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 1 1 2 50 2 2 13 115
An estimated DSGE model: explaining variation in term premia 0 0 5 44 0 0 9 111
Ensuring the Validity of the Micro Foundation in DSGE Models 0 0 1 81 0 0 6 193
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 0 12 236 0 0 22 534
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 1 53 1 2 8 91
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 5 68 0 1 18 114
How to Maximize the Likelihood Function for a DSGE Model 0 0 2 116 2 2 16 267
Non-linear DSGE Models and The Central Difference Kalman Filter 2 2 6 112 2 3 18 215
Non-linear DSGE Models and The Optimized Particle Filter 0 0 1 278 0 1 11 576
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 0 1 3 163 1 2 14 432
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 1 4 83 1 2 9 169
Stochastic Volatility and DSGE Models 0 2 9 210 0 3 22 375
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 16 1 2 9 52
The business cycle implications of banks' maturity transformation 3 4 9 68 3 5 17 121
The business cycle implications of banks’ maturity transformation 0 2 13 105 0 2 25 216
Total Working Papers 6 13 73 1,683 13 27 217 3,581


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 1 2 5 44 1 2 21 151
How to Maximize the Likelihood Function for a DSGE Model 0 0 3 95 0 2 11 205
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 50 0 2 9 166
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 1 4 31 454 7 22 116 1,347
Stochastic volatility and DSGE models 0 0 3 39 0 1 12 103
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 15 0 1 7 83
The Business Cycle Implications of Banks' Maturity Transformation 3 3 21 179 11 20 79 582
Total Journal Articles 5 9 63 876 19 50 255 2,637


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" 4 5 24 252 5 8 43 469
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 2 2 23 96 3 3 37 172
Total Software Items 6 7 47 348 8 11 80 641


Statistics updated 2017-04-03