Elmar Mertens

1.1k total citations
31 papers, 523 citations indexed

About

Elmar Mertens is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Elmar Mertens has authored 31 papers receiving a total of 523 indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in General Economics, Econometrics and Finance, 24 papers in Economics and Econometrics and 12 papers in Finance. Recurrent topics in Elmar Mertens's work include Monetary Policy and Economic Impact (27 papers), Market Dynamics and Volatility (14 papers) and Financial Risk and Volatility Modeling (4 papers). Elmar Mertens is often cited by papers focused on Monetary Policy and Economic Impact (27 papers), Market Dynamics and Volatility (14 papers) and Financial Risk and Volatility Modeling (4 papers). Elmar Mertens collaborates with scholars based in United States, Germany and Italy. Elmar Mertens's co-authors include Philippe Bacchetta, Eric van Wincoop, Benjamin K. Johannsen, Todd E. Clark, James M. Nason, Massimiliano Marcellino, Andrea Carriero, André Kurmann, Michael W. McCracken and Edward Nelson and has published in prestigious journals such as American Economic Review, The Review of Economics and Statistics and Journal of money credit and banking.

In The Last Decade

Elmar Mertens

31 papers receiving 493 citations

Peers

Elmar Mertens

GEEF

EE

FINAN

MSOR

ACCOU

Marek Jarociński Germany

Carlos Capistrán Mexico

Jin-Lung Lin Taiwan

Travis J. Berge United States

Bruno Feunou Canada

Wolfgang Lemke Germany

Taeyoung Doh United States

Scott Joslin United States

Frédérique Bec France

Jeffrey Sheen Australia

Marek Jarociński Germany

Elmar Mertens

459 ×1.2

GEEF

482 ×1.3

EE

326 ×1.3

FINAN

25 ×0.6

MSOR

68 ×1.6

ACCOU

Citations per year, relative to Elmar Mertens Elmar Mertens (= 1×) peers Marek Jarociński

Countries citing papers authored by Elmar Mertens

Since Specialization

Citations

This map shows the geographic impact of Elmar Mertens's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Elmar Mertens with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Elmar Mertens more than expected).

Fields of papers citing papers by Elmar Mertens

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Elmar Mertens. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Elmar Mertens. The network helps show where Elmar Mertens may publish in the future.

Co-authorship network of co-authors of Elmar Mertens

This figure shows the co-authorship network connecting the top 25 collaborators of Elmar Mertens. A scholar is included among the top collaborators of Elmar Mertens based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Elmar Mertens. Elmar Mertens is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Carriero, Andrea, et al.. (2025). Forecasting with shadow rate VARs. Quantitative Economics. 16(3). 795–822. 2 indexed citations

2.

Mertens, Elmar. (2023). Precision-based sampling for state space models that have no measurement error. Journal of Economic Dynamics and Control. 154. 104720–104720. 2 indexed citations

3.

Carriero, Andrea, Todd E. Clark, Massimiliano Marcellino, & Elmar Mertens. (2023). Shadow-Rate VARs. SSRN Electronic Journal. 1 indexed citations

4.

Carriero, Andrea, Todd E. Clark, Massimiliano Marcellino, & Elmar Mertens. (2022). Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. SSRN Electronic Journal. 5 indexed citations

5.

Carriero, Andrea, Todd E. Clark, Massimiliano Marcellino, & Elmar Mertens. (2022). Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. The Review of Economics and Statistics. 106(5). 1403–1417. 44 indexed citations

6.

Carriero, Andrea, Todd E. Clark, Massimiliano Marcellino, & Elmar Mertens. (2021). Forecasting with Shadow-Rate VARs. SSRN Electronic Journal. 1 indexed citations

7.

Johannsen, Benjamin K. & Elmar Mertens. (2021). A Time‐Series Model of Interest Rates with the Effective Lower Bound. Journal of money credit and banking. 53(5). 1005–1046. 26 indexed citations

8.

Mertens, Elmar & James M. Nason. (2020). Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility. Quantitative Economics. 11(4). 1485–1520. 17 indexed citations

9.

Lubik, Thomas A., Christian Matthes, & Elmar Mertens. (2020). Indeterminacy and Imperfect information. SSRN Electronic Journal. 3 indexed citations

10.

Lubik, Thomas A., et al.. (2019). Indeterminacy and Imperfect Information. 19(17). 1–54. 2 indexed citations

11.

Clark, Todd E., Michael W. McCracken, & Elmar Mertens. (2018). Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. The Review of Economics and Statistics. 102(1). 17–33. 24 indexed citations

12.

Mertens, Elmar. (2016). Measuring the Level and Uncertainty of Trend Inflation. The Review of Economics and Statistics. 98(5). 950–967. 68 indexed citations

13.

Kurmann, André & Elmar Mertens. (2014). Stock Prices, News, and Economic Fluctuations: Comment. American Economic Review. 104(4). 1439–1445. 18 indexed citations

14.

Mertens, Elmar. (2011). Measuring the Level and Uncertainty of Trend Inflation. SSRN Electronic Journal. 7 indexed citations

15.

Mertens, Elmar. (2011). Structural Shocks and the Comovements between Output and Interest Rates. SSRN Electronic Journal. 3 indexed citations

16.

Mertens, Elmar. (2011). Measuring the Level and Uncertainty of Trend Inflation. Finance and Economics Discussion Series. 2011.0(42). 1–51. 8 indexed citations

17.

Mertens, Elmar. (2010). Structural shocks and the comovements between output and interest rates. Journal of Economic Dynamics and Control. 34(6). 1171–1186. 10 indexed citations

18.

Mertens, Elmar. (2010). Managing Beliefs About Monetary Policy Under Discretion. SSRN Electronic Journal. 4 indexed citations

19.

Mertens, Elmar. (2010). Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?. Finance and Economics Discussion Series. 2010.0(9). 1–43. 1 indexed citations

20.

Mertens, Elmar. (2009). Managing Beliefs About Monetary Policy Under Discretion. Finance and Economics Discussion Series. 2009.0(11). 1–70. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact