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 1 2 50 0 3 9 116
An estimated DSGE model: explaining variation in term premia 2 2 7 46 3 3 10 114
Ensuring the Validity of the Micro Foundation in DSGE Models 0 1 2 82 0 1 6 194
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 0 10 236 0 0 16 534
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 1 53 0 1 4 91
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 3 68 0 0 13 114
How to Maximize the Likelihood Function for a DSGE Model 0 0 2 116 0 3 14 268
Non-linear DSGE Models and The Central Difference Kalman Filter 0 2 4 112 1 6 15 219
Non-linear DSGE Models and The Optimized Particle Filter 0 0 1 278 0 1 8 577
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 0 0 3 163 1 3 12 434
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 1 5 84 1 5 12 173
Stochastic Volatility and DSGE Models 1 3 12 213 3 8 27 383
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 16 0 1 7 52
The business cycle implications of banks' maturity transformation 0 3 8 68 1 4 16 122
The business cycle implications of banks’ maturity transformation 0 1 12 106 0 1 19 217
Total Working Papers 3 14 72 1,691 10 40 188 3,608


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 3 4 46 1 4 17 154
How to Maximize the Likelihood Function for a DSGE Model 1 1 4 96 1 1 10 206
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 50 0 0 6 166
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 2 7 30 460 4 17 94 1,357
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 0 0 5 83
The Business Cycle Implications of Banks' Maturity Transformation 0 5 20 181 7 27 79 598
Total Journal Articles 4 16 61 887 13 49 221 2,667


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 11 29 259 4 14 43 478
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 4 21 98 2 9 33 178
Total Software Items 2 15 50 357 6 23 76 656


Statistics updated 2017-06-02