| The pruned state-space system for non-linear DSGE models: Theory and empirical applications MM Andreasen, J Fernández-Villaverde, JF Rubio-Ramírez The Review of Economic Studies 85 (1), 1-49, 2018 | 360 | 2018 |
| On the effects of rare disasters and uncertainty shocks for risk premia in non-linear DSGE models MM Andreasen Review of Economic Dynamics 15 (3), 295-316, 2012 | 134 | 2012 |
| The TIPS liquidity premium MM Andreasen, JHE Christensen, S Riddell Review of Finance 25 (6), 1639-1675, 2021 | 92 | 2021 |
| An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia MM Andreasen European Economic Review 56 (8), 1656-1674, 2012 | 92 | 2012 |
| Non‐linear DSGE models and the central difference Kalman filter MM Andreasen Journal of Applied Econometrics 28 (6), 929-955, 2013 | 72 | 2013 |
| How to maximize the likelihood function for a DSGE model MM Andreasen Computational Economics 35, 127-154, 2010 | 61 | 2010 |
| Term structure analysis with big data: one-step estimation using bond prices MM Andreasen, JHE Christensen, GD Rudebusch Journal of Econometrics 212 (1), 26-46, 2019 | 53 | 2019 |
| The business cycle implications of banksʼ maturity transformation MM Andreasen, M Ferman, P Zabczyk Review of Economic Dynamics 16 (4), 581-600, 2013 | 48 | 2013 |
| Non-linear DSGE models, the central difference Kalman filter, and the mean shifted particle filter MM Andreasen The Central Difference Kalman Filter, and The Mean Shifted Particle Filter …, 2008 | 44* | 2008 |
| Non-linear DSGE models and the optimized central difference particle filter MM Andreasen Journal of Economic Dynamics and Control 35 (10), 1671-1695, 2011 | 35* | 2011 |
| Dynamic term structure models: The best way to enforce the zero lower bound MM Andreasen, A Meldrum | 33 | 2014 |
| The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models MM Andreasen, BJ Christensen Journal of Econometrics 184 (2), 420-451, 2015 | 32 | 2015 |
| The yield spread and bond return predictability in expansions and recessions MM Andreasen, T Engsted, SV Møller, M Sander The Review of Financial Studies 34 (6), 2773-2812, 2021 | 28 | 2021 |
| Market beliefs about the UK monetary policy lift-off horizon: a no-arbitrage shadow rate term structure model approach MM Andreasen, A Meldrum Bank of England Working Paper, 2015 | 23 | 2015 |
| Likelihood inference in non-linear term structure models: the importance of the lower bound MM Andreasen, A Meldrum Bank of England Working Paper, 2013 | 23 | 2013 |
| A shadow rate or a quadratic policy rule? The best way to enforce the zero lower bound in the United States MM Andreasen, A Meldrum Journal of Financial and Quantitative Analysis 54 (5), 2261-2292, 2019 | 22 | 2019 |
| Explaining macroeconomic and term structure dynamics jointly in a non-linear DSGE model MM Andreasen CREATES Research Paper, 2011 | 21 | 2011 |
| Stochastic volatility and DSGE models MM Andreasen Economics Letters 108 (1), 7-9, 2010 | 19 | 2010 |
| The importance of timing attitudes in consumption-based asset pricing models MM Andreasen, K Jørgensen Journal of Monetary Economics 111, 95-117, 2020 | 18 | 2020 |
| TIPS Liquidity and the Outlook for Inflation MM Andreasen, JHE Christensen FRBSF Economic Letter 35, 1-5, 2016 | 18 | 2016 |
Jens Henrik Eggert ChristensenFederal Reserve Bank of San FranciscoEmail verificata su sf.frb.org
