Elmar Mertens : Citation Profile

European Central Bank

10

H index

10

i10 index

598

Citations

RESEARCH PRODUCTION:

15

Articles

42

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 29
   Journals where Elmar Mertens has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 21 (3.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme274
   Updated: 2025-11-08    RAS profile: 2025-08-07    
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Relations with other researchers

Works with:

Clark, Todd (16)

Marcellino, Massimiliano (9)

Ganics, Gergely (6)

Matthes, Christian (4)

Carriero, Andrea (4)

Lubik, Thomas (2)

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

Is cited by:

Banbura, Marta (16)

Ascari, Guido (14)

Adam, Klaus (14)

Poon, Aubrey (11)

Beckmann, Joscha (11)

Stillwagon, Josh (10)

Ricco, Giovanni (10)

Leiva-Leon, Danilo (9)

Nagel, Stefan (9)

Clark, Todd (9)

Menz, Jan-Oliver (8)

Cites to:

Watson, Mark (32)

Christiano, Lawrence (27)

Clark, Todd (25)

King, Robert (24)

Sargent, Thomas (21)

Eichenbaum, Martin (20)

Diebold, Francis (19)

Giannone, Domenico (18)

Smets, Frank (18)

Cogley, Timothy (17)

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 Statistics3
Review of Economic Dynamics2
Journal of Money, Credit and Banking2
Quantitative Economics2

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 Cleveland7
Discussion Papers / Deutsche Bundesbank5
Working Papers / Swiss National Bank, Study Center Gerzensee4
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
BIS Working Papers / Bank for International Settlements3

Recent works citing Elmar Mertens (2025 and 2024)

YearTitle of citing document
2024Szacunki i projekcje naturalnej stopy procentowej dla Polski i strefy euro. (2024). Bielecki, Marcin ; Brzoza-Brzezina, Micha ; Baejowska, Aneta ; Kuziemska-Pawlak, Kamila ; Szafraski, Grzegorz. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361237.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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

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2024SVARs with breaks: Identification and inference. (2024). Bacchiocchi, Emanuele ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2405.04973.

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2025Binary Outcome Models with Extreme Covariates: Estimation and Prediction. (2025). Liu, Laura ; Wang, Yulong. In: Papers. RePEc:arx:papers:2502.16041.

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2025Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649.

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2025Large Bayesian VARs for Binary and Censored Variables. (2025). Pfarrhofer, Michael ; Chan, Joshua. In: Papers. RePEc:arx:papers:2506.01422.

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2025Tracking the economy at high frequency. (2025). Jarr, Juan ; Garc, Freddy. In: Papers. RePEc:arx:papers:2507.07450.

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2025Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework. (2025). Pruser, Jan ; Hou, Chenghan ; Fu, Bowen. In: Papers. RePEc:arx:papers:2510.05802.

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2025Stochastic Volatility-in-mean VARs with Time-Varying Skewness. (2025). Mumtaz, Haroon ; Skoblar, Ana ; Ferreira, Leonardo N. In: Papers. RePEc:arx:papers:2510.08415.

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2025Job insecurity and equilibrium determinacy in a rational expectations, New Keynesian model with asymmetric information. A theoretical analysis. (2025). Vota, Luca ; Errichiello, Luisa. In: Papers. RePEc:arx:papers:2510.11125.

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2024Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750.

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202430 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007.

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2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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2024Has the Phillips curve flattened?. (2024). Rossi, Barbara ; Inoue, Atsushi ; Wang, Yiru. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:22.

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2025Beyond Aggregates: A Dual Lens on Eurozone Trend Inflation. (2025). Yakut, Dilan Aydin. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/25.

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2024Speculating on Higher Order Beliefs. (2024). Schmidt-Engelbertz, Paul ; Vasudevan, Kaushik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11217.

