Department of Economics and Business Economics

Martin Møller Andreasen

  1. 2013
  2. Published

    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 newspaperJournal articleResearchpeer-review

  3. Published

    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 paperResearch

  4. 2012
  5. Published

    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 newspaperJournal articleResearchpeer-review

  6. Published

    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 newspaperJournal articleResearchpeer-review

  7. 2011
  8. Published

    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 newspaperJournal articleResearchpeer-review

  9. 2010
  10. Published

    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 newspaperJournal articleResearchpeer-review

  11. Published

    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 newspaperJournal articleResearchpeer-review

  12. Published

    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 newspaperJournal articleResearchpeer-review

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