TheEconomists
elmar.mertens@frb.gov
Education
- Ph.D., Economics, University of Lausanne, 2007
- Diplom, Economics / Finance and Capital Markets, University of St. Gallen, 2000
Current Research Topics
- Trend Inflation
- Monetary Policy under Imperfect Information
Fields of Interest
Professional Experience
Economist
Board of Governors of the Federal Reserve System
- 2008 - present
Lecturer
Study Center Gerzensee
- 2007 - 2008
Consultant
McKinsey & Company
- 2000 - 2001
Trainee
Deutsche Bank
- 1994 - 1996
Publications
- Kurmann, Andre, and Elmar Mertens (2013). "Stock Prices, News, and Economic Fluctuations: Comment," Finance and Economics Discussion Papers 2013-08. Board of Governors of the Federal Reserve System (U.S.).
- Mertens, Elmar (2012). "Are Spectral Estimators Useful for Long-Run Restrictions in SVARs?" Journal of Economic Dynamics and Control, vol. 36, no. 12, pp. 1831-1844.
- Mertens, Elmar (2010). "Structural Shocks and the Comovements between Output and Interest Rates," Journal of Economic Dynamics and Control, vol. 34, no. 6, pp. 1171-1186.
- Bacchetta, Philippe, Elmar Mertens, and Eric van Wincoop (2009). "Predictability in Financial Markets: What do Survey Expectations Tell Us?" Journal of International Money and Finance, vol. 28, no. 3, pp. 406-426.
- Mertens, Elmar (2011). "Measuring the Level and Uncertainty of Trend Inflation," Finance and Economics Discussion Series 2011-42. Board of Governors of the Federal Reserve System (U.S.).
- Mertens, Elmar (2010). "Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?" Finance and Economics Discussion Series 2010-09. Board of Governors of the Federal Reserve System (U.S.).
- Mertens, Elmar (2010). "Managing Beliefs about Monetary Policy Under Discretion," Finance and Economics Discussion Series 2010-11. Board of Governors of the Federal Reserve System (U.S.).
- Mertens, Elmar (2010). "Structural Shocks and the Comovements between Output and Interest Rates," Finance and Economics Discussion Series 2010-21. Board of Governors of the Federal Reserve System (U.S.).
Presentations
conference
June 29, 2012
Computing in Economics and Finance, Prague
Measuring the Level and Uncertainty of Trend Inflation
conference
July 10, 2012
NBER Summer Insittute, Forecasting & Empirical Methods in Macroeconomics & Finance Workshop
Measuring the Level and Uncertainty of Trend Inflation
conference
September 6, 2012
31st CIRET Conference, Vienna
Measuring the Level and Uncertainty of Trend Inflation
conference
September 21, 2012
8th Dynare Conference, Swiss National Bank, Zurich
Managing Beliefs about Monetary Policy under Discretion
discussion
October 5, 2012
Conference on Real-Time Data Analysis, Methods , and Applications; Federal Reserve Bank of Philadelphia
Discussion of Nason & Smith's "Reverse Filtering U.S. Inflation with Sticky Professional Forecasts"
Other Activities
Awards
2012
Fundacao Getulio Vargas
Isaac Kerstenetzky Award, Honorable Mention
Referee
- American Economic Review
- Review of Economics and Statistics
- Journal of Monetary Economics
- Journal of the European Economic Association
Last update:
March 13, 2013
