Access Statistics for Bent Jesper Christensen

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
A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples 0 0 0 4 2 12 71 882
Approximate Distributions in Essentially Linear Models 0 0 0 0 0 2 11 347
Approximate Distributions in Essentially Linear Models 0 0 3 53 0 2 10 419
Equilibrium Search with Human Capital Accumulation 0 0 0 0 1 4 17 368
Financial Panel Data, Local Cuts, and Orthogeodesic Models 0 0 2 3 0 1 11 16
Forecasting Exchange Rate Volatility in the Presence of Jumps 5 12 40 43 13 43 153 167
Interest Rate Dynamics and Consistent Forward Rate Curves 0 5 36 51 2 12 112 152
Interest Rate Dynamics and Consistent Forward Rate Curves 4 16 61 1,214 16 50 185 3,812
Investment in Human Capital versus Differences in Company Productivity Levels: Specification and Estimation of Equilibrium Search Models for Denmark 0 0 4 5 1 3 21 31
Labor Mobility in Bolivia: On-the-job Search Behavior of Private and Public Sector Employees 3 4 15 51 5 11 56 224
Latent Utility Shocks in a Structural Empirical Asset Pricing Model 0 0 1 21 1 2 15 77
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 2 4 49 101 2 5 113 160
Market Power in Power Markets: Evidence from Forward Prices of Electricity 1 6 35 105 3 15 78 133
Movilidad Laboral en Bolivia: Una Comparación entre Empleados del Sector Público y Privado 2 4 10 33 11 22 64 246
On the Job Search and the Wage Distribution 0 0 0 78 3 8 20 708
On the Job Search and the Wage Distribution 0 2 10 99 6 11 38 263
Optimal inference in dynamic models with conditional moment restrictions 1 2 8 21 3 9 24 36
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 0 1 1 6 595
Panel Data, Local Cuts, and Orthogeodesic Models 1 1 1 23 1 1 3 56
Public Finance Effects in an Equilibrium Search Model with Differences in Company Productivity Levels: An Application to Danish Data 1 2 2 3 1 3 18 22
Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data 2 4 21 262 3 10 68 1,012
Semiparametric Inference in a GARCH-in-Mean Model 2 4 25 51 2 9 53 76
Simulated Moment Methods for Empirical Equivalent Martingale Measures 1 1 9 14 1 3 30 46
THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL 0 0 0 0 2 2 8 167
The Asset Pricing Approach to the Rate of Return to Human Capital: An Equilibrium Search Framework for Denmark 0 0 4 8 0 1 11 21
The Effect of Long Memory in Volatility on Stock Market Fluctuations 3 5 18 22 5 9 50 64
The Effects of Pension System on Retirement and Government Finances: Predictions Using Danish Data on Married Couples 0 0 0 0 6 15 35 882
The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data 0 0 0 0 2 5 21 657
The Impact of Aid on Recipient Behavior: A Micro-Level Dynamic Analysis of Remittances, Schooling, Work, Consumption, Investment and Social Mobility in Nicaragua 0 2 21 116 5 16 62 300
The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices 6 20 84 86 21 68 264 274
The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps 3 14 60 65 29 84 323 340
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets 4 9 39 147 6 19 111 342
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets 7 22 165 199 25 66 471 516
Udviklingslinier i Oekonometrien 0 1 3 48 0 1 6 622
Total Working Papers 48 140 726 2,926 179 525 2,539 14,033


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting 0 3 19 36 3 7 39 82
Inference in non-linear panel models with partially missing observations The case of the equilibrium search model 0 0 1 8 0 0 3 32
Measurement Error in the Prototypal Job-Search Model 0 0 2 15 0 1 15 121
Multivariate mixed proportional hazard modelling of the joint retirement of married couples 1 12 29 138 4 24 79 397
New evidence on the implied-realized volatility relation 2 5 37 220 4 18 115 716
On-the-Job Search and the Wage Distribution 4 15 49 148 10 26 91 382
Some system theoretic aspects of interest rate theory 0 0 3 18 1 3 8 42
Special issue on the econometrics of social insurance 0 0 4 15 1 2 16 49
Specification and Estimation of Equilibrium Search Models 0 1 20 213 0 6 41 1,006
The Effect of Long Memory in Volatility on Stock Market Fluctuations 3 12 42 79 7 26 103 185
The relation between implied and realized volatility1 2 4 13 209 3 8 35 388
Total Journal Articles 12 52 219 1,099 33 121 545 3,400


Statistics updated 2009-12-07