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 1 5 54 0 3 13 126
An estimated DSGE model: explaining variation in term premia 0 1 6 50 0 1 10 121
Ensuring the Validity of the Micro Foundation in DSGE Models 0 1 3 84 0 2 5 198
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model 1 3 6 242 1 3 7 541
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models 0 1 1 54 0 1 3 93
How non-Gaussian shocks affect risk premia in non-linear DSGE models 0 0 0 68 0 2 5 119
How to Maximize the Likelihood Function for a DSGE Model 1 1 2 118 1 3 13 278
Non-linear DSGE Models and The Central Difference Kalman Filter 0 2 4 114 2 4 12 224
Non-linear DSGE Models and The Optimized Particle Filter 0 0 0 278 0 0 2 577
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter 0 0 1 163 0 1 7 437
Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models" 0 1 4 86 0 1 9 176
Stochastic Volatility and DSGE Models 1 2 9 217 3 4 18 391
Term Structure Analysis with Big Data 0 26 76 76 1 9 20 20
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications 2 5 11 156 6 12 47 359
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 16 1 1 4 54
The business cycle implications of banks' maturity transformation 1 3 7 72 1 3 12 129
The business cycle implications of banks’ maturity transformation 1 4 5 110 1 4 10 226
Total Working Papers 7 51 140 1,958 17 54 197 4,069


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 3 10 52 2 7 24 173
How to Maximize the Likelihood Function for a DSGE Model 1 2 3 98 2 3 6 211
Non-linear DSGE models and the optimized central difference particle filter 1 1 1 51 2 3 9 174
On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models 1 5 22 474 2 10 60 1,391
Stochastic volatility and DSGE models 0 0 3 42 1 2 8 111
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends 0 0 0 15 0 0 3 85
The Business Cycle Implications of Banks' Maturity Transformation 3 8 18 194 6 17 87 654
Total Journal Articles 7 19 57 926 15 42 197 2,799


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 6 23 271 5 11 52 514
Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation" 1 1 10 104 1 3 26 195
Total Software Items 3 7 33 375 6 14 78 709


Statistics updated 2018-02-05