The New Keynesian Model and Bond Yields. / Andreasen, Martin Møller.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2021.Research output: Working paper/Preprint › Working paper
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 newspaper › Journal article › Research › peer-review
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 newspaper › Journal article › Research › peer-review
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 paper
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 newspaper › Journal article › Research › peer-review
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 newspaper › Journal article › Research › peer-review
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
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
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 paper
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 newspaper › Journal article › Research › peer-review
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
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
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
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
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
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
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
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
Dynamic term structure models : The best way to enforce the zero lower bound. / Andreasen, Martin Møller; Meldrum, Andrew.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.Research output: Working paper/Preprint › Working paper
Non-Linear DSGE Models and the Central Difference Kalman Filter. / Andreasen, Martin Møller.
In: Journal of Applied Econometrics, Vol. 28, No. 6, 2013, p. 929-955.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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
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