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Ernst Schaumburg

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This is information that was supplied by Ernst Schaumburg in registering through RePEc. If you are Ernst Schaumburg , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ernst
Middle Name:
Last Name: Schaumburg
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RePEc Short-ID: psc490

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Affiliation

Federal Reserve Bank of New York
Location: New York City, New York (United States)
Homepage: http://www.newyorkfed.org/
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Postal: 33 Liberty Street, New York, NY 10045-0001
Handle: RePEc:edi:frbnyus (more details at EDIRC)

Works

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Working papers

  1. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011. "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," NBER Working Papers 17152, National Bureau of Economic Research, Inc.
  2. Zhi Da & Qianqiu Liu & Ernst Schaumburg, 2011. "Decomposing short-term return reversal," Staff Reports 513, Federal Reserve Bank of New York.
  3. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009. "Duration-Based Volatility Estimation," Global COE Hi-Stat Discussion Paper Series gd08-034, Institute of Economic Research, Hitotsubashi University.
  4. Ravi Jagannathan & Mudit Kapoor & Ernst Schaumburg, 2009. "Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease!," NBER Working Papers 15404, National Bureau of Economic Research, Inc.
  5. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009. "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," NBER Working Papers 15533, National Bureau of Economic Research, Inc.
  6. Giorgio E. Primiceri & Ernst Schaumburg & Andrea Tambalotti, 2006. "Intertemporal Disturbances," NBER Working Papers 12243, National Bureau of Economic Research, Inc.
  7. Henry Kim & Jinill Kim & Ernst Schaumburg & Christopher A. Sims, 2005. "Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models," Discussion Papers Series, Department of Economics, Tufts University 0505, Department of Economics, Tufts University.
  8. Andrea Tambalotti & Ernst Schaumburg, 2004. "An Investigation of the Gains from Commitment in Monetary Policy," Econometric Society 2004 North American Summer Meetings 282, Econometric Society.
  9. Jinill Kim & Sunghyun Kim & Ernst Schaumburg & Christopher A. Sims, 2003. "Calculating and Using Second Order Accurate Solutions of Discrete Time," Levine's Bibliography 666156000000000284, UCLA Department of Economics.
  10. Johansen, S. & Schaumburg, E., 1997. "Likelihood Analysis of Seasonal Cointegration," Economics Working Papers eco97/16, European University Institute.

Articles

  1. Da, Zhi & Schaumburg, Ernst, 2011. "Relative valuation and analyst target price forecasts," Journal of Financial Markets, Elsevier, vol. 14(1), pages 161-192, February.
  2. Ravi Jagannathan & Ernst Schaumburg & Guofu Zhou, 2010. "Cross-Sectional Asset Pricing Tests," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 49-74, December.
  3. Schaumburg, Ernst & Tambalotti, Andrea, 2007. "An investigation of the gains from commitment in monetary policy," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 302-324, March.
  4. Johansen, Soren & Schaumburg, Ernst, 1998. "Likelihood analysis of seasonal cointegration," Journal of Econometrics, Elsevier, vol. 88(2), pages 301-339, November.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (4) 2004-09-05 2004-10-30 2009-10-17 2011-10-09. Author is listed
  2. NEP-CMP: Computational Economics (3) 2003-09-28 2004-01-18 2005-02-20
  3. NEP-DGE: Dynamic General Equilibrium (5) 2003-09-28 2004-01-18 2005-02-20 2006-05-20 2007-01-13. Author is listed
  4. NEP-ECM: Econometrics (6) 2005-02-20 2009-03-07 2009-11-27 2009-12-05 2010-09-03 2011-06-25. Author is listed
  5. NEP-ETS: Econometric Time Series (5) 2009-03-07 2009-11-27 2009-12-05 2010-09-03 2011-06-25. Author is listed
  6. NEP-FMK: Financial Markets (1) 2009-03-07
  7. NEP-HPE: History & Philosophy of Economics (1) 2009-10-17
  8. NEP-MAC: Macroeconomics (7) 2003-02-10 2004-01-18 2004-09-05 2004-10-30 2006-05-20 2007-01-13 2009-10-17. Author is listed
  9. NEP-MON: Monetary Economics (3) 2003-02-10 2004-09-10 2004-10-30
  10. NEP-MST: Market Microstructure (5) 2009-03-07 2009-11-27 2009-12-05 2010-09-03 2011-10-09. Author is listed
  11. NEP-PKE: Post Keynesian Economics (1) 2003-02-10

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