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 1 8 161
An estimated DSGE model: explaining variation in term premia 0 1 1 55 2 4 15 163
Ensuring the Validity of the Micro Foundation in DSGE Models 0 1 4 91 2 10 21 240
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 0 0 258 5 5 16 611
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 54 2 2 3 115
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 0 69 4 5 10 142
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 140 1 2 8 337
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 0 125 1 4 16 284
Non-linear DSGE Models and The Optimized Particle Filter 0 0 1 283 2 6 14 624
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 1 2 11 190 6 17 45 554
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 0 1 108 2 3 16 250
Stochastic Volatility and DSGE Models 0 0 1 231 1 2 8 432
Term Structure Analysis with Big Data 0 0 0 104 6 17 29 151
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 2 9 20 518
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 23 0 0 5 77
The business cycle implications of banks' maturity transformation 0 0 0 77 1 2 12 187
The business cycle implications of banks’ maturity transformation 0 0 1 120 2 10 18 293
Total Working Papers 1 4 21 2,167 40 99 264 5,139


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 40 367
How to Maximize the Likelihood Function for a DSGE Model 0 1 1 115 1 6 16 288
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 63 3 5 13 225
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 1 1 5 581 4 8 33 1,730
Stochastic volatility and DSGE models 0 0 1 62 1 1 10 186
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 24 0 1 6 116
The Business Cycle Implications of Banks' Maturity Transformation 1 1 1 215 2 6 14 805
Total Journal Articles 2 3 9 1,141 12 30 132 3,717


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 3 378 1 1 14 743
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 0 3 134 3 5 18 273
Total Software Items 0 0 6 512 4 6 32 1,016


Statistics updated 2026-05-06