Ernst Schaumburg

Ernst Schaumburg

Research Officer
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-2744
ernst.schaumburg@ny.frb.org

Publications

Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
With Christopher Sims, Jinill Kim, and Sunghyun Kim
Journal of Economic Dynamics & Control32, 2008,
3397 - 3414
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An Investigation of the Gains from Commitment in Monetary Policy
With Andrea Tambalotti
Journal of Monetary Economics54, 2007
302 - 324
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Likelihood Analysis of Seasonal Cointegration
With Soeren Johansen
Journal of Econometrics88, 1999
301 - 339
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The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.