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Sufficient conditions for finite objective functions in DSGE models with deterministic and stochastic trends
Andreasen, Martin Møller - In: The B.E. journal of macroeconomics 10 (2010) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10009577391
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller; Fernández-Villaverde, Jesús; … - 2013
Persistent link: https://www.econbiz.de/10009744137
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller; Villaverde, Jesús … - 2013
Persistent link: https://www.econbiz.de/10009745582
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Efficient bond price approximations in nonlinear equilibrium-based term structure models
Andreasen, Martin Møller; Zabczyk, Pawel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10011311205
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller; Fernández-Villaverde, Jesús; … - In: The review of economic studies 85 (2018) 1, pp. 1-49
Persistent link: https://www.econbiz.de/10011920114
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The TIPS liquidity premium
Andreasen, Martin Møller; Christensen, Jens H. E.; … - In: Review of finance : journal of the European Finance … 25 (2021) 6, pp. 1639-1675
Persistent link: https://www.econbiz.de/10012694409
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Term structure analysis with big data : one-step estimation using bond prices
Andreasen, Martin Møller; Christensen, Jens H. E.; … - In: Journal of econometrics 212 (2019) 1, pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
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The importance of timing attitudes in consumption-based asset pricing models
Andreasen, Martin Møller; Jørgensen, Kasper - In: Journal of monetary economics 111 (2020), pp. 95-117
Persistent link: https://www.econbiz.de/10012494234
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The yield spread and bond return predictability in expansions and recessions
Andreasen, Martin Møller; Engsted, Tom; Møller, Stig … - In: The review of financial studies 34 (2021) 6, pp. 2773-2812
Persistent link: https://www.econbiz.de/10012546315
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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 : JFQA 54 (2019) 5, pp. 2261-2292
Persistent link: https://www.econbiz.de/10012140079