Department of Economics and Business Economics

Martin Møller Andreasen

  1. 2018
  2. Published

    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 newspaperJournal articleResearchpeer-review

  3. 2017
  4. Published

    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

  5. Published

    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

  6. Published

    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

  7. 2016
  8. Published

    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

  9. Published

    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

  10. 2015
  11. Published

    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 newspaperJournal articleResearchpeer-review

  12. Published

    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 newspaperJournal articleResearchpeer-review

  13. 2014
  14. Published

    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

  15. 2013
  16. 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 paper