Department of Economics and Business Economics

Martin Møller Andreasen

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

  3. 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

  4. 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

  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. Working paper › Research › Not peer-reviewed
  9. Published

    Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. / Andreasen, Martin Møller; Engsted, Tom; Møller, Stig Vinther et al.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.

    Research output: Working paper/Preprint Working paper

  10. Published

    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

  11. 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

  12. Published

    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