Elmar Mertens : Citation Profile

Are you Elmar Mertens?

Deutsche Bundesbank

10

H index

10

i10 index

505

Citations

RESEARCH PRODUCTION:

13

Articles

39

Papers

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 28
   Journals where Elmar Mertens has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 20 (3.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme274
   Updated: 2024-04-18    RAS profile: 2024-03-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Clark, Todd (10)

Marcellino, Massimiliano (7)

Matthes, Christian (5)

Lubik, Thomas (3)

Ganics, Gergely (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Elmar Mertens.

Is cited by:

Adam, Klaus (14)

Ascari, Guido (11)

Poon, Aubrey (11)

Banbura, Marta (11)

Beckmann, Joscha (11)

Ricco, Giovanni (10)

Stillwagon, Josh (10)

Nagel, Stefan (9)

Clark, Todd (9)

Matthes, Christian (8)

Cogley, Timothy (8)

Cites to:

Watson, Mark (32)

Clark, Todd (28)

Christiano, Lawrence (27)

King, Robert (24)

Sargent, Thomas (22)

Eichenbaum, Martin (20)

Diebold, Francis (19)

Smets, Frank (18)

Cogley, Timothy (18)

Giannone, Domenico (18)

Schorfheide, Frank (17)

Main data

Where Elmar Mertens has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control3
The Review of Economics and Statistics2
Review of Economic Dynamics2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)7
Working Papers / Federal Reserve Bank of Cleveland6
Discussion Papers / Deutsche Bundesbank4
Working Papers / Swiss National Bank, Study Center Gerzensee4
BIS Working Papers / Bank for International Settlements3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3

Recent works citing Elmar Mertens (2024 and 2023)

YearTitle of citing document
2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

Full description at Econpapers || Download paper

2023Bayesian Nonlinear Regression using Sums of Simple Functions. (2023). Huber, Florian. In: Papers. RePEc:arx:papers:2312.01881.

Full description at Econpapers || Download paper

2023Effects of Supply, Demand, and Labor Market Shocks in the Mexican Manufacturing Sector. (2023). Leonardo, Torre Cepeda ; Fernando, Colunga L. In: Working Papers. RePEc:bdm:wpaper:2023-10.

Full description at Econpapers || Download paper

2023Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: Discussion Papers. RePEc:cfm:wpaper:2320.

Full description at Econpapers || Download paper

2023The Long-Run Phillips Curve is ... a Curve. (2023). Bonomolo, Paolo ; Haque, Qazi ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:789.

Full description at Econpapers || Download paper

2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

Full description at Econpapers || Download paper

2023Underlying inflation and asymmetric risks. (2023). Leiva-Leon, Danilo ; Pacce, Matias ; le Bihan, Herve. In: Working Paper Series. RePEc:ecb:ecbwps:20232848.

Full description at Econpapers || Download paper

2023BEAST: A model for the assessment of system-wide risks and macroprudential policies. (2023). Boucherie, Louis ; Janokova, Martina ; Velasco, Sofia ; Panos, Jiri ; Lampe, Max ; Dimitrov, Ivan ; Vagliano, Gianluca ; Gross, Johannes ; Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20232855.

Full description at Econpapers || Download paper

2023What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875.

Full description at Econpapers || Download paper

2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

Full description at Econpapers || Download paper

2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

Full description at Econpapers || Download paper

2023Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x.

Full description at Econpapers || Download paper

2023The Phillips curve at 65: Time for time and frequency. (2023). Soares, Maria Joana ; Aguiar-Conraria, Luis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300026x.

Full description at Econpapers || Download paper

2023Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Liu, Ding ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000366.

Full description at Econpapers || Download paper

2023Modelling monetary policy’s impact on labour markets under Covid-19. (2023). Evgenidis, Anastasios ; Fasianos, Apostolos. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002665.

Full description at Econpapers || Download paper

2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

Full description at Econpapers || Download paper

2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

Full description at Econpapers || Download paper

2023Large stochastic volatility in mean VARs. (2023). Poon, Aubrey ; Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x.

Full description at Econpapers || Download paper

2023Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063.

Full description at Econpapers || Download paper

2023Measuring macroeconomic uncertainty: A cross-country analysis. (2023). Dibiasi, Andreas ; Sarferaz, Samad. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000120.

Full description at Econpapers || Download paper

2023Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic. (2023). Wong, Benjamin ; Morley, James ; Sun, Yiqiao ; Rodriguez-Palenzuela, Diego. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000144.

Full description at Econpapers || Download paper

2023The informational effect of monetary policy and the case for policy commitment. (2023). Jia, Chengcheng. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s0014292123000971.

