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 1 3 1,111
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 0 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 0 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 0 1 6 171
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 1 1 1 5 27
End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported 0 0 0 0 0 1 3 81
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 1 2 2 105
Estimation of continuous-time linear DSGE models from discrete-time measurements 0 0 4 96 1 4 22 81
Forecasting Exchange Rate Volatility In The Presence Of Jumps 0 0 0 144 0 1 5 571
Health, Retirement and Consumption 0 0 1 47 0 0 2 83
Interest Rate Dynamics and Consistent Forward Rate Curves 0 0 4 1,375 0 1 17 4,316
Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach 0 0 0 142 1 1 2 334
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 2 3 512
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 0 0 0 141 1 1 1 321
Long-term Care in Denmark 0 0 1 16 0 0 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 1 1 4 615
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 0 2 22 1 1 4 49
Optimal inference in dynamic models with conditional moment restrictions 0 0 1 38 1 1 4 101
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 0 0 0 0 641
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 27 0 0 0 97
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 1 2 6 358
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 0 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 0 2 227
Targeting predictors in random forest regression 0 0 1 36 2 2 5 93
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 4 249
The Effects of Pension System on Retirement and Government Finances: Predictions Using Danish Data on Married Couples 0 0 0 0 0 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 1 1 1 421
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 1 2 150
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 1 301
The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets 0 0 0 384 1 4 5 1,185
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets 0 0 1 214 1 2 4 610
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 2 3 4 333
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 1 1 8 384
Wage and Productivity Dispersion: The Roles of Rent Sharing, Labor Quality and Capital Intensity 1 1 4 92 2 5 11 242
Total Working Papers 1 1 25 5,578 20 43 183 22,067
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 1 1 3 127
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting 0 0 2 179 3 3 10 427
Climate, wind energy, and CO2 emissions from energy production in Denmark 0 0 2 3 1 1 7 20
Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’ 0 0 0 0 0 1 1 21
Dynamic Global Currency Hedging* 0 0 1 2 1 3 5 16
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 0 2
Estimating dynamic equilibrium models using mixed frequency macro and financial data 0 0 0 23 0 3 4 81
Estimation of continuous-time linear DSGE models from discrete-time measurements 0 0 1 1 1 5 10 10
Inference in non-linear panel models with partially missing observations The case of the equilibrium search model 0 0 0 18 0 1 1 82
Interest Rate Dynamics and Consistent Forward Rate Curves 0 0 5 80 0 1 20 220
Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model 1 1 2 124 3 3 5 419
Measurement Error in the Prototypal Job-Search Model 0 0 0 49 0 1 3 221
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 1 1 1 27
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination 0 0 1 6 0 1 3 70
Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion 0 0 0 3 2 2 2 19
Multivariate mixed proportional hazard modelling of the joint retirement of married couples 0 0 1 281 0 0 6 751
Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market 1 2 3 14 2 3 5 44
New evidence on the implied-realized volatility relation 0 0 3 298 0 2 5 981
On-the-Job Search and the Wage Distribution 0 0 0 644 0 0 4 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 0 2 2 118
Semiparametric inference in a GARCH-in-mean model 0 0 0 62 0 2 3 266
Some system theoretic aspects of interest rate theory 0 0 0 29 0 0 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 2 5 72
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 1 2 13
Targeting predictors in random forest regression 1 1 1 13 7 7 14 42
The Effect of Long Memory in Volatility on Stock Market Fluctuations 0 0 1 202 1 2 9 617
The Exact Likelihood Function for an Empirical Job Search Model 0 0 1 22 0 1 2 78
The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models 1 2 5 44 2 4 10 178
The impact of financial crises on the risk–return tradeoff and the leverage effect 0 1 1 31 0 2 6 130
The incremental information in the yield curve about future interest rate risk 0 0 0 4 2 2 4 31
The relation between implied and realized volatility 1 3 9 541 1 7 36 1,247
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets 1 3 11 401 1 11 30 1,419
Total Journal Articles 6 13 51 3,487 30 75 225 10,777


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 1 2 3 4
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 1 3 4
Total Chapters 0 0 1 2 1 3 8 10


Statistics updated 2025-09-05