Elmar Mertens : Citation Profile

Are you Elmar Mertens?

Deutsche Bundesbank

10

H index

10

i10 index

529

Citations

RESEARCH PRODUCTION:

14

Articles

41

Papers

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 27
   Journals where Elmar Mertens has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 20 (3.64 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme274
   Updated: 2024-12-03    RAS profile: 2024-10-08    
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Relations with other researchers

Works with:

Clark, Todd (13)

Marcellino, Massimiliano (8)

Matthes, Christian (5)

Carriero, Andrea (4)

Ganics, Gergely (3)

Lubik, Thomas (3)

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 (14)

Poon, Aubrey (11)

Banbura, Marta (11)

Beckmann, Joscha (11)

Stillwagon, Josh (10)

Ricco, Giovanni (10)

Nagel, Stefan (9)

Clark, Todd (9)

Czudaj, Robert (8)

Matthes, Christian (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)

Cogley, Timothy (17)

Schorfheide, Frank (17)

Main data

Where Elmar Mertens has published?

Journals with more than one article published# docs
The Review of Economics and Statistics3
Journal of Economic Dynamics and Control3
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 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
2024A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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

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

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

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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.

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

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

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

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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

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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.

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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.

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

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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.

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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.

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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.

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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.

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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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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.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. 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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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.

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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.

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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.

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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.

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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.

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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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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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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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.

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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.

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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.

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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.

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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.

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

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

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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.

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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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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.

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

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

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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.

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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.

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

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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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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.

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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.

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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.

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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.

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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.

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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.

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

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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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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.

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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.

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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.

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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.

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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.

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2023A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations. (2018). Koop, Gary ; Clark, Todd ; Chan, Joshua. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:50:y:2018:i:1:p:5-53.

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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.

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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.

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

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

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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.

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

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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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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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2024Constructing Fan Charts from the Ragged Edge of SPF Forecasts.(2024) In: Working Papers.
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2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors In: BIS Working Papers.
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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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2021Forecasting with Shadow-Rate VARs In: Working Papers.
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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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