[go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/f/pan383.html
   My authors  Follow this author

Martin Møller Andreasen
(Martin Moller Andreasen)

Personal Details

First Name:Martin
Middle Name:
Last Name:Andreasen
Suffix:
RePEc Short-ID:pan383
[This author has chosen not to make the email address public]
https://sites.google.com/site/mandreasendk/

Affiliation

Institut for Økonomi
Aarhus Universitet

Aarhus, Denmark
http://econ.au.dk/
RePEc:edi:ifoaudk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch, 2017. "Term Structure Analysis with Big Data," Working Paper Series 2017-21, Federal Reserve Bank of San Francisco.
  2. Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers 18983, National Bureau of Economic Research, Inc.
  3. Zabczyk, Pawel & Andreasen, Martin M. & Ferman, Marcelo, 2012. "The business cycle implications of banks' maturity transformation," Working Paper Series 1489, European Central Bank.
  4. Andreasen , Martin & Zabczyk, Pawel, 2011. "An efficient method of computing higher-order bond price perturbation approximations," Bank of England working papers 416, Bank of England.
  5. Martin Andreasen, 2011. "Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Online Appendices 11-84, Review of Economic Dynamics.
  6. Andreasen, Martin, 2011. "An estimated DSGE model: explaining variation in term premia," Bank of England working papers 441, Bank of England.
  7. Martin M. Andreasen, 2010. "How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models," CREATES Research Papers 2010-63, Department of Economics and Business Economics, Aarhus University.
  8. Martin M. Andreasen, 2010. "Non-linear DSGE Models and The Central Difference Kalman Filter," CREATES Research Papers 2010-30, Department of Economics and Business Economics, Aarhus University.
  9. Martin M. Andreasen, 2010. "Non-linear DSGE Models and The Optimized Particle Filter," CREATES Research Papers 2010-05, Department of Economics and Business Economics, Aarhus University.
  10. Martin M. Andreasen, 2009. "Stochastic Volatility and DSGE Models," CREATES Research Papers 2009-29, Department of Economics and Business Economics, Aarhus University.
  11. Martin Møller Andreasen, 2008. "How to Maximize the Likelihood Function for a DSGE Model," CREATES Research Papers 2008-32, Department of Economics and Business Economics, Aarhus University.
  12. Martin Møller Andreasen, 2008. "Ensuring the Validity of the Micro Foundation in DSGE Models," CREATES Research Papers 2008-26, Department of Economics and Business Economics, Aarhus University.
  13. Martin Møller Andreasen, 2008. "Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter," CREATES Research Papers 2008-33, Department of Economics and Business Economics, Aarhus University.
  14. Martin Møller Andreasen, 2008. "Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model," CREATES Research Papers 2008-43, Department of Economics and Business Economics, Aarhus University.
  15. Martin M. Andreasen & Bent Jesper Christensen, "undated". "The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models," CREATES Research Papers 2010-12, Department of Economics and Business Economics, Aarhus University.

Articles

  1. Martin Andreasen & Marcelo Ferman & Pawel Zabczyk, 2013. "The Business Cycle Implications of Banks' Maturity Transformation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 581-600, October.
  2. Andreasen, Martin M., 2012. "An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia," European Economic Review, Elsevier, vol. 56(8), pages 1656-1674.
  3. Martin Andreasen, 2012. "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 295-316, July.
  4. Andreasen, Martin M., 2011. "Non-linear DSGE models and the optimized central difference particle filter," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1671-1695, October.
  5. Andreasen, Martin M., 2010. "Stochastic volatility and DSGE models," Economics Letters, Elsevier, vol. 108(1), pages 7-9, July.
  6. Andreasen Martin M, 2010. "Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-41, June.
  7. Martin Andreasen, 2010. "How to Maximize the Likelihood Function for a DSGE Model," Computational Economics, Springer;Society for Computational Economics, vol. 35(2), pages 127-154, February.

Software components

  1. Martin Andreasen & Marcelo Ferman & Pawel Zabczyk, 2012. "Code and data files for "The Business Cycle Implications of Banks' Maturity Transformation"," Computer Codes 11-169, Review of Economic Dynamics.
  2. Martin Andreasen, 2011. "Code and data files for "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Computer Codes 11-84, Review of Economic Dynamics.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (14) 2008-06-27 2008-06-27 2008-06-27 2008-09-05 2009-07-11 2010-02-20 2010-08-28 2010-10-09 2011-03-26 2011-03-26 2012-01-03 2012-04-03 2013-01-07 2013-04-27. Author is listed
  2. NEP-CBA: Central Banking (8) 2008-06-27 2008-06-27 2008-09-05 2010-02-20 2010-08-28 2011-03-26 2011-03-26 2012-04-03. Author is listed
  3. NEP-ECM: Econometrics (7) 2008-06-27 2008-06-27 2008-06-27 2009-07-11 2010-02-20 2010-08-28 2017-10-15. Author is listed
  4. NEP-MAC: Macroeconomics (7) 2008-06-27 2008-06-27 2008-06-27 2008-09-05 2009-07-11 2012-04-03 2013-01-07. Author is listed
  5. NEP-ETS: Econometric Time Series (6) 2008-06-27 2008-06-27 2008-06-27 2009-07-11 2010-02-20 2010-08-28. Author is listed
  6. NEP-ORE: Operations Research (3) 2010-08-28 2010-10-09 2011-03-26
  7. NEP-BAN: Banking (2) 2012-04-03 2013-01-07
  8. NEP-CMP: Computational Economics (2) 2008-06-27 2011-03-26
  9. NEP-MON: Monetary Economics (2) 2008-09-05 2012-04-03
  10. NEP-UPT: Utility Models and Prospect Theory (2) 2010-10-09 2011-03-26
  11. NEP-BEC: Business Economics (1) 2009-07-11
  12. NEP-BIG: Big Data (1) 2017-10-15
  13. NEP-FMK: Financial Markets (1) 2017-10-15

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Martin Andreasen
(Martin Moller Andreasen) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.