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 0 7 161
An estimated DSGE model: explaining variation in term premia 0 0 1 55 1 1 15 164
Ensuring the Validity of the Micro Foundation in DSGE Models 0 0 2 91 0 2 18 242
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 0 1 259 1 1 16 614
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 54 3 4 7 119
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 0 69 1 3 13 146
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 140 0 1 10 339
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 0 125 0 1 15 285
Non-linear DSGE Models and The Optimized Particle Filter 0 0 0 283 0 1 14 625
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 0 0 7 191 0 2 36 560
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 0 0 108 1 2 17 252
Stochastic Volatility and DSGE Models 0 0 0 231 0 1 7 433
Term Structure Analysis with Big Data 0 0 0 104 0 0 27 151
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 1 1 181 0 4 22 522
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 23 1 2 7 80
The business cycle implications of banks' maturity transformation 0 0 0 77 1 1 15 190
The business cycle implications of banks’ maturity transformation 0 0 0 120 0 0 15 293
Total Working Papers 0 1 13 2,170 9 26 261 5,176


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 1 3 22 373
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 115 0 0 14 289
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 63 1 2 13 227
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 0 1 2 582 2 4 29 1,736
Stochastic volatility and DSGE models 0 0 0 62 1 1 7 187
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 1 1 1 25 1 1 5 117
The Business Cycle Implications of Banks' Maturity Transformation 0 0 1 215 1 2 15 807
Total Journal Articles 1 2 6 1,143 7 13 105 3,736


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 0 378 1 1 9 745
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 0 1 134 0 0 16 274
Total Software Items 0 0 1 512 1 1 25 1,019


Statistics updated 2026-10-11