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elmarmertens/README.md

Hi, I’m @elmarmertens

  • I am an applied macroeconomist and time-series econometrician and hold a position with the Research Centre of the Deutsche Bundesbank.
  • My research is concerned with forecast uncertainty, the dynamics of survey expectations, and informational frictions. Most of the time, I end up solving signal extraction problems.
  • NONE of the material posted on this personal website necessarily represents the views of the Deutsche Bundesbank, the Eurosystem, the Bank for International Settlements, the Board of Governors of the Federal Reserve System or the Federal Open Market Committee.

You can find out more about me and my research at www.elmarmertens.com

Popular repositories

  1. JohannsenMertensJMCBtimeseriesELB JohannsenMertensJMCBtimeseriesELB Public

    Replication Files for Johannsen and Mertens (JMCB, 2021)

    Fortran 6 4

  2. CCMMoutlierVAR-code CCMMoutlierVAR-code Public

    Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021), Work in Progress

    MATLAB 6 9

  3. CMMrestat-TimeVaryingUncertainty CMMrestat-TimeVaryingUncertainty Public

    Replication files for Clark, McCracken, and Mertens (2020, REStat)

    MATLAB 3 5

  4. em-matlabbox em-matlabbox Public

    matlab toolboxes

    MATLAB 2 5

  5. em-fortranbox em-fortranbox Public

    elmar mertens fortran toolboxes

    Fortran 2 2

  6. MertensNasonQEstickyinformation MertensNasonQEstickyinformation Public

    Replication files for Mertens and Nason (QE, 2020)

    Fortran 1 2