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 1 146
An estimated DSGE model: explaining variation in term premia 0 0 0 52 0 0 0 143
Ensuring the Validity of the Micro Foundation in DSGE Models 0 0 0 87 0 1 5 219
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 1 2 256 0 1 3 581
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 54 0 0 11 111
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 0 69 0 0 0 131
How to Maximize the Likelihood Function for a DSGE Model 0 1 3 138 0 1 4 327
Non-linear DSGE Models and The Central Difference Kalman Filter 0 1 1 125 2 3 7 266
Non-linear DSGE Models and The Optimized Particle Filter 0 1 1 282 0 1 3 607
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 0 1 1 169 1 2 5 471
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 2 2 3 100 2 2 8 219
Stochastic Volatility and DSGE Models 0 0 1 229 0 0 4 421
Term Structure Analysis with Big Data 0 0 2 103 1 1 5 118
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 2 178 2 4 13 469
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 20 0 0 0 67
The business cycle implications of banks' maturity transformation 0 0 3 77 0 0 6 168
The business cycle implications of banks’ maturity transformation 0 0 4 118 0 0 12 271
Total Working Papers 2 7 23 2,116 8 16 87 4,735


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 1 2 6 74 1 4 31 274
How to Maximize the Likelihood Function for a DSGE Model 0 2 4 105 0 6 12 253
Non-linear DSGE models and the optimized central difference particle filter 0 0 2 62 1 1 3 206
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 1 1 5 522 4 5 30 1,562
Stochastic volatility and DSGE models 0 0 4 58 0 0 12 165
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 23 0 1 4 108
The Business Cycle Implications of Banks' Maturity Transformation 0 1 4 212 0 4 19 771
Total Journal Articles 2 6 25 1,056 6 21 111 3,339


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" 2 3 15 344 4 9 29 664
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 0 7 124 0 0 10 243
Total Software Items 2 3 22 468 4 9 39 907


Statistics updated 2022-06-07