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 2 153
An estimated DSGE model: explaining variation in term premia 0 0 0 54 0 0 3 148
Ensuring the Validity of the Micro Foundation in DSGE Models 0 0 0 87 0 0 0 219
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 0 0 258 0 0 1 595
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 1 1 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 0 0 268
Non-linear DSGE Models and The Optimized Particle Filter 1 1 1 283 1 1 1 611
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 1 2 9 180 5 10 36 514
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 0 2 107 0 0 4 234
Stochastic Volatility and DSGE Models 0 0 0 230 1 1 1 425
Term Structure Analysis with Big Data 0 0 1 104 0 0 4 122
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 0 1 4 498
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 23 0 0 0 72
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 1 119 0 1 3 275
Total Working Papers 2 3 14 2,148 8 15 64 4,883


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 13 18 36 340
How to Maximize the Likelihood Function for a DSGE Model 0 0 2 114 0 1 5 272
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 63 1 1 2 213
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 1 4 15 577 3 7 45 1,700
Stochastic volatility and DSGE models 0 0 0 61 1 1 2 177
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 24 0 0 0 110
The Business Cycle Implications of Banks' Maturity Transformation 0 0 0 214 1 2 6 792
Total Journal Articles 1 4 18 1,133 19 30 96 3,604


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" 1 2 8 376 4 5 19 733
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 1 1 4 132 1 1 6 256
Total Software Items 2 3 12 508 5 6 25 989


Statistics updated 2025-06-06