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 1 49 0 0 13 113
An estimated DSGE model: explaining variation in term premia 0 0 5 44 0 1 11 111
Ensuring the Validity of the Micro Foundation in DSGE Models 0 0 1 81 0 2 7 193
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 0 12 236 0 2 22 534
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 1 53 0 1 7 90
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 5 68 0 2 22 114
How to Maximize the Likelihood Function for a DSGE Model 0 1 3 116 0 3 15 265
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 6 110 1 2 19 213
Non-linear DSGE Models and The Optimized Particle Filter 0 0 1 278 1 3 11 576
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 1 1 3 163 1 5 14 431
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 1 1 5 83 1 3 10 168
Stochastic Volatility and DSGE Models 2 3 10 210 2 5 24 375
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 16 1 1 9 51
The business cycle implications of banks' maturity transformation 0 1 6 65 1 2 14 118
The business cycle implications of banks’ maturity transformation 0 3 15 105 0 7 28 216
Total Working Papers 4 10 74 1,677 8 39 226 3,568


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 1 4 43 1 5 22 150
How to Maximize the Likelihood Function for a DSGE Model 0 1 3 95 0 6 11 205
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 50 1 3 9 166
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 1 5 33 453 9 26 128 1,340
Stochastic volatility and DSGE models 0 1 3 39 0 3 12 103
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 15 1 1 7 83
The Business Cycle Implications of Banks' Maturity Transformation 0 2 20 176 4 14 79 571
Total Journal Articles 2 10 63 871 16 58 268 2,618


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 4 25 248 2 8 43 464
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 5 22 94 0 7 38 169
Total Software Items 0 9 47 342 2 15 81 633


Statistics updated 2017-03-07