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 5 153
An estimated DSGE model: explaining variation in term premia 0 0 1 54 0 1 3 147
Ensuring the Validity of the Micro Foundation in DSGE Models 0 0 0 87 0 0 0 219
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 0 0 0 258 1 1 3 595
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 54 0 0 0 112
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 0 69 0 0 1 132
How to Maximize the Likelihood Function for a DSGE Model 0 0 1 139 0 0 1 329
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 0 125 0 0 0 268
Non-linear DSGE Models and The Optimized Particle Filter 0 0 0 282 0 0 0 610
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 3 5 7 178 7 14 24 502
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 1 1 3 107 1 2 8 234
Stochastic Volatility and DSGE Models 0 0 1 230 0 0 2 424
Term Structure Analysis with Big Data 0 0 1 104 0 0 3 121
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 1 2 6 497
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 1 23 0 0 1 72
The business cycle implications of banks' maturity transformation 0 0 0 77 1 3 3 175
The business cycle implications of banks’ maturity transformation 0 1 1 119 0 1 2 274
Total Working Papers 4 7 16 2,145 11 24 62 4,864


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 1 3 80 4 9 16 316
How to Maximize the Likelihood Function for a DSGE Model 0 1 2 114 0 1 3 270
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 63 0 0 1 211
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 1 5 19 573 5 15 64 1,689
Stochastic volatility and DSGE models 0 0 0 61 0 0 3 176
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 24 0 0 0 110
The Business Cycle Implications of Banks' Maturity Transformation 0 0 0 214 0 1 3 788
Total Journal Articles 2 7 24 1,129 9 26 90 3,560


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 1 9 374 0 1 18 726
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 1 4 131 0 1 7 255
Total Software Items 0 2 13 505 0 2 25 981


Statistics updated 2025-02-05