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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