| Predictability in financial markets: What do survey expectations tell us? P Bacchetta, E Mertens, E Van Wincoop Journal of International Money and Finance 28 (3), 406-426, 2009 | 293 | 2009 |
| Measuring the level and uncertainty of trend inflation E Mertens Review of Economics and Statistics 98 (5), 950-967, 2016 | 141 | 2016 |
| Addressing COVID-19 outliers in BVARs with stochastic volatility A Carriero, TE Clark, M Marcellino, E Mertens Review of Economics and Statistics, 1-15, 2024 | 139 | 2024 |
| A Time‐Series Model of Interest Rates with the Effective Lower Bound BK Johannsen, E Mertens Journal of Money, Credit and Banking 53 (5), 1005-1046, 2021 | 136 | 2021 |
| Trend inflation in advanced economies C Garnier, E Mertens, E Nelson FEDS Working Paper, 2013 | 58 | 2013 |
| Modeling time-varying uncertainty of multiple-horizon forecast errors TE Clark, MW McCracken, E Mertens Review of Economics and Statistics 102 (1), 17-33, 2020 | 57 | 2020 |
| Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility E Mertens, JM Nason Quantitative Economics 11 (4), 1485-1520, 2020 | 55 | 2020 |
| Stock prices, news, and economic fluctuations: Comment A Kurmann, E Mertens American Economic Review 104 (4), 1439-1445, 2014 | 53 | 2014 |
| The expected real interest rate in the long run: Time series evidence with the effective lower bound BK Johannsen, E Mertens FEDS Notes, 2016 | 46 | 2016 |
| Comments on variance of the IID estimator in Lo (2002) E Mertens Technical report, Working Paper University of Basel …, 2002 | 44 | 2002 |
| Measuring uncertainty and its effects in the COVID-19 era A Carriero, TE Clark, MG Marcellino, E Mertens CEPR Discussion Paper No. DP15965, 2021 | 30 | 2021 |
| Structural shocks and the comovements between output and interest rates E Mertens Journal of Economic Dynamics and Control 34 (6), 1171-1186, 2010 | 22 | 2010 |
| Indeterminacy and imperfect information TA Lubik, C Matthes, E Mertens Review of Economic Dynamics 49, 37-57, 2023 | 20 | 2023 |
| Managing beliefs about monetary policy under discretion E Mertens FEDS Working Paper, 2010 | 15 | 2010 |
| On the reliability of output gap estimates in real time E Mertens Unpublished manuscript, Federal Reserve Board, 2014 | 14 | 2014 |
| Comments on the correct variance of estimated Sharpe Ratios in Lo (2002, FAJ) when returns are IID E Mertens Research Note (www. elmarmertens. org), 2002 | 13 | 2002 |
| The CAPM and regression tests E Mertens Lecture Note, University of Basel, 2002 | 10 | 2002 |
| Comments on variance of the IID estimator in Lo E Mertens Research Note, 2002 | 10 | 2002 |
| The shadow rate of interest, macroeconomic trends, and time-varying uncertainty BK Johannsen, E Mertens Federal Reserve Board, manuscript, June, 2015 | 8 | 2015 |
| Forecasting with Shadow-Rate VARs A Carriero, TE Clark, M Marcellino, E Mertens Federal Reserve Bank of Cleveland Working Papers, 2021 | 7 | 2021 |
Todd ClarkFederal Reserve Bank of Cleveland在 clev.frb.org 的电子邮件经过验证
