Department of Economics and Business Economics

Martin Møller Andreasen

  1. 2015
  2. Published

    The SR Approach: A New Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models. / Andreasen, Martin Møller; Christensen, Bent Jesper.

    In: Journal of Econometrics, Vol. 184, No. 2, 2015, p. 420-451.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. Published

    Efficient Bond Price Approximations in Non-Linear Equilibrium-Based Term Structure Models. / Andreasen, Martin Møller; Zabczyk, Pawel.

    In: Studies in Nonlinear Dynamics and Econometrics (Online), Vol. 19, No. 1, 02.2015, p. 1-33.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  4. 2016
  5. Published

    Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. / Andreasen, Martin Møller; Jørgensen, Kasper.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.

    Research output: Working paper/Preprint Working paperResearch

  6. Published

    Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. / Andreasen, Martin Møller; Engsted, Tom; Møller, Stig Vinther; Jensen, Magnus David Sander.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.

    Research output: Working paper/Preprint Working paperResearch

  7. 2017
  8. Published

    The Extended Perturbation Method: New Insights on the New Keynesian Model. / Andreasen, Martin Møller; Kronborg, Anders Farver.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: Working paper/Preprint Working paperResearch

  9. Published

    The TIPS Liquidity Premium. / Andreasen, Martin Møller; Christensen, Jens H.E.; Simon Riddell, Simon .

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: Working paper/Preprint Working paperResearch

  10. Published

    Term Structure Analysis with Big Data. / Andreasen, Martin Møller; Christensen, Jens H.E.; Rudebusch, Glenn D.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: Working paper/Preprint Working paperResearch

  11. 2018
  12. Published

    The pruned state-space system for non-linear DSGE models : Theory and empirical applications. / Andreasen, Martin M.; Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan F.

    In: Review of Economic Studies, Vol. 85, No. 1, 01.01.2018, p. 1-49.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  13. 2019
  14. Published

    Estimating the Price Markup in the New Keynesian Model. / Andreasen, Martin Møller; Dang, Mads Khoa-Dang.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2019.

    Research output: Working paper/Preprint Working paperResearch

  15. Published

    Bond Risk Premiums at the Zero Lower Bound. / Andreasen, Martin Møller; Jørgensen, Kasper; Meldrum, Andrew.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2019.

    Research output: Working paper/Preprint Working paperResearch