Department of Economics and Business Economics

Martin Møller Andreasen

  1. Journal article › Research › Peer-reviewed
  2. Published

    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 newspaperJournal articleResearchpeer-review

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

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