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Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller - 2019
Persistent link: https://www.econbiz.de/10012063989
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How Non-Gaussian shocks affect risk premia in non-linear DSGE models
Andreasen, Martin Møller - 2010
Persistent link: https://www.econbiz.de/10008659421
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Non-linear DSGE models and the central difference Kalman filter
Andreasen, Martin Møller - 2010
Persistent link: https://www.econbiz.de/10008651777
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The New Keynesian model and bond yields
Andreasen, Martin Møller - 2021
Persistent link: https://www.econbiz.de/10012433979
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Dynamic term structure models : the best way to enforce the zero lower bound
Andreasen, Martin Møller; Meldrum, Andrew - 2014
Persistent link: https://www.econbiz.de/10010438075
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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/10009733564
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Bond market asymmetries across recessions and expansions : new evidence on risk premia
Andreasen, Martin Møller; Engsted, Tom; Møller, Stig … - 2016
Persistent link: https://www.econbiz.de/10011541655
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Explaining asset prices with low risk aversion and low intertemporal substitution
Andreasen, Martin Møller; Jørgensen, Kasper - 2016
Persistent link: https://www.econbiz.de/10011474816
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Estimating the price markup in the new Keynesian Model
Andreasen, Martin Møller; Dang, Mads - 2019
Persistent link: https://www.econbiz.de/10011991269
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Term structure analysis with big data
Andreasen, Martin Møller; Christensen, Jens H. E.; … - 2017
Persistent link: https://www.econbiz.de/10011721059