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Replication files for Mertens and Nason (QE, 2020)

MATLAB 11.69% Fortran 87.68% Makefile 0.40% Shell 0.22%
replication-files quantitative-economics particle-learning-filter particle-filter particle-smoother econometrics time-series fortran matlab-scripts mdd

mertensnasonqestickyinformation's Introduction

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

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