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The SR Approach: a new Estimat...
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16
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Christensen, Bent Jesper
14
Andreasen, Martin M.
4
Nielsen, Morten Ørregaard
3
Björk, Tomas
2
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2
Kiefer, Nicholas M.
2
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1
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1
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1
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1
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Journal of econometrics
4
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2
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2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Economics letters
1
European economic review : EER
1
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1
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Nationaløkonomisk tidsskrift
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OLC EcoSci
RePEc
828
ECONIS (ZBW)
205
EconStor
16
USB Cologne (EcoSocSci)
2
Other ZBW resources
2
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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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2
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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3
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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4
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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5
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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6
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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7
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
Saved in:
8
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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9
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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10
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
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