Department of Economics and Business Economics

Martin Møller Andreasen

  1. Published

    The New Keynesian Model and Bond Yields. / Andreasen, Martin Møller.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2021.

    Research output: Working paper/Preprint Working paper

  2. 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

  3. 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

  4. 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

  5. Published

    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 newspaperJournal articleResearchpeer-review

  6. Published

    The Yield Spread and Bond Return Predictability in Expansions and Recessions. / Andreasen, Martin Møller; Engsted, Tom; Møller, Stig Vinther et al.

    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 newspaperJournal articleResearchpeer-review

  7. 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

  8. Published

    Why Does Risk Matter More in Recessions than in Expansions? / Andreasen, Martin Møller; Caggiano, Giovanni; Castelnuovo, Efrem et al.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2021.

    Research output: Working paper/Preprint Working paper

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