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Elmar Mertens

Elmar Mertens

Research Interests

  • Time series macro

  • Bayesian econometrics

  • Informational frictions

  • Monetary policy design

Refereed Publications

  • 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.

Presentations

  • 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

Editorial Positions

  • Associate Editor at the Journal of Money, Credit, and Banking.

Refereeing

  • 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.

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