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 51 1 2 9 117
An estimated DSGE model: explaining variation in term premia 2 4 8 48 3 6 12 117
Ensuring the Validity of the Micro Foundation in DSGE Models 0 1 1 82 0 1 5 194
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 0 6 236 1 1 12 535
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 53 0 0 3 91
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 1 68 1 1 11 115
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 116 2 3 14 270
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 2 112 0 4 11 219
Non-linear DSGE Models and The Optimized Particle Filter 0 0 0 278 0 1 7 577
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 0 0 1 163 0 2 10 434
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 1 5 84 0 4 12 173
Stochastic Volatility and DSGE Models 0 3 10 213 0 8 25 383
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 16 0 0 6 52
The business cycle implications of banks' maturity transformation 1 1 6 69 1 2 11 123
The business cycle implications of banks’ maturity transformation 0 1 11 106 1 2 19 218
Total Working Papers 4 12 54 1,695 10 37 167 3,618


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 2 4 46 3 6 18 157
How to Maximize the Likelihood Function for a DSGE Model 0 1 4 96 1 2 11 207
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 50 1 1 7 167
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 1 7 30 461 6 16 90 1,363
Stochastic volatility and DSGE models 0 0 3 39 0 0 10 103
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 15 1 1 5 84
The Business Cycle Implications of Banks' Maturity Transformation 2 4 20 183 18 34 93 616
Total Journal Articles 3 14 61 890 30 60 234 2,697


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 8 30 260 2 11 43 480
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 2 18 98 1 7 31 179
Total Software Items 1 10 48 358 3 18 74 659


Statistics updated 2017-07-04