Concepedia

Ernst Schaumburg

ES

20

Publications

1.9K

Citations

16

H-Index

1999

Active since

Affiliations

Federal Reserve Bank of New York(Current)

Northwestern University

Federal Reserve Board of Governors

National Bureau of Economic Research

University of Notre Dame

Ernst Schaumburg is an author at Federal Reserve Bank of New York specializing in business, finance, and economics.

Top concepts

Publications per year

1999–2019

20

Publications

20

Jump-robust volatility estimation using nearest neighbor truncation

Torben G. Andersen, Dobrislav Dobrev, Ernst Schaumburg · Journal of Econometrics · 2012 · 457 citations

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Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models

Jinill Kim, Sunghyun Kim, Ernst Schaumburg et al. · Journal of Economic Dynamics and Control · 2008 · 367 citations

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A Closer Look at the Short-Term Return Reversal

Zhi Da, Qianqiu Liu, Ernst Schaumburg · Management Science · 2013 · 218 citations

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Likelihood analysis of seasonal cointegration

Søren Johansen, Ernst Schaumburg · Journal of Econometrics · 1999 · 163 citations

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An investigation of the gains from commitment in monetary policy

Ernst Schaumburg, Andrea Tambalotti · Journal of Monetary Economics · 2006 · 157 citations · Full text

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