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2025Long-Run Inflation Expectations. (2025). Rast, Sebastian ; Melosi, Leonardo. In: Working Papers. RePEc:dnb:dnbwpp:829.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2025A strategic view on the economic and inflation environment in the euro area. (2025). Wauters, Joris ; Valderrama, Maria ; Röhe, Oke ; Pönkä, Harri ; Paredes, Joan ; Parker, Miles ; Meunier, Baptiste ; Meyler, Aidan ; Manu, Ana-Simona ; Mazelis, Falk ; Kataryniuk, Iván ; Gulan, Adam ; Grimaud, Alex ; De Backer, Bruno ; Checherita Westphal, Cristina ; Benatti, Nicola ; Banbura, Marta ; Venditti, Fabrizio ; Kase, Hanno ; Aguilar, Pablo ; Gareis, Johannes ; Pnk, Harri ; Roma, Moreno ; Luketina, Marko ; Cova, Pietro ; Battistini, Niccol ; Kobayashi, Alicja ; Gallegos, Jose Elias ; Reedik, Reet ; Brand, Claus ; Lawton, Neil ; Hoeberichts, Marco ; Albertazzi, Ugo ; Sigwalt, Antoine ; Lydon, Reamonn ; Dorrucci, Ettore ; Ciccarelli, Matteo ; Muggenthaler-Gerathewohl, Philip ; Goy, Gavin ; Tth, MT ; Bobeica, Elena ; Kornprobst, Antoine ; Angelini, Elena ; Hutchinson, John ; Esposito, Claudia ; Schupp, Fabian ; Martorana, Giulia ; Dedola, Luca ; Kilponen, Juha ; Manzoni, Claudio ; Georgarakos, Dimitris ; Szrfi, Bla ; Dossche, Maarten ; Lisack, Nomie ; Botelho, Vasco ; Hynck, Christian ; Attinasi, Maria Grazia ; Wieland, Elisabeth ; Zimic, Sreko ; Hernndez, Catalina Martnez ; Schmller, Michaela Elfsbacka ; Gross, Johannes ; Bates, Colm ; Burriel, Pablo ; McGregor, Thomas ; Bitter, Lea ; Karakitsios, Alexandros ; Bessonovs, Andrejs ; Speck, Christian ; Modery, Wolfgang ; Falath, Juraj ; Nickel, Christiane ; Martnez-Martin, Jaime ; Bakowska, Katarzyna ; Galati, Gabriele ; Ioannou, Demosthenes ; Beck, Jeanne ; Kazakova, Daria ; Babura, Marta ; Papetti, Andrea ; Durero, Filippo ; Montes-Galdn, Carlos ; Emter, Lorenz ; Moral-Benito, Enrique ; Hahn, Elke ; Zimmer, Hlne ; Lodge, David ; Kasimati, Evangelia ; Bonam, Dennis ; Ili, Ivan ; D'Agostino, Mario ; Christoffel, Kai ; Momferatou, Daphne ; Enders, Almira ; Ilieva, Boryana ; Westermann, Thomas ; Frhling, Annette ; Lenza, Michele ; Kenny, Geoff ; Checherita-Westphal, Cristina ; Ribeiro, Pedro ; Rigato, Rodolfo Dinis ; Osbat, Chiara ; Koester, Gerrit ; Juvonen, Petteri ; Zorko, Robert ; Fritzer, Friedrich ; Pierluigi, Beatrice ; Nuo, Galo ; Lebastard, Laura ; Borgy, Vladimir ; Reichenbachas, Tomas ; Ploj, Gasper ; Landau, Bettina ; Jorra, Markus ; Zizza, Roberta ; Sanchez, Pablo Garcia ; Ortega, Eva ; Priftis, Romanos ; Kuik, Friderike ; Corbisiero, Giuseppe ; Consolo, Agostino ; Ilkova, Ivelina ; Franceschi, Emanuele ; Page, Adrian ; Holton, Sarah ; Kocharkov, Georgi ; Akkaya, Yildiz ; Gumiel, Jos Emilio ; Warmedinger, Thomas ; Prat, Blanca ; Chahad, Mohammed ; Lopez-Garcia, Paloma ; Debono, Nathaniel ; Carvalho, Alexandre ; Krief, Elias ; Foroni, Claudia ; Sagot, Juliette. In: Occasional Paper Series. RePEc:ecb:ecbops:2025371.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024Monetary policy pass-through to consumer prices: evidence from granular price data. (2024). Allayioti, Anastasia ; Grnicka, Lucyna ; Holton, Sarah ; Hernndez, Catalina Martnez. In: Working Paper Series. RePEc:ecb:ecbwps:20243003.

