The Business Cycle Implications of Banks’ Maturity Transformation. / Andreasen, Martin Møller; Ferman, Marcelo; Zabczyk, Pawel.
In: Review of Economic Dynamics, Vol. 16, No. 4, 2013, p. 581-600.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications. / Andreasen, Martin Møller; Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan F.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.Research output: Working paper/Preprint › Working paper › Research
An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia. / Andreasen, Martin Møller.
In: European Economic Review, Vol. 56, No. 8, 2012, p. 1656–1674.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
On the effects of rare disasters and uncertainty shocks for risk premia in non-linear DSGE models. / Andreasen, Martin Møller.
In: Review of Economic Dynamics, Vol. 15, No. 3, 2012, p. 295–316.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Non-Linear DSGE Models and the Optimized Central Difference Particle Filter. / Andreasen, Martin Møller.
In: Journal of Economic Dynamics and Control, Vol. 35, No. 10, 2011, p. 1671-1695.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
How to Maximize the Likelihood Function for a DSGE Model. / Andreasen, Martin Møller.
In: Computational Economics, Vol. 35, 2010, p. 127-154.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Stochastic Volatility and DSGE models. / Andreasen, Martin Møller.
In: Economics Letters, Vol. 108, 2010, p. 7-9.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends. / Andreasen, Martin Møller.
In: B E Journals in Macroeconomics, Vol. 10, 2010.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review