Martin M. Andreasen

Martin M. Andreasen

Aarhus Universitet

H-index: 18

Europe-Denmark

About Martin M. Andreasen

Martin M. Andreasen, With an exceptional h-index of 18 and a recent h-index of 12 (since 2020), a distinguished researcher at Aarhus Universitet, specializes in the field of DSGE modelling, Term structure modelling, Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Bond Risk Premiums at the Zero Lower Bound

Identifying a Stock Price Bubble and its Macroeconomic Implications

Does risk matter more in recessions than in expansions? Implications for monetary policy

The extended perturbation method: With applications to the New Keynesian model and the zero lower bound

Correction to: The TIPS Liquidity Premium

Supplement to “The extended perturbation method: With applications to the New Keynesian model and the zero lower bound”

Online Appendix (not for publication): The Extended Perturbation Method: With Applications to the New Keynesian Model and the Zero Lower Bound

The TIPS liquidity premium

Martin M. Andreasen Information

University

Position

___

Citations(all)

1240

Citations(since 2020)

656

Cited By

874

hIndex(all)

18

hIndex(since 2020)

12

i10Index(all)

22

i10Index(since 2020)

17

Email

University Profile Page

Aarhus Universitet

Google Scholar

View Google Scholar Profile

Martin M. Andreasen Skills & Research Interests

DSGE modelling

Term structure modelling

Econometrics

Top articles of Martin M. Andreasen

Title

Journal

Author(s)

Publication Date

Bond Risk Premiums at the Zero Lower Bound

Martin Andreasen

Kasper Jørgensen

Andrew Meldrum

2019/5

Identifying a Stock Price Bubble and its Macroeconomic Implications

Available at SSRN 4654463

Martin M Andreasen

Jeppe Bro

2023/12/5

Does risk matter more in recessions than in expansions? Implications for monetary policy

Journal of Monetary Economics

Martin M Andreasen

Giovanni Caggiano

Efrem Castelnuovo

Giovanni Pellegrino

2023/11/4

The extended perturbation method: With applications to the New Keynesian model and the zero lower bound

Quantitative Economics

Martin M Andreasen

Anders F Kronborg

2022/7

Correction to: The TIPS Liquidity Premium

Review of Finance

Martin M Andreasen

Jens HE Christensen

Simon Riddell

2022/3/1

Supplement to “The extended perturbation method: With applications to the New Keynesian model and the zero lower bound”

Martin M Andreasen

Anders F Kronborg

2022

Online Appendix (not for publication): The Extended Perturbation Method: With Applications to the New Keynesian Model and the Zero Lower Bound

Martin M Andreasen

Anders Kronborg

2021/12/6

The TIPS liquidity premium

Review of Finance

Martin M Andreasen

Jens HE Christensen

Simon Riddell

2021/11/1

Why does risk matter more in recessions than in expansions?

Martin M Andreasen

Giovanni Caggiano

Efrem Castelnuovo

Giovanni Pellegrino

2021/9/29

The yield spread and bond return predictability in expansions and recessions

The Review of Financial Studies

Martin M Andreasen

Tom Engsted

Stig V Møller

Magnus Sander

2021/6/1

The New Keynesian model and bond yields

Martin Møller Andreasen

2021/1/9

The TIPS Liquidity Premium, Working Paper 2017-11

Martin M Andreasen

Jens Henrik Eggert Christensen

Simon Riddell

2020/7/9

The importance of timing attitudes in consumption-based asset pricing models

Journal of Monetary Economics

Martin M Andreasen

Kasper Jørgensen

2020/5/1

See List of Professors in Martin M. Andreasen University(Aarhus Universitet)

Co-Authors

H-index: 45
Jesus Fernandez-Villaverde

Jesus Fernandez-Villaverde

University of Pennsylvania

H-index: 39
Juan Rubio-Ramírez

Juan Rubio-Ramírez

Emory University

H-index: 34
Tom Engsted

Tom Engsted

Aarhus Universitet

H-index: 30
Efrem Castelnuovo

Efrem Castelnuovo

Università degli Studi di Padova

H-index: 29
Bent Jesper Christensen

Bent Jesper Christensen

Aarhus Universitet

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