M. M. Andreasen
Economics and Econometrics · 2010–2017
A researcher in the Science corpus: 2 papers; trusts 17 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 24 citations into it; #12,114 of 23,481 by trust here, #21,405 by citations
- Finance — 23 citations into it
- Statistics and Probability — 6 citations into it
- Artificial Intelligence — 5 citations into it
Whom M. M. Andreasen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Frank Smets
- David E. Altig
- Jens H. E. Christensen
- Morten Ørregaard Nielsen
- Raf Wouters
- Sibylle D. Müller
- Larry Christiano
- Martin Eichenbaum
- Petros Koumoutsakos
- Francis X. Diebold
Who trusts M. M. Andreasen overall
Papers from M. M. Andreasen's perspective
Ordered by how strongly the researchers M. M. Andreasen trusts endorse each paper. Same corpus, a different order for every researcher.
- Specification Analysis of Affine Term Structure Models
- Time Series Analysis by State Space Methods
- Forecasting, Structural Time Series Models and the Kalman Filter
- The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models
- Shocks and Frictions in Us Business Cycles: A Bayesian DSGE Approach (Social Science Research Network)
- Reducing the Time Complexity of the Derandomized Evolution Strategy with Covariance Matrix Adaptation (CMA-ES)
- Firm-specific capital, nominal rigidities and the business cycle
- Term premia and interest rate forecasts in affine models
- Habit Persistence, Asset Returns, and the Business Cycle
- An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (Social Science Research Network)
Their papers
- How to Maximize the Likelihood Function for a DSGE Model (2010) — 59 citations
- Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices (2017) — 50 citations