Historical Origins of Uncertainty in Economic Theory -- Theoretical Foundations of Monetary Policy under Uncertainty -- Empirical Investigations of Market Uncertainty -- Communicated Uncertainty of the European Central Bank.

We merge a financial market model with leverage-constrained, heterogeneous agents with a reduced-form version of the New-Keynesian standard model. Agents in both submodels are assumed to be boundedly rational. The financial market model produces endogenously arising boom-bust cycles. It is also...

Introduction. Theoretical Foundations for Policy Analysis: Financial Markets and Asset Pricing -- The Theory of the Term Structure of Interest Rates -- A Systematic View on Term Premia. The Term Structure of Interest Rates and Monetary Policy Rules: The Macro-Finance View of the Term Structure...