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 4 151
An estimated DSGE model: explaining variation in term premia 0 0 2 54 0 0 2 145
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 0 0 5 594
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 0 0 54 0 0 1 112
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 0 1 139 0 0 1 329
Non-linear DSGE Models and The Central Difference Kalman Filter 0 0 0 125 0 0 1 268
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 0 1 1 172 2 5 7 483
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 1 5 106 0 2 9 232
Stochastic Volatility and DSGE Models 0 0 1 230 0 0 2 424
Term Structure Analysis with Big Data 0 1 1 104 0 2 2 120
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 0 0 0 180 1 1 8 495
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 2 23 0 0 2 72
The business cycle implications of banks' maturity transformation 0 0 0 77 0 0 1 172
The business cycle implications of banks’ maturity transformation 0 0 0 118 0 0 1 272
Total Working Papers 0 3 13 2,137 3 10 46 4,829


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 2 79 0 0 7 304
How to Maximize the Likelihood Function for a DSGE Model 0 1 1 113 1 2 3 269
Non-linear DSGE models and the optimized central difference particle filter 0 0 0 63 0 0 3 211
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 3 5 24 567 4 12 66 1,667
Stochastic volatility and DSGE models 0 0 1 61 0 0 4 175
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 1 214 0 1 6 787
Total Journal Articles 3 6 29 1,121 5 15 89 3,523


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 4 15 372 1 9 30 723
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 0 2 3 130 0 3 7 253
Total Software Items 0 6 18 502 1 12 37 976


Statistics updated 2024-09-04