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, Denmarkhttp://econ.au.dk/
RePEc:edi:ifoaudk (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- 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.
- Martin M. Andreasen & Jens H.E. Christensen & Glenn D. Rudebusch, 2017. "Term Structure Analysis with Big Data," CREATES Research Papers 2017-31, Department of Economics and Business Economics, Aarhus University.
- 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.
- Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 1-49.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M., 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CEPR Discussion Papers 9442, C.E.P.R. Discussion Papers.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers 2013-12, Department of Economics and Business Economics, Aarhus University.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2016. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," Working Papers 2016-07, FEDEA.
- Zabczyk, Pawel & Andreasen, Martin M. & Ferman, Marcelo, 2012.
"The business cycle implications of banks' maturity transformation,"
Working Paper Series
1489, European Central Bank.
- 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.
- Andreasen, Martin & Ferman, Marcelo & Zabczyk, Pawel, 2012. "The business cycle implications of banks’ maturity transformation," Bank of England working papers 446, Bank of England.
- 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.
- 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.
- 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.
- Andreasen, Martin, 2011. "An estimated DSGE model: explaining variation in term premia," Bank of England working papers 441, Bank of England.
- 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.
- Andreasen, Martin, 2011. "How non-Gaussian shocks affect risk premia in non-linear DSGE models," Bank of England working papers 417, Bank of England.
- 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.
- 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.
- Martin M. Andreasen, 2009.
"Stochastic Volatility and DSGE Models,"
CREATES Research Papers
2009-29, Department of Economics and Business Economics, Aarhus University.
- Andreasen, Martin M., 2010. "Stochastic volatility and DSGE models," Economics Letters, Elsevier, vol. 108(1), pages 7-9, July.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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
- 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.
- 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.
- Andreasen, Martin & Ferman, Marcelo & Zabczyk, Pawel, 2012. "The business cycle implications of banks’ maturity transformation," Bank of England working papers 446, Bank of England.
- Zabczyk, Pawel & Andreasen, Martin M. & Ferman, Marcelo, 2012. "The business cycle implications of banks' maturity transformation," Working Paper Series 1489, European Central Bank.
- 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.
- 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.
- 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.
- 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.
- 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.
- Andreasen, Martin M., 2010.
"Stochastic volatility and DSGE models,"
Economics Letters, Elsevier, vol. 108(1), pages 7-9, July.
- Martin M. Andreasen, 2009. "Stochastic Volatility and DSGE Models," CREATES Research Papers 2009-29, Department of Economics and Business Economics, Aarhus University.
- 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.
- 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.
- 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.
Software components
- 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.
- 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.
- 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.
- 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.
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.- 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
- 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
- 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
- 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
- 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
- NEP-ORE: Operations Research (3) 2010-08-28 2010-10-09 2011-03-26
- NEP-BAN: Banking (2) 2012-04-03 2013-01-07
- NEP-CMP: Computational Economics (2) 2008-06-27 2011-03-26
- NEP-MON: Monetary Economics (2) 2008-09-05 2012-04-03
- NEP-UPT: Utility Models and Prospect Theory (2) 2010-10-09 2011-03-26
- NEP-BEC: Business Economics (1) 2009-07-11
- NEP-BIG: Big Data (1) 2017-10-15
- 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.