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 1 3 154
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 1 1 88 1 2 2 221
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 0 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 1 1 269
Non-linear DSGE Models and The Optimized Particle Filter 0 1 1 283 0 1 1 611
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 0 2 9 181 1 7 35 516
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 1 1 2 108 1 1 3 235
Stochastic Volatility and DSGE Models 0 0 0 230 0 1 1 425
Term Structure Analysis with Big Data 0 0 0 104 0 1 3 123
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 0 1 5 499
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 1 2 120 1 2 5 277
Total Working Papers 1 6 15 2,152 4 19 68 4,894


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 1 18 41 345
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 114 0 3 7 275
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 63 1 2 3 214
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 0 3 15 579 2 8 42 1,705
Stochastic volatility and DSGE models 0 0 0 61 2 3 4 179
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 24 0 1 1 111
The Business Cycle Implications of Banks' Maturity Transformation 0 0 0 214 0 1 5 792
Total Journal Articles 0 3 17 1,135 6 36 103 3,621


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 5 377 2 6 13 735
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 1 2 132 0 1 3 256
Total Software Items 1 3 7 509 2 7 16 991


Statistics updated 2025-08-05