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 0 0 15 163
Ensuring the Validity of the Micro Foundation in DSGE Models 0 0 3 91 1 1 20 241
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 1 1 259 0 2 18 613
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 54 0 0 3 115
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 0 69 0 1 10 143
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 140 0 1 9 338
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 0 125 0 0 15 284
Non-linear DSGE Models and The Optimized Particle Filter 0 0 0 283 0 0 13 624
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 0 1 10 191 0 4 42 558
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 0 0 108 0 0 15 250
Stochastic Volatility and DSGE Models 0 0 1 231 0 0 7 432
Term Structure Analysis with Big Data 0 0 0 104 0 0 28 151
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 1 1 20 519
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 23 1 2 7 79
The business cycle implications of banks' maturity transformation 0 0 0 77 0 2 14 189
The business cycle implications of banks’ maturity transformation 0 0 0 120 0 0 16 293
Total Working Papers 0 2 17 2,169 3 14 259 5,153


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 4 26 371
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 115 0 1 14 289
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 63 1 1 12 226
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 0 0 2 581 1 3 28 1,733
Stochastic volatility and DSGE models 0 0 1 62 0 0 7 186
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 0 1 215 0 0 13 805
Total Journal Articles 0 0 6 1,141 3 9 105 3,726


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 1 378 0 1 9 744
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 0 2 134 0 1 18 274
Total Software Items 0 0 3 512 0 2 27 1,018


Statistics updated 2026-08-07