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 2 5 7 160
An estimated DSGE model: explaining variation in term premia 0 0 0 54 3 8 12 159
Ensuring the Validity of the Micro Foundation in DSGE Models 1 1 3 90 2 5 11 230
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 0 0 258 0 6 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 1 4 5 137
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 140 2 4 6 335
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 0 125 2 7 12 280
Non-linear DSGE Models and The Optimized Particle Filter 0 0 1 283 6 7 8 618
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 1 3 10 188 5 10 35 537
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 0 1 108 8 11 13 247
Stochastic Volatility and DSGE Models 0 0 1 231 1 4 6 430
Term Structure Analysis with Big Data 0 0 0 104 7 9 13 134
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 4 7 12 509
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 23 2 3 5 77
The business cycle implications of banks' maturity transformation 0 0 0 77 6 9 10 185
The business cycle implications of banks’ maturity transformation 0 0 1 120 3 5 9 283
Total Working Papers 2 4 18 2,163 54 104 176 5,040


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 3 12 48 364
How to Maximize the Likelihood Function for a DSGE Model 0 0 0 114 5 5 12 282
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 63 4 5 9 220
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 0 0 7 580 4 12 33 1,722
Stochastic volatility and DSGE models 0 0 1 62 2 5 9 185
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 24 3 3 5 115
The Business Cycle Implications of Banks' Maturity Transformation 0 0 0 214 3 6 11 799
Total Journal Articles 0 0 9 1,138 24 48 127 3,687


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 2 5 16 742
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 0 3 134 4 7 13 268
Total Software Items 0 0 7 512 6 12 29 1,010


Statistics updated 2026-02-12