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 1 2 3 156
An estimated DSGE model: explaining variation in term premia 0 0 0 54 3 5 8 154
Ensuring the Validity of the Micro Foundation in DSGE Models 0 0 2 89 1 3 7 226
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 0 0 258 4 7 10 604
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 54 0 1 1 113
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 0 69 2 2 3 135
How to Maximize the Likelihood Function for a DSGE Model 0 1 1 140 2 4 4 333
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 0 125 2 5 7 275
Non-linear DSGE Models and The Optimized Particle Filter 0 0 1 283 1 1 2 612
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 1 2 12 186 3 8 38 530
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 0 2 108 0 1 3 236
Stochastic Volatility and DSGE Models 0 0 1 231 2 2 4 428
Term Structure Analysis with Big Data 0 0 0 104 1 3 5 126
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 3 5 10 505
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 23 1 3 3 75
The business cycle implications of banks' maturity transformation 0 0 0 77 2 3 5 178
The business cycle implications of banks’ maturity transformation 0 0 2 120 1 2 6 279
Total Working Papers 1 3 21 2,160 29 57 119 4,965


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 1 2 81 8 13 51 360
How to Maximize the Likelihood Function for a DSGE Model 0 0 0 114 0 2 7 277
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 63 0 1 4 215
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 0 0 10 580 6 10 37 1,716
Stochastic volatility and DSGE models 0 0 1 62 2 2 6 182
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 24 0 0 2 112
The Business Cycle Implications of Banks' Maturity Transformation 0 0 0 214 1 2 7 794
Total Journal Articles 0 1 13 1,138 17 30 114 3,656


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" 0 0 4 378 1 2 12 738
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 2 4 134 2 6 9 263
Total Software Items 0 2 8 512 3 8 21 1,001


Statistics updated 2025-12-06