Department of Economics and Business Economics

Martin Møller Andreasen

  1. Published

    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 newspaperJournal articleResearchpeer-review

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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