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 4 7 160
An estimated DSGE model: explaining variation in term premia 1 1 1 55 2 7 13 161
Ensuring the Validity of the Micro Foundation in DSGE Models 1 2 4 91 7 11 18 237
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 0 0 258 0 2 11 606
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 54 0 0 1 113
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 0 69 0 2 5 137
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 140 1 3 7 336
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 0 125 0 5 12 280
Non-linear DSGE Models and The Optimized Particle Filter 0 0 1 283 3 9 11 621
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 1 3 11 189 8 15 41 545
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 11 13 247
Stochastic Volatility and DSGE Models 0 0 1 231 1 3 7 431
Term Structure Analysis with Big Data 0 0 0 104 10 18 22 144
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 4 8 16 513
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 23 0 2 5 77
The business cycle implications of banks' maturity transformation 0 0 0 77 1 8 11 186
The business cycle implications of banks’ maturity transformation 0 0 1 120 6 10 15 289
Total Working Papers 3 6 21 2,166 43 118 215 5,083


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 5 43 365
How to Maximize the Likelihood Function for a DSGE Model 1 1 1 115 3 8 14 285
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 63 1 6 9 221
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 0 0 7 580 1 7 30 1,723
Stochastic volatility and DSGE models 0 0 1 62 0 3 9 185
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 24 1 4 6 116
The Business Cycle Implications of Banks' Maturity Transformation 0 0 0 214 3 8 12 802
Total Journal Articles 1 1 10 1,139 10 41 123 3,697


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 0 4 14 742
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 0 3 134 1 6 14 269
Total Software Items 0 0 7 512 1 10 28 1,011


Statistics updated 2026-03-04