Access Statistics for Bent Jesper Christensen

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
A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples 0 0 0 4 0 0 2 1,110
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 30 0 0 0 82
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 22 1 1 2 78
An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses 0 0 0 19 0 0 0 60
Approximate Distributions in Essentially Linear Models 0 0 0 0 0 1 2 399
Approximate Distributions in Essentially Linear Models 0 0 0 59 0 0 0 477
Assessing predictive accuracy in panel data models with long-range dependence 0 0 1 81 1 3 7 171
Consumption and Saving after Retirement 0 0 2 30 0 0 10 35
Dynamic Global Currency Hedging 0 0 0 45 0 0 0 83
End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported 0 0 0 0 0 0 2 80
End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported 0 0 0 1 0 0 4 26
Equilibrium Search with Human Capital Accumulation 0 0 0 0 0 0 1 492
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 0 23 0 0 2 104
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 83 0 0 0 103
Estimation of continuous-time linear DSGE models from discrete-time measurements 0 0 4 96 3 6 22 80
Forecasting Exchange Rate Volatility In The Presence Of Jumps 0 0 0 144 0 1 5 570
Health, Retirement and Consumption 0 0 1 47 0 0 3 83
Interest Rate Dynamics and Consistent Forward Rate Curves 0 2 6 1,375 0 7 18 4,315
Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach 0 0 0 142 0 1 1 333
Latent Utility Shocks in a Structural Empirical Asset Pricing Model 0 0 0 24 0 0 1 134
Level Shifts in Volatility and the Implied-Realized Volatility Relation 0 0 0 105 0 0 0 161
Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model 0 0 1 197 1 1 2 511
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 0 0 0 141 0 0 0 320
Long-term Care in Denmark 0 1 1 16 0 1 9 34
Market Power in Power Markets: Evidence from Forward Prices of Electricity 0 0 0 188 0 0 2 362
Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination 0 0 0 55 0 0 0 129
On the Job Search and the Wage Distribution 0 0 0 221 0 0 3 614
On the job search and the wage distribution 0 0 0 97 0 0 3 417
Optimal control of investment, premium and deductible for a non-life insurance company 0 1 2 22 0 1 3 48
Optimal inference in dynamic models with conditional moment restrictions 0 1 1 38 0 2 4 100
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 27 0 0 0 97
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 0 0 0 0 641
Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data 0 0 0 300 0 0 1 1,181
Semiparametric Inference in a GARCH-in-Mean Model 0 0 0 137 0 1 4 356
Statistical Manifolds and Separate Inference 0 0 0 0 0 0 1 67
Structural Models of Wage and Employment Dynamics 0 0 0 0 0 1 1 56
Structural Models of Wage and Employment Dynamics 0 0 0 0 0 0 0 6
THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL 0 0 0 0 0 1 2 227
Targeting predictors in random forest regression 0 1 1 36 0 2 3 91
Targeting predictors in random forest regression 0 0 0 40 0 0 1 42
The Effect of Long Memory in Volatility on Stock Market Fluctuations 0 0 0 82 0 1 3 248
The Effects of Pension System on Retirement and Government Finances: Predictions Using Danish Data on Married Couples 0 0 0 0 1 1 2 1,074
The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data 0 0 0 0 0 0 0 803
The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect 0 0 0 115 0 0 0 420
The Impact of Health Changes on Labor Supply: Evidence from Merged Data on Individual Objective Medical Diagnosis Codes and Early Retirement Behavior 0 0 0 52 0 0 1 149
The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices 0 0 0 195 0 0 2 747
The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps 0 0 1 211 0 0 6 1,127
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model 0 0 0 126 0 0 2 301
The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets 0 0 0 384 2 3 4 1,183
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets 0 0 1 214 0 0 2 608
