Time series macro
Monetary policy design
Johannsen, B. K. and E. Mertens, A Time Series Model of Interest Rates With the Effective Lower Bound, Journal of Money, Credit and Banking, forthcoming.
Clark, T. E., M. W. McCracken and E. Mertens (2020), Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors, Review of Economics and Statistics, Vol. 102(1), pp. 17-33.
Mertens, E. and J. M. Nason (2020), Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility, Quantitative Economics, Vol. 11(4), pp. 1485-1520.
Mertens, E. (2016), Measuring the Level and Uncertainty of Trend Inflation, Review of Economics and Statistics, Vol. 98(5), pp. 950-967.
Mertens, E. (2016), Managing Beliefs about Monetary Policy under Discretion, Journal of Money, Credit, and Banking, Vol. 48(4), pp. 661-698.
Garnier, C., E. Mertens and E. Nelson (2015), Trend Inflation in Advanced Economies, International Journal of Central Banking, Vol. 11 (Supplement 1), pp. 65-136.
Kurmann A. and E. Mertens (2014), Stock Prices, News, and Economic Fluctuations: Comment, American Economic Review, Vol. 104(4), pp. 1439-1445.
Mertens, E. (2012), Are Spectral Estimators Useful for Long-Run Restrictions in SVARs?, Journal of Economic Dynamics and Control, Vol. 36(12), pp. 1831-1844.
Mertens, E. (2010), Structural Shocks and the Comovements between Output and Interest Rates, Journal of Economic Dynamics and Control, Vol. 34(6), pp. 1171-1186.
Bacchetta, P., E. Mertens and E. van Wincoop (2009), Predictability in Financial Markets: What do Survey Expectations Tell Us?, Journal of International Money and Finance, Vol. 28(3), pp. 406-426.
Other Working Papers and Publications
Johannsen, B. K. and E. Mertens (2018), A Time Series Model of Interest Rates With the Effective Lower Bound, BIS Working Paper 715, Bank for International Settlements.
Mertens, E. and J.M. Nason (2018), Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility, BIS Working Paper 713, Bank for International Settlements.
Clark, T.E., M. McCracken and E. Mertens, (2017), Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors, Federal Reserve Bank of Cleveland Working Paper 1715.
Lubik T., C. Matthes and E. Mertens (2017), Indeterminacy and Imperfect Information, (2017). 2017 Meeting Papers 337, Society for Economic Dynamics.
Johannsen, B. K. and E. Mertens (2016), The Expected Real Interest Rate in the Long Run: Time Series Evidence with the Effective Lower Bound, FEDS Notes, Feb 9, 2016, Board of Governors of the Federal Reserve System.
Mertens, E. (2003), Internationale Finanzmärkte, Chapter 10 in Finance compact, edited by Heinz Zimmermann, NZZ Verlag.
2018: Barcelona GSE Summer Forum; Banque de France Workshop on Monetary Policy and Asset Prices
2017: NBER Summer Institute; Barcelona GSE Summer Forum; Workshop on Time-Varying Uncertainty in Macro at the University of St. Andrews; Dynare Conference; Society for Nonlinear Dynamics and Econometrics
2016: NBER-NSF Times Series Conference (Poster Session); Conference on Real-Time Analysis at the Federal Reserve Bank of Philadelphia; International Association for Applied Econometrics; 9th ECB Workshop on Forecasting Techniques
2015: NBER Summer Institute; CIRANO/CIREQ Workshop on Data Revisions and Policy; Society for Economic Measurement
Associate Editor at the Journal of Money, Credit, and Banking.
International Journal of Central Banking; Journal of Business and Economic Statistics; Econometrica; Journal of Monetary Economics; Journal of Applied Econometrics; Quantitative Economics; Review of Economics and Statistics; American Economic Review; Journal of Economic Dynamics and Control; Studies in Nonlinear Dynamics and Econometrics; Canadian Journal of Economics; Journal of the European Economic Association; Review of Economic Dynamics; International Economic Review; European Journal of Political Economy; Journal of Forecasting; Swiss Journal of Economics and Statistics.