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 7 161
An estimated DSGE model: explaining variation in term premia 0 0 1 55 0 2 15 163
Ensuring the Validity of the Micro Foundation in DSGE Models 0 0 3 91 0 2 20 240
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 1 1 1 259 1 7 18 613
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 54 0 2 3 115
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 0 69 0 5 10 143
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 140 0 2 9 338
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 0 125 0 1 15 284
Non-linear DSGE Models and The Optimized Particle Filter 0 0 0 283 0 2 13 624
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 1 2 10 191 2 10 43 558
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 0 1 108 0 2 16 250
Stochastic Volatility and DSGE Models 0 0 1 231 0 1 7 432
Term Structure Analysis with Big Data 0 0 0 104 0 6 28 151
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 0 2 19 518
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 23 1 1 6 78
The business cycle implications of banks' maturity transformation 0 0 0 77 2 3 14 189
The business cycle implications of banks’ maturity transformation 0 0 0 120 0 2 17 293
Total Working Papers 2 3 18 2,169 6 51 260 5,150


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 81 2 4 26 370
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 115 1 2 14 289
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 63 0 3 12 225
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 0 1 2 581 1 6 29 1,732
Stochastic volatility and DSGE models 0 0 1 62 0 1 9 186
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 24 0 0 5 116
The Business Cycle Implications of Banks' Maturity Transformation 0 1 1 215 0 2 13 805
Total Journal Articles 0 2 6 1,141 4 18 108 3,723


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 2 378 0 2 11 744
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 0 2 134 1 4 18 274
Total Software Items 0 0 4 512 1 6 29 1,018


Statistics updated 2026-07-10