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2025A new model to forecast energy inflation in the euro area. (2025). van Spronsen, Josha ; Porqueddu, Mario ; Giammaria, Alessandro ; Bobeica, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20253062.

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2025Firms’ risk and monetary transmission: revisiting the excess bond premium. (2025). Palacios, Mar Domenech. In: Working Paper Series. RePEc:ecb:ecbwps:20253118.

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2024Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001963.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671.

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2024Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871.

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2025Momentum mechanisms under heterogeneous beliefs. (2025). Wang, Yiming ; Tong, Yan ; Yan, YU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001876.

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2024Motor fuel and core inflation. (2024). Mazumder, Sandeep ; Basu, Abhishek. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003549.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk. (2024). Fosten, Jack ; Corradi, Valentina ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000927.

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2025Iterated Dynamic Model Averaging and application to inflation forecasting. (2025). Chen, Sihan ; Ming, Lei ; Yang, Haoxi. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001826.

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2024The price discovery in the renminbi/USD market: Two spot, two swap, and three forward FX rates. (2024). Kitamura, Yoshihiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002941.

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2024The international dimension of trend inflation. (2024). Ascari, Guido ; Fosso, Luca. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000205.

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2024An economic policy uncertainty index for Portugal. (2024). Morão, Hugo ; Moro, Hugo. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s2110701724000040.

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2024Improving inflation forecasts using robust measures. (2024). Verbrugge, Randal ; Zaman, Saeed. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:735-745.

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2025The time-varying Multivariate Autoregressive Index model. (2025). Guardabascio, Barbara ; Cubadda, Gianluca ; Grassi, Stefano. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:175-190.

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2025Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762.

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2024Analysts’ extrapolative expectations in the cross-section. (2024). Oesinghaus, Andreas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s014861952400016x.

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2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

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2024Regional supply, demand and labor shocks on the manufacturing sector during COVID-19 in Mexico. (2024). Colunga-Ramos, Luis Fernando ; Torre, Leonardo E. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:2:s2666143823000340.

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2024Estimating the output gap in times of COVID-19. (2024). Fornero, Jorge ; Durand, Luigi. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000115.

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2024Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America. (2024). Gimeno, Ricardo ; Garcia, Juan Angel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000152.

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2025Forecast revisions as instruments for news shocks. (2025). Cascaldi-Garcia, Danilo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s030439322400182x.

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2025Improving the Median CPI: Maximal Disaggregation Isnt Necessarily Optimal. (2025). Zaman, Saeed ; Verbrugge, Randal ; Garciga, Christian. In: Working Papers. RePEc:fip:fedcwq:97538.

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2025One Policy Rate, Many Stances: Evidence from the European Monetary Union. (2025). Vilan, Diego ; González-Astudillo, Manuel ; Gonzalez-Astudillo, Manuel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-87.

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2025Long-Run Inflation Expectations. (2025). Melosi, Leonardo ; Fisher, Jonas ; Rast, Sebastian. In: Working Paper Series. RePEc:fip:fedhwp:99677.

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2025Macroeconomic Modeling in Post-pandemic Times. (2025). Nersisyan, Karen A ; Votinov, Anton I ; Polshchikova, Julia A. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:250104:p:62-73.

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2024Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Singh, Sunny Kumar ; Chakraborty, Tanujit ; Sengupta, Shovon. In: Post-Print. RePEc:hal:journl:hal-05056934.

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2024Using Density Forecast for Growth-at-Risk to Improve Mean Forecast of GDP Growth in Korea. (2024). Chang, Yoosoon ; Kim, Yong-Gun ; Park, Joon Y ; Kwak, Boreum. In: CAEPR Working Papers. RePEc:inu:caeprp:2024005.

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2024An Economic Policy Uncertainty Index for Portugal. (2024). Morão, Hugo ; Moro, Hugo. In: Working Papers REM. RePEc:ise:remwps:wp03222024.

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2025Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models. (2025). Sorge, Marco ; Fanelli, Luca ; Angelini, Giovanni. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10640-2.

