Articoli con mandati relativi all'accesso pubblico - Martin M. AndreasenUlteriori informazioni
Non disponibili pubblicamente: 2
Does risk matter more in recessions than in expansions? Implications for monetary policy
MM Andreasen, G Caggiano, E Castelnuovo, G Pellegrino
Journal of Monetary Economics 143, 103533, 2024
Mandati: Danish Council for Independent Research
Correction to: The TIPS Liquidity Premium
MM Andreasen, JHE Christensen, S Riddell
Review of Finance 26 (2), 443-443, 2022
Mandati: Danish Council for Independent Research
Disponibili pubblicamente: 21
The pruned state-space system for non-linear DSGE models: Theory and empirical applications
MM Andreasen, J Fernández-Villaverde, JF Rubio-Ramírez
The Review of Economic Studies 85 (1), 1-49, 2018
Mandati: US National Science Foundation, Danish National Research Foundation
On the effects of rare disasters and uncertainty shocks for risk premia in non-linear DSGE models
MM Andreasen
Review of Economic Dynamics 15 (3), 295-316, 2012
Mandati: Danish National Research Foundation
The TIPS liquidity premium
MM Andreasen, JHE Christensen, S Riddell
Review of Finance 25 (6), 1639-1675, 2021
Mandati: Danish Council for Independent Research
An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia
MM Andreasen
European Economic Review 56 (8), 1656-1674, 2012
Mandati: Danish National Research Foundation
Non‐linear DSGE models and the central difference Kalman filter
MM Andreasen
Journal of Applied Econometrics 28 (6), 929-955, 2013
Mandati: Danish National Research Foundation
Term structure analysis with big data: one-step estimation using bond prices
MM Andreasen, JHE Christensen, GD Rudebusch
Journal of Econometrics 212 (1), 26-46, 2019
Mandati: Danish Council for Independent Research
Dynamic term structure models: The best way to enforce the zero lower bound
MM Andreasen, A Meldrum
Mandati: Danish National Research Foundation
The yield spread and bond return predictability in expansions and recessions
MM Andreasen, T Engsted, SV Møller, M Sander
The Review of Financial Studies 34 (6), 2773-2812, 2021
Mandati: Danish Council for Independent Research
Market beliefs about the UK monetary policy lift-off horizon: a no-arbitrage shadow rate term structure model approach
MM Andreasen, A Meldrum
Bank of England Working Paper, 2015
Mandati: Danish National Research Foundation
Likelihood inference in non-linear term structure models: the importance of the lower bound
MM Andreasen, A Meldrum
Bank of England Working Paper, 2013
Mandati: Danish National Research Foundation, UK Economic and Social Research Council
A shadow rate or a quadratic policy rule? The best way to enforce the zero lower bound in the United States
MM Andreasen, A Meldrum
Journal of Financial and Quantitative Analysis 54 (5), 2261-2292, 2019
Mandati: Danish National Research Foundation
The importance of timing attitudes in consumption-based asset pricing models
MM Andreasen, K Jørgensen
Journal of Monetary Economics 111, 95-117, 2020
Mandati: Danish Council for Independent Research
Efficient bond price approximations in non-linear equilibrium-based term structure models
MM Andreasen, P Zabczyk
Studies in Nonlinear Dynamics & Econometrics 19 (1), 1-33, 2015
Mandati: Danish National Research Foundation
Why does risk matter more in recessions than in expansions?
MM Andreasen, G Caggiano, E Castelnuovo, G Pellegrino
CAMA Working Paper, 2021
Mandati: Australian Research Council, Danish Council for Independent Research
Bond market asymmetries across recessions and expansions: New evidence on risk premia
MM Andreasen, T Engsted, SV Møller, MDS Jensen
Mandati: Danish National Research Foundation
Bond Risk Premiums at the Zero Lower Bound
MM Andreasen, K Jørgensen, A Meldrum
Available at SSRN 4777821, 2024
Mandati: Danish Council for Independent Research
The Extended Perturbation Method: New Insights on the New Keynesian Model
MM Andreasen, AF Kronborg
Mandati: Danish National Research Foundation
Explaining bond return predictability in an estimated new keynesian model
MM Andreasen
Mandati: Danish Council for Independent Research
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