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 2 3 52 1 3 10 119
An estimated DSGE model: explaining variation in term premia 1 3 6 49 2 6 11 120
Ensuring the Validity of the Micro Foundation in DSGE Models 1 1 2 83 1 1 4 195
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 1 2 4 238 1 3 10 537
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 53 0 1 3 92
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 0 68 0 2 10 116
How to Maximize the Likelihood Function for a DSGE Model 1 1 2 117 1 4 15 272
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 2 112 1 1 12 220
Non-linear DSGE Models and The Optimized Particle Filter 0 0 0 278 0 0 5 577
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 0 0 1 163 1 2 11 436
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 0 5 84 0 0 11 173
Stochastic Volatility and DSGE Models 0 0 9 213 0 0 20 383
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 1 2 11 150 3 10 40 337
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 16 0 0 3 52
The business cycle implications of banks' maturity transformation 0 1 6 69 0 3 13 125
The business cycle implications of banks’ maturity transformation 0 0 8 106 1 5 19 222
Total Working Papers 6 12 59 1,851 12 41 197 3,976


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 3 7 49 4 10 23 164
How to Maximize the Likelihood Function for a DSGE Model 0 0 4 96 0 1 10 207
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 50 3 4 9 170
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 2 6 33 466 5 17 84 1,374
Stochastic volatility and DSGE models 0 0 3 39 1 1 9 104
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 15 0 2 3 85
The Business Cycle Implications of Banks' Maturity Transformation 1 4 17 185 4 29 95 627
Total Journal Articles 3 13 64 900 17 64 233 2,731


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" 2 4 29 263 11 19 54 497
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 2 3 18 101 3 7 31 185
Total Software Items 4 7 47 364 14 26 85 682


Statistics updated 2017-09-03