IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Martin Møller Andreasen

This is information that was supplied by Martin Andreasen in registering through RePEc. If you are Martin Møller Andreasen , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Martin
Middle Name:Møller
Last Name:Andreasen
Suffix:
RePEc Short-ID:pan383
Email:[This author has chosen not to make the email address public]
Homepage:https://sites.google.com/site/mandreasendk/
Postal Address:
Phone:
in new window

  1. Andreasen, Martin M. & Ferman, Marcelo & Zabczyk, Pawel, 2012. "The business cycle implications of banks' maturity transformation," Working Paper Series 1489, European Central Bank.
  2. Martin Andreasen, 2011. "Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Technical Appendices 11-84, Review of Economic Dynamics.
  3. Andreasen, Martin, 2011. "An estimated DSGE model: explaining variation in term premia," Bank of England working papers 441, Bank of England.
  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 M. Andreasen, 2010. "Non-linear DSGE Models and The Optimized Particle Filter," CREATES Research Papers 2010-05, School of Economics and Management, University of Aarhus.
  6. Martin M. Andreasen, 2010. "How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models," CREATES Research Papers 2010-63, School of Economics and Management, University of Aarhus.
  7. Martin M. Andreasen, 2010. "Non-linear DSGE Models and The Central Difference Kalman Filter," CREATES Research Papers 2010-30, School of Economics and Management, University of Aarhus.
  8. Martin M. Andreasen, 2009. "Stochastic Volatility and DSGE Models," CREATES Research Papers 2009-29, School of Economics and Management, University of Aarhus.
  9. Martin Møller Andreasen, 2008. "Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter," CREATES Research Papers 2008-33, School of Economics and Management, University of Aarhus.
  10. Martin Møller Andreasen, 2008. "Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model," CREATES Research Papers 2008-43, School of Economics and Management, University of Aarhus.
  11. Martin Møller Andreasen, 2008. "How to Maximize the Likelihood Function for a DSGE Model," CREATES Research Papers 2008-32, School of Economics and Management, University of Aarhus.
  12. Martin Møller Andreasen, 2008. "Ensuring the Validity of the Micro Foundation in DSGE Models," CREATES Research Papers 2008-26, School of Economics and Management, University of Aarhus.
  13. Martin M. Andreasen & Bent Jesper Christensen, . "The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models," CREATES Research Papers 2010-12, School of Economics and Management, University of Aarhus.
  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. "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.
  6. Andreasen, Martin M., 2010. "Stochastic volatility and DSGE models," Economics Letters, Elsevier, vol. 108(1), pages 7-9, July.
  7. Martin Andreasen, 2010. "How to Maximize the Likelihood Function for a DSGE Model," Computational Economics, Society for Computational Economics, vol. 35(2), pages 127-154, February.
  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.
13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2012-04-03 2013-01-07
  2. NEP-BEC: Business Economics (1) 2009-07-11
  3. 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
  4. NEP-CMP: Computational Economics (2) 2008-06-27 2011-03-26
  5. NEP-DGE: Dynamic General Equilibrium (13) 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. Author is listed
  6. NEP-ECM: Econometrics (6) 2008-06-27 2008-06-27 2008-06-27 2009-07-11 2010-02-20 2010-08-28. Author is listed
  7. 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
  8. 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
  9. NEP-MON: Monetary Economics (2) 2008-09-05 2012-04-03
  10. NEP-ORE: Operations Research (3) 2010-08-28 2010-10-09 2011-03-26
  11. NEP-UPT: Utility Models & Prospect Theory (2) 2010-10-09 2011-03-26

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Martin 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.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.