Access Statistics for Martin Møller Andreasen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An efficient method of computing higher-order bond price perturbation approximations 0 0 0 59 0 0 2 154
An estimated DSGE model: explaining variation in term premia 0 0 0 54 0 1 4 149
Ensuring the Validity of the Micro Foundation in DSGE Models 0 1 2 89 1 4 5 224
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 0 0 258 1 3 4 598
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 54 0 0 0 112
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 0 69 0 0 2 133
How to Maximize the Likelihood Function for a DSGE Model 0 0 0 139 0 0 0 329
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 0 125 0 1 2 270
Non-linear DSGE Models and The Optimized Particle Filter 0 0 1 283 0 0 1 611
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 0 3 12 184 2 9 39 524
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 1 2 108 0 1 3 235
Stochastic Volatility and DSGE Models 0 1 1 231 0 1 2 426
Term Structure Analysis with Big Data 0 0 0 104 1 1 3 124
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 0 1 5 500
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 23 1 1 1 73
The business cycle implications of banks' maturity transformation 0 0 0 77 0 0 3 175
The business cycle implications of banks’ maturity transformation 0 0 2 120 1 2 6 278
Total Working Papers 0 6 20 2,157 7 25 82 4,915


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia 0 0 1 80 4 7 46 351
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 114 0 0 6 275
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 63 0 1 3 214
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 0 1 13 580 1 4 36 1,707
Stochastic volatility and DSGE models 0 1 1 62 0 3 5 180
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 24 0 1 2 112
The Business Cycle Implications of Banks' Maturity Transformation 0 0 0 214 0 0 5 792
Total Journal Articles 0 2 16 1,137 5 16 103 3,631


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 2 6 378 0 3 12 736
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 1 1 3 133 1 2 5 258
Total Software Items 1 3 9 511 1 5 17 994


Statistics updated 2025-10-06