Full description at Econpapers || Download paper

2023From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting. (2023). Kruger, Fabian ; Kachele, Fabian ; Grothe, Oliver. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001007.

Full description at Econpapers || Download paper

2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

Full description at Econpapers || Download paper

2023The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002311.

Full description at Econpapers || Download paper

2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

Full description at Econpapers || Download paper

2023Rational distorted beliefs investor; which risk matters?. (2023). Moutanabbir, Khouzeima ; Bouaddi, Mohammed. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006080.

Full description at Econpapers || Download paper

2023Extrapolative beliefs about Bitcoin returns. (2023). Petkova, Ralitsa. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004415.

Full description at Econpapers || Download paper

2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

Full description at Econpapers || Download paper

2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

Full description at Econpapers || Download paper

2023The power of narrative sentiment in economic forecasts. (2023). Sharpe, Steven ; Hollrah, Christopher A ; Sinha, Nitish R. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1097-1121.

Full description at Econpapers || Download paper

2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

Full description at Econpapers || Download paper

2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

Full description at Econpapers || Download paper

2023Extrapolative asset pricing. (2023). Liu, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000479.

Full description at Econpapers || Download paper

2023Dynamics of subjective risk premia. (2023). Xu, Zhengyang ; Nagel, Stefan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001459.

Full description at Econpapers || Download paper

2023An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia. (2023). Hensher, David A ; Zeng, Jingjing ; Li, Zheng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:169:y:2023:i:c:s0965856423000149.

Full description at Econpapers || Download paper

2023Improving Inflation Forecasts Using Robust Measures. (2022). Verbrugge, Randal ; Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:94549.

Full description at Econpapers || Download paper

2023The Distributional Predictive Content of Measures of Inflation Expectations. (2023). Zaman, Saeed ; Mitchell, James. In: Working Papers. RePEc:fip:fedcwq:97395.

Full description at Econpapers || Download paper

2023The Role of Wages in Trend Inflation: Back to the 1980s?. (2023). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-22.

Full description at Econpapers || Download paper

2023Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Nicolo, Giovanni ; Bianchi, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96640.

Full description at Econpapers || Download paper

2023Estimating trend inflation in a regime-switching Phillips curve. (2023). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:750.

Full description at Econpapers || Download paper

2023Forecasting returns instead of prices exacerbates financial bubbles. (2023). Tuinstra, Jan ; Kopanyi-Peuker, Anita ; Hommes, Cars ; Hanaki, Nobuyuki. In: Experimental Economics. RePEc:kap:expeco:v:26:y:2023:i:5:d:10.1007_s10683-023-09815-9.

Full description at Econpapers || Download paper

2023Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona. In: MPRA Paper. RePEc:pra:mprapa:73481.

Full description at Econpapers || Download paper

2023The Development of Local Currency Bond Markets and Uncovered Interest Rate Parity. (2023). Shin, Kwanho ; Park, Cyn-Young. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0677.

Full description at Econpapers || Download paper

2023Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?. (2023). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02265-x.

Full description at Econpapers || Download paper

2023Noise shocks and business cycle fluctuations in three major European Economies. (2023). Reigl, Nicolas. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02272-y.

Full description at Econpapers || Download paper

2023Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2.

Full description at Econpapers || Download paper

2023Economic forecasting in a pandemic: some evidence from Singapore. (2023). Choy, Keen Meng ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02311-8.

Full description at Econpapers || Download paper

2023Imperfect Information and Hidden Dynamics. (2023). Levine, Paul ; Yang, BO ; Wright, Stephen ; Pearlman, Joseph. In: School of Economics Discussion Papers. RePEc:sur:surrec:1223.

Full description at Econpapers || Download paper

2023Structural shocks and trend inflation. (2023). Bowen, Ivan Mendieta-Muoz. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2023_04.

Full description at Econpapers || Download paper

2023Seize the Last Day: Period-End-Point Sampling for Forecasts of Temporally Aggregated Data. (2023). Reinhard, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:bm0142.

Full description at Econpapers || Download paper

2023Inflation expectations and nonlinearities in the Phillips curve. (2023). Sheremirov, Viacheslav ; Nunes, Ricardo ; Rao, Nikhil ; Doser, Alexander. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:453-471.

Full description at Econpapers || Download paper

2023Understanding trend inflation through the lens of the goods and services sectors. (2023). Wong, Benjamin ; Eo, Yunjong ; Uzeda, Luis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:751-766.

Full description at Econpapers || Download paper

2023The role of expectations for currency crisis dynamics—The case of the Turkish lira. (2023). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:625-642.

Full description at Econpapers || Download paper

2023Does Real?Time Macroeconomic Information Help to Predict Interest Rates?. (2023). Coroneo, Laura ; Caruso, Alberto. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:8:p:2027-2059.

