Concepedia

Elmar Mertens

EM

17

Publications

852

Citations

12

H-Index

2008

Active since

Affiliations

Deutsche Bundesbank(Current)

Federal Reserve Board of Governors

Federal Reserve

Federal Reserve Bank of Cleveland

Queen Mary University of London

Elmar Mertens is an author at Deutsche Bundesbank specializing in finance, economics, and business.

Top concepts

BusinessFinanceEconomicsStatisticsMacroeconomicsFinancial EconomicsMonetary PolicyEconomic AnalysisTime Series EconometricsEngineering

Publications per year

2008–2022

17

Publications

17

Predictability in financial markets: What do survey expectations tell us?

Philippe Bacchetta, Elmar Mertens, Eric van Wincoop · Journal of International Money and Finance · 2008 · 256 citations

Economics, Financial Economics, Asset Pricing +7

Measuring the Level and Uncertainty of Trend Inflation

Elmar Mertens · The Review of Economics and Statistics · 2016 · 114 citations

Economics, Monetary Policy, Inflation Expectations +13

Addressing COVID-19 Outliers in BVARs with Stochastic Volatility

Andrea Carriero, Todd E. Clark, Massimiliano Marcellino et al. · The Review of Economics and Statistics · 2022 · 107 citations · Full text

Forecasting Methodology, Volatility Modeling, Engineering +16

A Time Series Model of Interest Rates With the Effective Lower Bound

Benjamin K. Johannsen, Elmar Mertens · Finance and Economics Discussion Series · 2016 · 70 citations · Full text

Term Structure Model, Macroeconomic Forecasting, Economic Fluctuation +19

A Time‐Series Model of Interest Rates with the Effective Lower Bound

Benjamin K. Johannsen, Elmar Mertens · Journal of money credit and banking · 2021 · 57 citations · Full text

Term Structure Model, Macroeconomic Forecasting, Economic Fluctuation +20

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