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The SR Approach: a new Estimat...
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ECONIS (ZBW)
48
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1
The SR approach : a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller
;
Christensen, Bent Jesper
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
Saved in:
2
Sufficient conditions for finite objective functions in DSGE models with deterministic and stochastic trends
Andreasen, Martin Møller
- In:
The B.E. journal of macroeconomics
10
(
2010
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009577391
Saved in:
3
Non-linear DSGE models and the optimized central difference particle filter
Andreasen, Martin Møller
- In:
Journal of economic dynamics & control
35
(
2011
)
10
,
pp. 1671-1695
Persistent link: https://www.econbiz.de/10009307477
Saved in:
4
On the effects of rare disasters and uncertainty shocks for risk premia in non-linear DSGE models
Andreasen, Martin Møller
- In:
Review of economic dynamics
15
(
2012
)
3
,
pp. 295-316
Persistent link: https://www.econbiz.de/10009661470
Saved in:
5
An estimated DSGE model : explaining variation in normal term premia, real term premia, and inflation risk premia
Andreasen, Martin Møller
- In:
European economic review : EER
56
(
2012
)
8
,
pp. 1656-1674
Persistent link: https://www.econbiz.de/10009706466
Saved in:
6
Non-linear DSGE models and the central difference Kalman filter
Andreasen, Martin Møller
- In:
Journal of applied econometrics
28
(
2013
)
6
,
pp. 929-955
Persistent link: https://www.econbiz.de/10010351092
Saved in:
7
Stochastic volatility and DSGE models
Andreasen, Martin Møller
- In:
Economics letters
108
(
2010
)
1
,
pp. 7-9
Persistent link: https://www.econbiz.de/10008661703
Saved in:
8
How to maximize the likelihood function for a DSGE model
Andreasen, Martin Møller
- In:
Computational economics
35
(
2010
)
2
,
pp. 127-154
Persistent link: https://www.econbiz.de/10003947913
Saved in:
9
Efficient bond price approximations in nonlinear equilibrium-based term structure models
Andreasen, Martin Møller
;
Zabczyk, Pawel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011311205
Saved in:
10
The yield spread and bond return predictability in expansions and recessions
Andreasen, Martin Møller
;
Engsted, Tom
;
Møller, Stig …
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2773-2812
Persistent link: https://www.econbiz.de/10012546315
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