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 4 53 2 5 11 123
An estimated DSGE model: explaining variation in term premia 0 1 5 49 0 2 10 120
Ensuring the Validity of the Micro Foundation in DSGE Models 0 1 2 83 0 2 5 196
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 2 4 239 0 2 7 538
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 53 0 0 3 92
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 0 68 0 1 5 117
How to Maximize the Likelihood Function for a DSGE Model 0 1 2 117 2 4 14 275
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 2 112 0 1 10 220
Non-linear DSGE Models and The Optimized Particle Filter 0 0 0 278 0 0 4 577
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 0 0 1 163 0 1 10 436
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 1 3 85 1 2 10 175
Stochastic Volatility and DSGE Models 1 2 8 215 2 4 17 387
Term Structure Analysis with Big Data 50 50 50 50 10 11 11 11
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 1 2 10 151 6 13 43 347
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 16 0 1 3 53
The business cycle implications of banks' maturity transformation 0 0 5 69 0 1 10 126
The business cycle implications of banks’ maturity transformation 0 0 6 106 0 1 16 222
Total Working Papers 53 62 102 1,907 23 51 189 4,015


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 7 49 0 6 22 166
How to Maximize the Likelihood Function for a DSGE Model 0 0 3 96 0 1 10 208
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 50 1 4 9 171
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 2 5 23 469 3 12 71 1,381
Stochastic volatility and DSGE models 2 3 5 42 4 6 10 109
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 15 0 0 3 85
The Business Cycle Implications of Banks' Maturity Transformation 1 2 13 186 7 14 83 637
Total Journal Articles 5 10 51 907 15 43 208 2,757


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 24 265 2 17 51 503
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 2 4 15 103 5 10 31 192
Total Software Items 4 8 39 368 7 27 82 695


Statistics updated 2017-11-04