Full description at Econpapers || Download paper

2023News Shocks, Business Cycles, and the Disinflation Puzzle. (2023). Kemoe, Laurent ; Bouakez, Hafedh. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:8:p:2115-2151.

Full description at Econpapers || Download paper

2023Innovation During Challenging Times. (2023). Zubairy, Sarah ; Cascaldi-Garcia, Danilo ; Vukoti, Marija. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1475.

Full description at Econpapers || Download paper

2023The macroeconomic effects of inflation uncertainty. (2023). Prieto, Esteban ; Metiu, Norbert. In: Discussion Papers. RePEc:zbw:bubdps:280419.

Full description at Econpapers || Download paper

2023The role of expectations for currency crisis dynamics - The case of the Turkish lira. (2023). Czudaj, Robert ; Beckmann, Joscha. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:279397.

Full description at Econpapers || Download paper

2023Sticky information and the Taylor rule. (2023). Tzaawa-Krenzler, Mary ; Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:189.

Full description at Econpapers || Download paper

Works by Elmar Mertens:

YearTitleTypeCited
2014Stock Prices, News, and Economic Fluctuations: Comment In: American Economic Review.
[Full Text][Citation analysis]		article27
2013Stock prices, news, and economic fluctuations: comment.(2013) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors In: BIS Working Papers.
[Full Text][Citation analysis]		paper27
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2020Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2020) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility In: BIS Working Papers.
[Full Text][Citation analysis]		paper30
2015Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility.(2015) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2017Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility.(2017) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2020Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility.(2020) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2018A time series model of interest rates with the effective lower bound In: BIS Working Papers.
[Full Text][Citation analysis]		paper40
2016A Time Series Model of Interest Rates With the Effective Lower Bound.(2016) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2021A Time?Series Model of Interest Rates with the Effective Lower Bound.(2021) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
2006Predictability in Financial Markets: What Do Survey Expectations Tell Us? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper164
2006Predictability in Financial Markets: What Do Survey Expectations Tell Us?.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 164		paper
2009Predictability in financial markets: What do survey expectations tell us?.(2009) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 164		article
2006Predictability in Financial Markets: What Do Survey Expectations Tell Us?.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 164		paper
2006Predictability in Financial Markets: What Do Survey Expectations Tell Us?.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 164		paper
2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper39
2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2022Addressing COVID-19 outliers in BVARs with stochastic volatility.(2022) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2021Measuring Uncertainty and Its Effects in the COVID-19 Era In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2022Measuring Uncertainty and Its Effects in the COVID-19 Era.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2023Precision-based sampling for state space models that have no measurement error In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2023Precision-based sampling for state space models that have no measurement error.(2023) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2010Structural shocks and the comovements between output and interest rates In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2010Structural shocks and the comovements between output and interest rates.(2010) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2012Are spectral estimators useful for long-run restrictions in SVARs? In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2021Forecasting with Shadow-Rate VARs In: Working Papers.
[Full Text][Citation analysis]		paper1
2022Constructing Fan Charts from the Ragged Edge of SPF Forecasts In: Working Papers.
[Full Text][Citation analysis]		paper0
2022What is the Predictive Value of SPF Point and Density Forecasts? In: Working Papers.
[Full Text][Citation analysis]		paper0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2010Are spectral estimators useful for implementing long-run restrictions in SVARs? In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
2008Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2010Managing beliefs about monetary policy under discretion In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper15
2008Managing Beliefs about Monetary Policy under Discretion?.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2016Managing Beliefs about Monetary Policy under Discretion.(2016) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2011Measuring the level and uncertainty of trend inflation In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper87
2016Measuring the Level and Uncertainty of Trend Inflation.(2016) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87		article
2013Trend inflation in advanced economies In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper33
2015Trend Inflation in Advanced Economies.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2016The Expected Real Interest Rate in the Long Run : Time Series Evidence with the Effective Lower Bound In: FEDS Notes.
[Full Text][Citation analysis]		paper15
2019Indeterminacy and Imperfect Information In: Working Paper.
[Full Text][Citation analysis]		paper6
2023Indeterminacy and Imperfect Information.(2023) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2017Indeterminacy and Imperfect Information.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2020Indeterminacy and imperfect information.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2022Online Appendix to Indeterminacy and Imperfect Information In: Online Appendices.
[Full Text][Citation analysis]		paper2
2023Indeterminacy and Imperfect Information.(2023) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2010Discreet Commitments and Discretion of Policymakers with Private Information In: 2010 Meeting Papers.
[Full Text][Citation analysis]		paper3
2005Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer. In: Working Papers.
[Full Text][Citation analysis]		paper1
2023Shadow-rate VARs In: Discussion Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team