Elmar Mertens's repositories
CCMMoutlierVAR-code
Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021), Work in Progress
JohannsenMertensJMCBtimeseriesELB
Replication Files for Johannsen and Mertens (JMCB, 2021)
CMMrestat-TimeVaryingUncertainty
Replication files for Clark, McCracken, and Mertens (2020, REStat)
em-fortranbox
elmar mertens fortran toolboxes
em-matlabbox
matlab toolboxes
ABCprecisionsampler
Precision-based sampling from state space models that have no measurement error
CCMMshadowrateVAR-code
replication code for „Shadow-Rate VARs“ by Carriero, Clark, Marcellino and Mertens
ClarkGanicsMertensSPFfancharts
Replication files for papers by Clark, Ganics and Mertens on SPF-consistent fan charts
LMMREDcode
Replication code for Lubik-Matthes-Mertens (RED, in press) "Indeterminacy and Imperfect Information"
MertensNasonQEstickyinformation
Replication files for Mertens and Nason (QE, 2020)
canovaferroniBVAR
A hitchhiker guide to empirical macro models
elmarmertens
Config files for my GitHub profile.