| 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 |
1 |
1 |
4 |
1,112 |
| A unified framework for testing in the linear regression model under unknown order of fractional integration |
0 |
0 |
0 |
22 |
2 |
3 |
5 |
81 |
| A unified framework for testing in the linear regression model under unknown order of fractional integration |
0 |
0 |
0 |
30 |
0 |
2 |
2 |
84 |
| 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 |
1 |
1 |
82 |
1 |
2 |
6 |
173 |
| Consumption and Saving after Retirement |
0 |
0 |
1 |
30 |
0 |
1 |
5 |
36 |
| Dynamic Global Currency Hedging |
0 |
1 |
1 |
46 |
1 |
2 |
2 |
85 |
| End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
82 |
| End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
27 |
| Equilibrium Search with Human Capital Accumulation |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
493 |
| Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data |
0 |
0 |
0 |
23 |
3 |
4 |
5 |
108 |
| Estimating Dynamic Equilibrium Models using Macro and Financial Data |
0 |
0 |
0 |
83 |
2 |
2 |
4 |
107 |
| Estimation of continuous-time linear DSGE models from discrete-time measurements |
1 |
1 |
4 |
97 |
4 |
11 |
28 |
92 |
| Forecasting Exchange Rate Volatility In The Presence Of Jumps |
0 |
0 |
0 |
144 |
1 |
1 |
5 |
572 |
| Health, Retirement and Consumption |
0 |
0 |
1 |
47 |
0 |
0 |
1 |
83 |
| Interest Rate Dynamics and Consistent Forward Rate Curves |
0 |
0 |
3 |
1,375 |
4 |
10 |
23 |
4,326 |
| Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach |
0 |
0 |
0 |
142 |
3 |
3 |
5 |
337 |
| Latent Utility Shocks in a Structural Empirical Asset Pricing Model |
0 |
0 |
0 |
24 |
0 |
1 |
2 |
135 |
| 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 |
0 |
197 |
1 |
2 |
4 |
514 |
| Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model |
0 |
0 |
0 |
141 |
1 |
1 |
2 |
322 |
| Long-term Care in Denmark |
0 |
0 |
1 |
16 |
0 |
0 |
5 |
34 |
| Market Power in Power Markets: Evidence from Forward Prices of Electricity |
0 |
0 |
0 |
188 |
0 |
0 |
1 |
362 |
| Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination |
0 |
0 |
0 |
55 |
3 |
3 |
3 |
132 |
| On the Job Search and the Wage Distribution |
0 |
0 |
0 |
221 |
3 |
5 |
7 |
620 |
| On the job search and the wage distribution |
0 |
0 |
0 |
97 |
2 |
3 |
5 |
420 |
| Optimal control of investment, premium and deductible for a non-life insurance company |
0 |
0 |
1 |
22 |
3 |
4 |
7 |
53 |
| Optimal inference in dynamic models with conditional moment restrictions |
0 |
0 |
1 |
38 |
1 |
1 |
4 |
102 |
| Panel Data, Local Cuts, and Orthogeodesic Models |
0 |
0 |
0 |
27 |
0 |
1 |
1 |
98 |
| 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 |
3 |
3 |
4 |
1,184 |
| Semiparametric Inference in a GARCH-in-Mean Model |
0 |
0 |
0 |
137 |
0 |
1 |
6 |
359 |
| Statistical Manifolds and Separate Inference |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
70 |
| Structural Models of Wage and Employment Dynamics |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
57 |
| Structural Models of Wage and Employment Dynamics |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
| THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
227 |
| Targeting predictors in random forest regression |
0 |
0 |
1 |
36 |
1 |
1 |
6 |
94 |
| Targeting predictors in random forest regression |
0 |
0 |
0 |
40 |
1 |
3 |
4 |
45 |
| The Effect of Long Memory in Volatility on Stock Market Fluctuations |
0 |
0 |
0 |
82 |
2 |
4 |
7 |
253 |
| The Effects of Pension System on Retirement and Government Finances: Predictions Using Danish Data on Married Couples |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
1,075 |
| The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
804 |
| The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect |
0 |
0 |
0 |
115 |
2 |
3 |
4 |
424 |
| 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 |
3 |
151 |
| The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices |
0 |
0 |
0 |
195 |
0 |
0 |
1 |
747 |
| The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps |
0 |
0 |
0 |
211 |
3 |
5 |
10 |
1,132 |
| 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 |
1 |
1 |
385 |
3 |
5 |
10 |
1,190 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets |
1 |
1 |
2 |
215 |
1 |
3 |
6 |
613 |
