On the effects of rare disasters and uncertainty shocks for risk premia in non-linear DSGE models von Andreasen, Martin M.

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The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications von ANDREASEN, MARTIN M., FERNÁNDEZ-VILLAVERDE, JESÚS, RUBIO-RAMÍREZ, JUAN F.

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Does risk matter more in recessions than in expansions? Implications for monetary policy von Andreasen, Martin M., Caggiano, Giovanni, Castelnuovo, Efrem, Pellegrino, Giovanni

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The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models von Andreasen, Martin M., Jørgensen, Kasper

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The Yield Spread and Bond Return Predictability in Expansions and Recessions von Andreasen, Martin M, Engsted, Tom, Møller, Stig V, Sander, Magnus

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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 von Andreasen, Martin M., Meldrum, Andrew

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NON-LINEAR DSGE MODELS AND THE CENTRAL DIFFERENCE KALMAN FILTER von Andreasen, Martin M.

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Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices von Andreasen, Martin M., Christensen, Jens H.E., Rudebusch, Glenn D.

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The TIPS Liquidity Premium von Andreasen, Martin M, Christensen, Jens H E, Riddell, Simon

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The extended perturbation method: With applications to the New Keynesian model and the zero lower bound von Andreasen, Martin Møller , Kronborg, Anders Farver

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An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia von Andreasen, Martin M.

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The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models von Andreasen, Martin M., Christensen, Bent Jesper

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The business cycle implications of banksʼ maturity transformation von Andreasen, Martin M., Ferman, Marcelo, Zabczyk, Pawel

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Non-linear DSGE models and the optimized central difference particle filter von Andreasen, Martin M.

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Efficient bond price approximations in non-linear equilibrium-based term structure models von Andreasen, Martin M., Zabczyk, Pawel

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Stochastic volatility and DSGE models von Andreasen, Martin M

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Correction to: The TIPS Liquidity Premium von Andreasen, Martin M, Christensen, Jens H E, Riddell, Simon

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Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends von Andreasen, Martin M

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Bond Risk Premiums at the Zero Lower Bound von Andreasen, Martin M., Joergensen, Kasper, Meldrum, Andrew

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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 von Andreasen, Martin M., Meldrum, Andrew

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