Elmar Mertens : Citation Profile

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

10

H index

10

i10 index

550

Citations

RESEARCH PRODUCTION:

14

Articles

42

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 28
   Journals where Elmar Mertens has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 20 (3.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme274
   Updated: 2025-04-19    RAS profile: 2025-03-05    
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Relations with other researchers

Works with:

Clark, Todd (14)

Marcellino, Massimiliano (8)

Matthes, Christian (4)

Carriero, Andrea (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:

Adam, Klaus (14)

Ascari, Guido (14)

Banbura, Marta (11)

Poon, Aubrey (11)

Beckmann, Joscha (11)

Ricco, Giovanni (10)

Stillwagon, Josh (10)

Clark, Todd (9)

Nagel, Stefan (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)

Giannone, Domenico (18)

Smets, Frank (18)

Schorfheide, Frank (17)

Cogley, Timothy (17)

Main data

Production by document typechapterpaperarticle2005200620072008200920102011201220132014201520162017201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200520062007200820092010201120122013201420152016201720182019202020212022202320240255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20052006200720082009201020112012201320142015201620172018201920202021202220232024050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 10Most cited documents1234567891011120100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

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)

Year  ↓Title 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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2024SVARs with breaks: Identification and inference. (2024). Kitagawa, Toru ; Bacchiocchi, Emanuele. 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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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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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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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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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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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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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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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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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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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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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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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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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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2024An Economic Policy Uncertainty Index for Portugal. (2024). Morão, Hugo ; Moro, Hugo. In: Working Papers REM. RePEc:ise:remwps:wp03222024.

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

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Works by Elmar Mertens:

Year  ↓Title  ↓Type  ↓Cited  ↓
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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2024Constructing fan charts from the ragged edge of SPF forecasts.(2024) In: Discussion Papers.
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2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors In: BIS Working Papers.
[Full Text][Citation analysis]		paper28
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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This paper has nother version. Agregated cites: 28		article
2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility In: BIS Working Papers.
[Full Text][Citation analysis]		paper36
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.
[Full Text][Citation analysis]		paper45
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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2022What is the Predictive Value of SPF Point and Density Forecasts? In: Working Papers.
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.() In: .
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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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