| The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models |
0 |
0 |
0 |
23 |
1 |
3 |
3 |
75 |
| The impact of financial crises on the risk-return tradeoff and the leverage effect |
0 |
0 |
0 |
89 |
1 |
3 |
7 |
336 |
| The incremental information in the yield curve about future interest rate risk |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
77 |
| Wage and Productivity Dispersion: Labor Quality or Rent Sharing? |
0 |
0 |
0 |
111 |
0 |
1 |
4 |
385 |
| Wage and Productivity Dispersion: The Roles of Rent Sharing, Labor Quality and Capital Intensity |
1 |
3 |
5 |
95 |
2 |
5 |
14 |
247 |
| Total Working Papers |
3 |
8 |
23 |
5,586 |
61 |
114 |
250 |
22,181 |
| 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 |
1 |
1 |
27 |
2 |
3 |
5 |
130 |
| Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting |
0 |
0 |
1 |
179 |
1 |
2 |
8 |
429 |
| Climate, wind energy, and CO2 emissions from energy production in Denmark |
1 |
1 |
2 |
4 |
1 |
4 |
9 |
24 |
| Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’ |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
21 |
| Dynamic Global Currency Hedging* |
0 |
1 |
1 |
3 |
1 |
2 |
6 |
18 |
| 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 |
1 |
2 |
2 |
4 |
| Estimating dynamic equilibrium models using mixed frequency macro and financial data |
0 |
0 |
0 |
23 |
2 |
5 |
8 |
86 |
| Estimation of continuous-time linear DSGE models from discrete-time measurements |
1 |
1 |
2 |
2 |
3 |
4 |
14 |
14 |
| Inference in non-linear panel models with partially missing observations The case of the equilibrium search model |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
82 |
| Interest Rate Dynamics and Consistent Forward Rate Curves |
0 |
0 |
3 |
80 |
1 |
2 |
16 |
222 |
| Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model |
0 |
0 |
2 |
124 |
2 |
4 |
9 |
423 |
| Measurement Error in the Prototypal Job-Search Model |
0 |
1 |
1 |
50 |
1 |
3 |
6 |
224 |
| Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting |
0 |
0 |
1 |
5 |
0 |
1 |
4 |
24 |
| Medical Spending in Denmark |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
27 |
| Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
70 |
| Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
19 |
| Multivariate mixed proportional hazard modelling of the joint retirement of married couples |
0 |
0 |
1 |
281 |
2 |
2 |
5 |
753 |
| Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market |
0 |
0 |
2 |
14 |
0 |
2 |
5 |
46 |
| New evidence on the implied-realized volatility relation |
1 |
1 |
3 |
299 |
4 |
4 |
8 |
985 |
| On-the-Job Search and the Wage Distribution |
0 |
1 |
1 |
645 |
1 |
7 |
11 |
1,515 |
| Optimal control of investment, premium and deductible for a non-life insurance company |
2 |
2 |
2 |
5 |
2 |
2 |
2 |
19 |
| Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction |
0 |
0 |
0 |
30 |
1 |
1 |
3 |
119 |
| Semiparametric inference in a GARCH-in-mean model |
0 |
0 |
0 |
62 |
0 |
3 |
6 |
269 |
| 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 |
2 |
2 |
2 |
127 |
| Specification and Estimation of Equilibrium Search Models |
0 |
0 |
0 |
281 |
1 |
2 |
3 |
1,239 |
| Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation |
0 |
0 |
0 |
9 |
1 |
4 |
7 |
76 |
| 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 |
5 |
16 |
| Targeting predictors in random forest regression |
3 |
4 |
5 |
17 |
5 |
6 |
16 |
48 |
| The Effect of Long Memory in Volatility on Stock Market Fluctuations |
0 |
0 |
1 |
202 |
3 |
4 |
10 |
621 |
| The Exact Likelihood Function for an Empirical Job Search Model |
0 |
0 |
0 |
22 |
1 |
1 |
2 |
79 |
| The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models |
0 |
0 |
5 |
44 |
1 |
2 |
10 |
180 |
| The impact of financial crises on the risk–return tradeoff and the leverage effect |
0 |
0 |
1 |
31 |
0 |
0 |
5 |
130 |
| The incremental information in the yield curve about future interest rate risk |
1 |
1 |
1 |
5 |
2 |
4 |
8 |
35 |
| The relation between implied and realized volatility |
3 |
6 |
13 |
547 |
4 |
15 |
40 |
1,262 |
| The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets |
0 |
0 |
9 |
401 |
0 |
8 |
30 |
1,427 |
| Total Journal Articles |
12 |
20 |
58 |
3,507 |
45 |
104 |
273 |
10,881 |
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