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~person:"Schmidt, Roland"
~person:"Tröger, Thomas"
~subject:"Discretionary policy"
~subject:"Inflation risk"
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Discretionary policy
Inflation risk
resale
5
Linear Equilibria
2
Market Microstructure
2
independent private values
2
inverse virtual valuation function
2
optimal auction
2
ARCH model
1
Cointegration analysis
1
Elliptical Distributions
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Employment
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English auction
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Expected inflation
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Forward rate
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Future spot rate
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German money demand
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Inflation expectation
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Inflation rate
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Inflation target of the central bank
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Interest rates
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Kyle Model
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Kyle model
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Labour-productivity
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Market Making
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Mean-variance model
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Monetary policy
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Monetary policy games
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Monetary rules
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Money market model
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Neutral contracts
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Risk premium
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Rule based policy
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Search
1
Special case of two inflation targets
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Steady State Equilibrium
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Theory of testing for cointegration
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VAR model
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asymmetric first-price auctions
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Schmidt, Roland
Tröger, Thomas
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University of Bonn, Germany
3
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Discussion Paper Serie B
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RePEc
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Why the forward rate is a biased predictor of the future spot rate if investors are riskneutral
Schmidt, Roland
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10004968301
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2
The unique rule in the Barro-Gordon Framework
Schmidt, Roland
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028438
Saved in:
3
Is inflation risk associated with the rate of inflation? New evidence for cointegrated time series
Schmidt, Roland
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028487
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