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 3 7 21 1,093
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 28 0 1 4 76
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 22 0 0 5 71
An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses 0 0 1 19 0 0 3 58
Approximate Distributions in Essentially Linear Models 0 0 0 0 1 2 4 394
Approximate Distributions in Essentially Linear Models 0 0 0 59 0 1 7 472
Assessing predictive accuracy in panel data models with long-range dependence 1 1 6 71 5 16 52 90
Dynamic Global Currency Hedging 0 0 1 44 0 0 7 77
End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported 0 0 0 0 1 2 8 8
End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported 0 0 0 0 2 3 19 61
Equilibrium Search with Human Capital Accumulation 0 0 0 0 2 2 8 474
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 3 20 1 1 14 88
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 81 0 0 6 99
Forecasting Exchange Rate Volatility In The Presence Of Jumps 0 0 0 139 0 1 8 551
Health, Retirement and Consumption 0 0 4 39 1 2 16 66
Interest Rate Dynamics and Consistent Forward Rate Curves 1 2 8 1,339 4 9 35 4,185
Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach 0 0 3 136 1 2 8 308
Latent Utility Shocks in a Structural Empirical Asset Pricing Model 0 0 0 23 0 0 3 128
Level Shifts in Volatility and the Implied-Realized Volatility Relation 0 0 1 105 0 0 6 159
Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model 0 0 1 191 1 1 7 487
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 0 0 1 141 0 0 5 317
Market Power in Power Markets: Evidence from Forward Prices of Electricity 0 0 1 183 0 1 6 346
Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination 0 0 0 55 0 1 9 95
On the Job Search and the Wage Distribution 0 0 3 213 0 2 12 584
On the job search and the wage distribution 0 0 1 95 0 0 10 411
Optimal inference in dynamic models with conditional moment restrictions 0 0 0 35 0 0 3 91
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 0 1 2 6 639
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 27 1 2 3 95
Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data 0 0 1 300 1 2 9 1,175
Semiparametric Inference in a GARCH-in-Mean Model 0 1 14 130 0 2 30 336
Statistical Manifolds and Separate Inference 0 0 0 0 0 0 1 66
Structural Models of Wage and Employment Dynamics 0 0 0 0 0 3 10 43
Structural Models of Wage and Employment Dynamics 0 0 0 0 0 0 1 1
THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL 0 0 0 0 0 3 9 219
Targeting predictors in random forest regression 0 0 32 32 1 2 18 18
Targeting predictors in random forest regression 2 4 22 22 5 9 40 40
The Effect of Long Memory in Volatility on Stock Market Fluctuations 0 0 1 79 0 0 6 229
The Effects of Pension System on Retirement and Government Finances: Predictions Using Danish Data on Married Couples 0 0 0 0 1 3 11 1,050
The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data 0 0 0 0 1 1 8 797
The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect 0 0 0 114 0 0 8 410
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 2 7 140
The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices 0 1 1 192 0 2 16 698
The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps 0 0 0 204 5 8 21 1,062
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model 0 0 0 126 0 0 5 291
The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets 0 0 1 380 0 2 15 1,148
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets 0 0 1 209 0 0 14 590
The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models 0 0 2 20 0 0 8 66
The Static and Dynamic Benefits of Migration and Remittances in Nicaragua 0 0 0 95 1 2 9 286
The impact of financial crises on the risk-return tradeoff and the leverage effect 0 0 0 87 1 3 15 322
Wage and Productivity Dispersion: Labor Quality or Rent Sharing? 0 0 4 90 0 1 19 309
Wage and Productivity Dispersion: The Roles of Rent Sharing, Labor Quality and Capital Intensity 0 0 6 72 0 2 23 182
Total Working Papers 4 9 119 5,273 40 105 598 21,001
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 1 1 10 15 2 4 36 59
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting 0 1 4 169 0 5 12 393
Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’ 0 0 0 0 0 1 3 17
EFFICIENCY GAINS IN BETA‐PRICING MODELS1 0 0 0 8 1 1 3 35
Estimating dynamic equilibrium models using mixed frequency macro and financial data 0 0 1 17 1 3 7 58
Inference in non-linear panel models with partially missing observations The case of the equilibrium search model 0 0 0 16 0 2 3 75
Interest Rate Dynamics and Consistent Forward Rate Curves 1 1 2 55 3 3 11 139
Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model 0 1 3 117 0 1 9 385
Measurement Error in the Prototypal Job-Search Model 0 1 3 49 1 2 7 213
Medical Spending in Denmark 0 0 0 1 0 1 5 15
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination 0 0 0 4 0 0 11 40
Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion 0 0 0 2 0 0 1 15
Multivariate mixed proportional hazard modelling of the joint retirement of married couples 0 0 3 276 0 1 8 730
Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market 0 0 1 2 1 1 7 8
New evidence on the implied-realized volatility relation 0 1 2 274 0 4 14 923
On-the-Job Search and the Wage Distribution 0 5 13 614 1 14 45 1,410
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 0 29 0 0 3 112
Semiparametric inference in a GARCH-in-mean model 0 0 1 60 1 2 10 252
Some system theoretic aspects of interest rate theory 0 0 0 28 0 0 1 77
Special issue on the econometrics of social insurance 0 0 0 46 0 0 1 117
Specification and Estimation of Equilibrium Search Models 0 0 0 277 0 4 10 1,215
Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation 0 1 2 6 2 5 31 46
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 3 6 6
The Effect of Long Memory in Volatility on Stock Market Fluctuations 0 1 3 197 1 6 18 584
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 20 1 1 5 68
The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models 0 0 1 19 1 2 14 88
The impact of financial crises on the risk–return tradeoff and the leverage effect 0 0 1 30 1 2 16 114
The relation between implied and realized volatility 8 12 33 404 12 32 92 893
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets 0 1 8 367 1 7 40 1,261
Total Journal Articles 10 26 91 3,102 30 107 429 9,348


Statistics updated 2021-01-03