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Stochastic volatility and DSGE models
Andreasen, Martin M. - In: Economics letters 108 (2010) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10008422826
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On the effects of rare disasters and uncertainty shocks for risk premia in non-linear DSGE models
Andreasen, Martin M. - In: Review of economic dynamics 15 (2012) 3, pp. 295-317
Persistent link: https://www.econbiz.de/10009981313
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An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia
Andreasen, Martin M. - In: European economic review : EER 56 (2012) 8, pp. 1656-1675
Persistent link: https://www.econbiz.de/10010040354
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Non-linear DSGE models and the optimized central difference particle filter
Andreasen, Martin M. - In: Journal of economic dynamics & control 35 (2011) 10, pp. 1671-1696
Persistent link: https://www.econbiz.de/10009328865
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Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: Journal of econometrics 133 (2006) 1, pp. 343-372
Persistent link: https://www.econbiz.de/10007288077
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On-the-Job Search and the Wage Distribution
Christensen, Bent Jesper; Lentz, Rasmus; Mortensen, Dale T. - In: Journal of labor economics 23 (2005) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10006230006
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Inference in non-linear panel models with partially missing observations: The case of the equilibrium search model
Christensen, Bent Jesper; Kiefer, Nicholas M. - In: Journal of econometrics 79 (1997) 2, pp. 201-220
Persistent link: https://www.econbiz.de/10006792316
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Some system theoretic aspects of interest rate theory
Björk, Tomas; Christensen, Bent Jesper; Gombani, Andrea - In: Insurance / Mathematics & economics 22 (1998) 1, pp. 17-24
Persistent link: https://www.econbiz.de/10006919616
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The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas; Christensen, Bent Jesper; Nielsen, … - In: Journal of econometrics 160 (2011) 1, pp. 48-58
Persistent link: https://www.econbiz.de/10008770555
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ARTICLES - Interest Rate Dynamics and Consistent Forward Rate Curves
Björk, Tomas; Christensen, Bent Jesper - In: Mathematical finance : an international journal of … 9 (1999) 4, pp. 323-348
Persistent link: https://www.econbiz.de/10008218179