Department of Economics and Business Economics

Martin Møller Andreasen

  1. 2019
  2. Published

    Explaining Bond Return Predictability in an Estimated New Keynesian Model. / Andreasen, Martin Møller.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2019.

    Research output: Working paper/Preprint Working paperResearch

  3. Published

    Term Structure Analysis with Big Data : One-Step Estimation Using Bond Prices. / Andreasen, Martin M.; Christensen, Jens H.E.; Rudebusch, Glenn D.

    In: Journal of Econometrics, Vol. 212, No. 1, 09.2019, p. 26-46.

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

  4. Published

    A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States. / Andreasen, Martin Møller; Meldrum, Andrew.

    In: Journal of Financial and Quantitative Analysis, Vol. 54, No. 5, 10.2019, p. 2261-2292.

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

  5. 2020
  6. Published

    The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models. / Andreasen, Martin Møller; Jørgensen, Kasper.

    In: Journal of Monetary Economics, Vol. 111, 05.2020, p. 95-117.

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

  7. 2021
  8. Published

    The New Keynesian Model and Bond Yields. / Andreasen, Martin Møller.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2021.

    Research output: Working paper/Preprint Working paperResearch

  9. Published

    The Yield Spread and Bond Return Predictability in Expansions and Recessions. / Andreasen, Martin Møller; Engsted, Tom; Møller, Stig Vinther; Jensen, Magnus David Sander.

    In: Review of Financial Studies, Vol. 34, No. 6, 06.2021, p. 2773-2812.

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

  10. Published

    Why Does Risk Matter More in Recessions than in Expansions? / Andreasen, Martin Møller; Caggiano, Giovanni; Castelnuovo, Efrem; Pellegrino, Giovanni.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2021.

    Research output: Working paper/Preprint Working paperResearch

  11. Published

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

    In: Review of Finance, Vol. 25, No. 6, 11.2021, p. 1639-1675.

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

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