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2025Inflation forecasting in turbulent times. (2025). Kunst, Robert ; Sgner, Leopold ; Koch, Sebastian P ; Hlouskova, Jaroslava ; Fortin, Ines ; Ertl, Martin. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z.

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2024Equity Return Expectations and Portfolios: Evidence from Large Asset Managers. (2024). Ibert, Markus ; Dahlquist, Magnus. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:6:p:1887-1928..

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2024Modeling the trend, persistence, and volatility of inflation in Pacific Alliance countries: an empirical application using a model with inflation bands. (2024). Rodríguez, Gabriel ; Surco, Luis ; Rodriguez, Gabriel. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00533.

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2025Greek GDP Forecasting Using Bayesian Multivariate Models. (2025). Krompas, Ioannis ; Bragoudakis, Zacharias. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:63-76.

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2025Variance and skewness in density forecasts: assessing world GDP growth. (2025). Mendez Ramos, Fabian. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02720-5.

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2024Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1.

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2024Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model. (2024). Fresoli, Diego. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:15:y:2024:i:2:d:10.1007_s13209-024-00297-3.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2024A Structural Measure of the Shadow Federal Funds Rate. (2024). Morley, James ; Kulish, Mariano ; Jones, Callum. In: Working Papers. RePEc:syd:wpaper:2024-05.

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2025Trend inflation and structural shocks. (2025). Fu, Bowen ; Mendieta-Muaoz, Ivan. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2025-01.

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2025Multiple Equilibria and the Phillips Curve: Do Agents Always Underreact?. (2025). Raggi, Davide ; Casarin, Roberto ; Peruzzi, Antonio. In: Working Papers. RePEc:ven:wpaper:2025:10.

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2025How initial price history influences expectation formation in multi-asset experimental markets: An exploratory case study. (2025). Ale, Kresta ; Michaela, Sedlkov. In: Economics and Business Review. RePEc:vrs:ecobur:v:11:y:2025:i:2:p:7-37:n:1001.

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2024Predictable by Construction: Assessing Forecast Directional Accuracy of Temporal Aggregates. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0147.

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2024Robust Real Rate Rules. (2024). Holden, Tom. In: Econometrica. RePEc:wly:emetrp:v:92:y:2024:i:5:p:1521-1551.

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2024Empirical evidence on the Euler equation for investment in the US. (2024). Magnusson, Leandro ; Haque, Qazi ; Ascari, Guido ; Mavroeidis, Sophocles. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:4:p:543-563.

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2025Long-Run Inflation Expectations. (2025). Rast, Sebastian Sebastian ; Melosi, Leonardo ; Jonas, Jonas D. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1551.

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2025Nowcasting in real time: Large Bayesian vector autoregression in a test. (2025). Lindblad, Annika ; Juvonen, Petteri. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:319609.

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2025Trend inflation and structural shocks. (2025). Mendieta-Muñoz, Ivan ; Fu, Bowen ; Mendieta-Munoz, Ivan. In: EconStor Preprints. RePEc:zbw:esprep:308793.

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2024Step by step - A quarterly evaluation of EU Commissions GDP forecasts. (2024). Heinisch, Katja. In: IWH Discussion Papers. RePEc:zbw:iwhdps:304456.

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Works by Elmar Mertens:

