2010-03-20 2016-05-08. Author is listed
  6. NEP-RMG: Risk Management (2) 2006-10-28 2007-01-28
  7. NEP-CFN: Corporate Finance (1) 2006-10-28
  8. NEP-CTA: Contract Theory & Applications (1) 2010-03-20
  9. NEP-FIN: Finance (1) 2006-10-28
  10. NEP-FMK: Financial Markets (1) 2013-02-16
  11. NEP-FOR: Forecasting (1) 2013-11-09
  12. NEP-PKE: Post Keynesian Economics (1) 2016-05-08

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