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 newspaper › Journal article › Research › peer-review
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 newspaper › Journal article › Research › peer-review
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 paper › Research
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 paper › Research
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 paper › Research
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 paper › Research
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 paper › Research
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 newspaper › Journal article › Research › peer-review
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 paper › Research
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 paper › Research