YearTitleTypeCited
2014Stock Prices, News, and Economic Fluctuations: Comment In: American Economic Review.
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2013Stock prices, news, and economic fluctuations: comment.(2013) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 29		paper
2024Constructing fan charts from the ragged edge of SPF forecasts In: Working Papers.
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2022Constructing Fan Charts from the Ragged Edge of SPF Forecasts.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2024Constructing Fan Charts from the Ragged Edge of SPF Forecasts.(2024) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Constructing fan charts from the ragged edge of SPF forecasts.(2024) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors In: BIS Working Papers.
[Full Text][Citation analysis]		paper30
2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers (Old Series).
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2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers.
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2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers.
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2020Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2020) In: The Review of Economics and Statistics.
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2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility In: BIS Working Papers.
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2015Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility.(2015) In: CAMA Working Papers.
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2017Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility.(2017) In: CAMA Working Papers.
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2020Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility.(2020) In: Quantitative Economics.
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2018A time series model of interest rates with the effective lower bound In: BIS Working Papers.
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2016A Time Series Model of Interest Rates With the Effective Lower Bound.(2016) In: Finance and Economics Discussion Series.
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2021A Time‐Series Model of Interest Rates with the Effective Lower Bound.(2021) In: Journal of Money, Credit and Banking.
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2006Predictability in Financial Markets: What Do Survey Expectations Tell Us? In: Swiss Finance Institute Research Paper Series.
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2006Predictability in Financial Markets: What Do Survey Expectations Tell Us?.(2006) In: CEPR Discussion Papers.
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2009Predictability in financial markets: What do survey expectations tell us?.(2009) In: Journal of International Money and Finance.
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2006Predictability in Financial Markets: What Do Survey Expectations Tell Us?.(2006) In: Working Papers.
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2006Predictability in Financial Markets: What Do Survey Expectations Tell Us?.(2006) In: Working Papers.
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2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility In: CEPR Discussion Papers.
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2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility.(2021) In: Working Papers.
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2024Addressing COVID-19 Outliers in BVARs with Stochastic Volatility.(2024) In: The Review of Economics and Statistics.
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2022Addressing COVID-19 outliers in BVARs with stochastic volatility.(2022) In: Discussion Papers.
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2021Measuring Uncertainty and Its Effects in the COVID-19 Era In: CEPR Discussion Papers.
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2022Measuring Uncertainty and Its Effects in the COVID-19 Era.(2022) In: Working Papers.
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2023Precision-based sampling for state space models that have no measurement error In: Journal of Economic Dynamics and Control.
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2023Precision-based sampling for state space models that have no measurement error.(2023) In: Discussion Papers.
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2010Structural shocks and the comovements between output and interest rates In: Journal of Economic Dynamics and Control.
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2010Structural shocks and the comovements between output and interest rates.(2010) In: Finance and Economics Discussion Series.
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2012Are spectral estimators useful for long-run restrictions in SVARs? In: Journal of Economic Dynamics and Control.
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2024Survey expectations and forecast uncertainty In: Chapters.
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2021Forecasting with Shadow-Rate VARs In: Working Papers.
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2025Forecasting with shadow rate VARs.(2025) In: Quantitative Economics.
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2022What is the Predictive Value of SPF Point and Density Forecasts? In: Working Papers.
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2023What Is the Predictive Value of SPF Point and Density Forecasts?.(2023) In: VfS Annual Conference 2023 (Regensburg): Growth and the sociale Frage.
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2010Are spectral estimators useful for implementing long-run restrictions in SVARs? In: Finance and Economics Discussion Series.
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2008Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?.(2008) In: Working Papers.
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2010Managing beliefs about monetary policy under discretion In: Finance and Economics Discussion Series.
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2008Managing Beliefs about Monetary Policy under Discretion?.(2008) In: Working Papers.
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2016Managing Beliefs about Monetary Policy under Discretion.(2016) In: Journal of Money, Credit and Banking.
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2011Measuring the level and uncertainty of trend inflation In: Finance and Economics Discussion Series.
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2016Measuring the Level and Uncertainty of Trend Inflation.(2016) In: The Review of Economics and Statistics.
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2013Trend inflation in advanced economies In: Finance and Economics Discussion Series.
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2015Trend Inflation in Advanced Economies.(2015) In: International Journal of Central Banking.
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2016The Expected Real Interest Rate in the Long Run : Time Series Evidence with the Effective Lower Bound In: FEDS Notes.
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2019Indeterminacy and Imperfect Information In: Working Paper.
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2023Indeterminacy and Imperfect Information.(2023) In: Review of Economic Dynamics.
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2017Indeterminacy and Imperfect Information.(2017) In: 2017 Meeting Papers.
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2020Indeterminacy and imperfect information.(2020) In: Discussion Papers.
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2022Online Appendix to Indeterminacy and Imperfect Information In: Online Appendices.
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2023Indeterminacy and Imperfect Information.(2023) In: Review of Economic Dynamics.
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2010Discreet Commitments and Discretion of Policymakers with Private Information In: 2010 Meeting Papers.
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2005Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer. In: Working Papers.
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2023Shadow-rate VARs In: Discussion Papers.
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