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 0 23 0 0 0 72
The impact of financial crises on the risk-return tradeoff and the leverage effect 0 0 0 89 1 1 2 331
The incremental information in the yield curve about future interest rate risk 0 0 0 39 0 0 1 76
Wage and Productivity Dispersion: Labor Quality or Rent Sharing? 0 0 1 111 0 0 9 383
Wage and Productivity Dispersion: The Roles of Rent Sharing, Labor Quality and Capital Intensity 0 1 4 91 3 4 12 240
Total Working Papers 0 7 27 5,577 13 40 167 22,037
6 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An asset pricing approach to testing general term structure models 0 0 0 26 0 0 2 126
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting 0 0 2 179 0 0 7 424
Climate, wind energy, and CO2 emissions from energy production in Denmark 0 1 2 3 0 1 7 19
Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’ 0 0 0 0 0 0 0 20
Dynamic Global Currency Hedging* 0 0 1 2 1 1 3 14
EFFICIENCY GAINS IN BETA‐PRICING MODELS1 0 0 0 8 0 0 0 36
Effekten af pensionsreform på danske ægtepars udtræden af arbejdsmarkedet 0 0 0 1 0 0 1 2
Estimating dynamic equilibrium models using mixed frequency macro and financial data 0 0 0 23 0 0 1 78
Estimation of continuous-time linear DSGE models from discrete-time measurements 0 1 1 1 1 3 6 6
Inference in non-linear panel models with partially missing observations The case of the equilibrium search model 0 0 0 18 0 0 0 81
Interest Rate Dynamics and Consistent Forward Rate Curves 0 1 6 80 0 3 21 219
Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model 0 1 1 123 0 1 3 416
Measurement Error in the Prototypal Job-Search Model 0 0 0 49 0 0 2 220
Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting 0 0 1 5 0 0 3 23
Medical Spending in Denmark 0 0 0 2 0 0 1 26
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination 0 0 1 6 0 0 2 69
Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion 0 0 0 3 0 0 0 17
Multivariate mixed proportional hazard modelling of the joint retirement of married couples 0 1 1 281 0 3 6 751
Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market 0 0 3 12 0 0 4 41
New evidence on the implied-realized volatility relation 0 0 4 298 1 1 5 980
On-the-Job Search and the Wage Distribution 0 0 0 644 0 0 6 1,508
Optimal control of investment, premium and deductible for a non-life insurance company 0 0 0 3 0 0 1 17
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 0 30 2 2 2 118
Semiparametric inference in a GARCH-in-mean model 0 0 0 62 2 2 3 266
Some system theoretic aspects of interest rate theory 0 0 0 29 0 1 1 82
Special issue on the econometrics of social insurance 0 0 0 48 0 0 0 125
Specification and Estimation of Equilibrium Search Models 0 0 0 281 0 0 2 1,237
Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation 0 0 0 9 1 1 4 71
THE IMPACT OF HEALTH CHANGES ON LABOR SUPPLY: EVIDENCE FROM MERGED DATA ON INDIVIDUAL OBJECTIVE MEDICAL DIAGNOSIS CODES AND EARLY RETIREMENT BEHAVIOR 0 0 0 0 0 0 1 12
Targeting predictors in random forest regression 0 0 1 12 0 0 8 35
The Effect of Long Memory in Volatility on Stock Market Fluctuations 0 1 1 202 0 1 8 615
The Exact Likelihood Function for an Empirical Job Search Model 0 0 1 22 0 0 1 77
The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models 0 1 4 42 0 1 7 174
The impact of financial crises on the risk–return tradeoff and the leverage effect 1 1 1 31 2 3 6 130
The incremental information in the yield curve about future interest rate risk 0 0 0 4 0 1 3 29
The relation between implied and realized volatility 1 2 9 539 4 13 37 1,244
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets 2 3 11 400 6 11 27 1,414
Total Journal Articles 4 13 51 3,478 20 49 191 10,722


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Equilibrium Search with Human Capital Accumulation 0 0 0 0 0 0 1 2
Identification and Inference in Dynamic Programming Models 0 0 0 0 0 0 2 2
The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: An Application to Danish Data 0 0 1 2 0 0 2 3
Total Chapters 0 0 1 2 0 0 5 7


Statistics updated 2025-07-04