Elmar Mertens : Citation Profile

European Central Bank (50% share)
Deutsche Bundesbank (50% share)

10

H index

10

i10 index

576

Citations

RESEARCH PRODUCTION:

14

Articles

42

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 30
   Journals where Elmar Mertens has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 20 (3.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme274
   Updated: 2025-07-19    RAS profile: 2025-03-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Clark, Todd (15)

Marcellino, Massimiliano (8)

Carriero, Andrea (4)

Matthes, Christian (4)

Ganics, Gergely (3)

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:

Ascari, Guido (14)

Adam, Klaus (14)

Banbura, Marta (12)

Poon, Aubrey (11)

Beckmann, Joscha (11)

Ricco, Giovanni (10)

Stillwagon, Josh (10)

Clark, Todd (9)

Nagel, Stefan (9)

Czudaj, Robert (8)

Sorge, Marco (8)

Cites to:

Watson, Mark (32)

Christiano, Lawrence (27)

Clark, Todd (25)

King, Robert (24)

Sargent, Thomas (21)

Eichenbaum, Martin (20)

Diebold, Francis (19)

Smets, Frank (18)

Giannone, Domenico (18)

Schorfheide, Frank (17)

Cogley, Timothy (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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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..

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

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]		article29
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: 29		paper
2024Constructing fan charts from the ragged edge of SPF forecasts In: Working Papers.
[Full Text][Citation analysis]		paper0
2022Constructing Fan Charts from the Ragged Edge of SPF Forecasts.(2022) 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: 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.
[Full Text][Citation analysis]
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]		paper29
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: 29		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: 29		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: 29		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: 29		article
2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility In: BIS Working Papers.
[Full Text][Citation analysis]		paper39
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: 39		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: 39		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: 39		article
2018A time series model of interest rates with the effective lower bound In: BIS Working Papers.
[Full Text][Citation analysis]		paper46
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: 46		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: 46		article
2006Predictability in Financial Markets: What Do Survey Expectations Tell Us? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper171
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: 171		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: 171		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: 171		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: 171		paper
2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper66
2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2024Addressing COVID-19 Outliers in BVARs with Stochastic Volatility.(2024) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		article
2022Addressing COVID-19 outliers in BVARs with stochastic volatility.(2022) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2021Measuring Uncertainty and Its Effects in the COVID-19 Era In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
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: 3		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]		article6
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: 6		paper
2012Are spectral estimators useful for long-run restrictions in SVARs? In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2024Survey expectations and forecast uncertainty In: Chapters.
[Full Text][Citation analysis]		chapter0
2021Forecasting with Shadow-Rate VARs In: Working Papers.
[Full Text][Citation analysis]		paper1
2022What is the Predictive Value of SPF Point and Density Forecasts? In: Working Papers.
[Full Text][Citation analysis]		paper0
2023What Is the Predictive Value of SPF Point and Density Forecasts?.(2023) In: VfS Annual Conference 2023 (Regensburg): Growth and the sociale Frage.
[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]		paper97
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: 97		article
2013Trend inflation in advanced economies In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper36
2015Trend Inflation in Advanced Economies.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		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]		paper8
2023Indeterminacy and Imperfect Information.(2023) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2017Indeterminacy and Imperfect Information.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020Indeterminacy and imperfect information.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2022Online Appendix to Indeterminacy and Imperfect Information In: Online Appendices.
[Full Text][Citation analysis]		paper3
2023Indeterminacy and Imperfect Information.(2023) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		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. Last updated July, 2 2025. Contact: CitEc Team