Welcome to my personal website!This website contains some of my research, codes and other material. My research interests are macroeconomics, monetary economics, and time series econometrics.
My email address is: em at elmarmertens dot com
I am a Principal Economist at the Federal Reserve Board where you can also find my professional website.
NONE of the material posted on this personal website necessarily represents the
views of the Board of Governors, the Federal Reserve System or the Federal Open Market
Committee.
News
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Discussion of Carvalho, Eusepi, Moench and Preston
Great paper, here are my slides: pdf
Posted Sep 28, 2016, 5:24 AM by Elmar Mertens
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FEDS Note on Shadow Rates and the Long-run Level of the Real Rate
Together with my Board colleague Ben Johannsen, we just finished a FEDS note describing the latest version of our work on estimating shadow rates from time-series models. Part of ...
Posted May 9, 2016, 7:43 PM by Elmar Mertens
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New publications in JMCB, REStat, and IJCB
A few of my papers recently got accepted for journal publication. Notably, "Managing Beliefs about Monetary Policy under Discretion" has just been published online in the Journal of Money, Credit ...
Posted May 19, 2016, 5:22 AM by Elmar Mertens
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Time-varying Stickiness in Professional Inflation Forecasts
In a new paper, co-authored with Jim Nason, we estimate a version of the Stock-Watson (SW) unobserved components (UC) model of inflation jointly with the Mankiw-Reis sticky ...
Posted Sep 15, 2016, 5:13 PM by Elmar Mertens
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On the Reliability of Output Gap Revisions
Over the last year I have been working on a new working paper, which considers revisions in output gap estimates derived from statistical trend-cycle decompositions, just as Orphanides and ...
Posted Nov 15, 2014, 5:14 AM by Elmar Mertens
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