Martin Møller Andreasen : Citation Profile


Are you Martin Møller Andreasen?

Aarhus Universitet

7

H index

5

i10 index

237

Citations

RESEARCH PRODUCTION:

7

Articles

17

Papers

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 26
   Journals where Martin Møller Andreasen has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 9 (3.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan383
   Updated: 2020-10-24    RAS profile:    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Martin Møller Andreasen.

Is cited by:

Kollmann, Robert (17)

Fernandez-Villaverde, Jesus (10)

Mutschler, Willi (9)

Meyer-Gohde, Alexander (7)

Rubio-Ramirez, Juan F (7)

Born, Benjamin (7)

Pfeifer, Johannes (7)

Levintal, Oren (5)

Lan, Hong (5)

ferroni, filippo (4)

Blagov, Boris (4)

Cites to:

Christiano, Lawrence (27)

Eichenbaum, Martin (26)

Wouters, Raf (21)

Fernandez-Villaverde, Jesus (20)

Smets, Frank (19)

Rudebusch, Glenn (19)

Rubio-Ramirez, Juan F (18)

Lindé, Jesper (16)

Altig, David (15)

Swanson, Eric (13)

Schorfheide, Frank (10)

Main data


Where Martin Møller Andreasen has published?


Journals with more than one article published# docs
Review of Economic Dynamics2

Recent works citing Martin Møller Andreasen (2020 and 2019)


YearTitle of citing document
2019Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11.

Full description at Econpapers || Download paper

2020The Interaction Between Credit Constraints and Uncertainty Shocks. (2020). Kohn, Robert ; Gunawan, David ; Chatterjee, Pratiti . In: Papers. RePEc:arx:papers:2004.14719.

Full description at Econpapers || Download paper

2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

Full description at Econpapers || Download paper

2020Inflationary household uncertainty shocks. (2020). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_005.

Full description at Econpapers || Download paper

2020Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2035.

Full description at Econpapers || Download paper

2020Switching Volatility in a Nonlinear Open Economy. (2020). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Dynare Working Papers. RePEc:cpm:dynare:060.

Full description at Econpapers || Download paper

2019When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning. (2019). Maliar, Serguei ; Lepetyuk, Vadym. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14025.

Full description at Econpapers || Download paper

2019The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. (2019). Mutschler, Willi ; Ivashchenko, Sergey. In: CQE Working Papers. RePEc:cqe:wpaper:8319.

Full description at Econpapers || Download paper

2019Uncertainty shocks, monetary policy and long-term interest rates. (2019). amisano, gianni ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20192279.

Full description at Econpapers || Download paper

2019Perturbations in DSGE models: An odd derivatives theorem. (2019). Lott, Sherwin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:1.

Full description at Econpapers || Download paper

2020Perturbation solution and welfare costs of business cycles in DSGE models. (2020). Maussner, Alfred ; Heiberger, Christopher. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188919302143.

Full description at Econpapers || Download paper

2019Fear itself: How risk sensitive firms can give demand shocks bite. (2019). He, Zhaochen. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:437-452.

Full description at Econpapers || Download paper

2020The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. (2020). Mutschler, Willi ; Ivashchenko, Sergey. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:280-292.

Full description at Econpapers || Download paper

2020Environmental expenditure spillovers: Evidence from an estimated multi-area DSGE model. (2020). Xu, Haitao ; Pan, Xiongfeng ; Lu, Yuduo ; Lee, Chew Tin ; Zong, Tianjiao ; Li, Mengna. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304426.

Full description at Econpapers || Download paper

2020Financial frictions and changing macroeconomic volatility. (2020). Higgins, Charles. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419302629.

Full description at Econpapers || Download paper

2020Is the Taylor principle still valid when rates are low?. (2020). Morris, Stephen D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419304690.

Full description at Econpapers || Download paper

2020The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models. (2020). Jorgensen, Kasper ; Andreasen, Martin M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:111:y:2020:i:c:p:95-117.

Full description at Econpapers || Download paper

2020Switching Volatility in a Nonlinear Open Economy. (2020). Ivashchenko, Sergey ; Benchimol, Jonathan. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88093.

Full description at Econpapers || Download paper

2019Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates. (2019). amisano, gianni ; Tristani, Oreste. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-24.

Full description at Econpapers || Download paper

2019Time-Varying Skewness and Real Business Cycles. (2019). Phan, Toan ; Kent, Lance . In: Economic Quarterly. RePEc:fip:fedreq:00066.

Full description at Econpapers || Download paper

2020The costs of macroprudential deleveraging in a liquidity trap. (2020). Walentin, Karl ; Lindé, Jesper ; Finocchiaro, Daria ; Chen, Jiaqian. In: Working Paper Series. RePEc:hhs:rbnkwp:0389.

Full description at Econpapers || Download paper

2020Long-term bank lending and the transfer of aggregate risk. (2020). Zessner-Spitzenberg, Leopold ; Reiter, Michael. In: IHS Working Paper Series. RePEc:ihs:ihswps:13.

Full description at Econpapers || Download paper

2019Understanding Macro and Asset Price Dynamics During the Climate Transition. (2019). Hitzemann, Steffen ; Gruning, Patrick ; Donadelli, Michael. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:18.

Full description at Econpapers || Download paper

2019Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets. (2019). Mendoza, Enrique ; Durdu, C. Bora ; de Groot, Oliver ; DeGroot, Oliver . In: Working Papers. RePEc:liv:livedp:201916.

Full description at Econpapers || Download paper

2019Generalised Impulse Response Function as a Perturbation of a Global Solution to DSGE Models. (2019). Ajevskis, Viktors. In: Working Papers. RePEc:ltv:wpaper:201904.

Full description at Econpapers || Download paper

2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach. (2020). Rebucci, Alessandro ; Otrok, Christopher ; Foerster, Andrew ; Benigno, Gianluca. In: NBER Working Papers. RePEc:nbr:nberwo:26935.

Full description at Econpapers || Download paper

2020Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo. In: Review of Economic Dynamics. RePEc:red:issued:20-250.

Full description at Econpapers || Download paper

2019Pipeline Pressures and Sectoral Inflation Dynamics. (2019). Tielens, Joris. In: 2019 Meeting Papers. RePEc:red:sed019:856.

Full description at Econpapers || Download paper

2019Fiscal Policy and the Nominal Term Premium. (2019). Maršál, Aleš ; Horvath, Roman ; Marsal, Ales ; Kaszab, Lorant. In: Working and Discussion Papers. RePEc:svk:wpaper:1068.

Full description at Econpapers || Download paper

Works by Martin Møller Andreasen:


YearTitleTypeCited
2008Ensuring the Validity of the Micro Foundation in DSGE Models In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2008How to Maximize the Likelihood Function for a DSGE Model In: CREATES Research Papers.
[Full Text][Citation analysis]
paper24
2010How to Maximize the Likelihood Function for a DSGE Model.(2010) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2008Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter In: CREATES Research Papers.
[Full Text][Citation analysis]
paper6
2008Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model In: CREATES Research Papers.
[Full Text][Citation analysis]
paper7
2009Stochastic Volatility and DSGE Models In: CREATES Research Papers.
[Full Text][Citation analysis]
paper5
2010Stochastic volatility and DSGE models.(2010) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2010Non-linear DSGE Models and The Optimized Particle Filter In: CREATES Research Papers.
[Full Text][Citation analysis]
paper2
2010The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models In: CREATES Research Papers.
[Full Text][Citation analysis]
paper2
2010Non-linear DSGE Models and The Central Difference Kalman Filter In: CREATES Research Papers.
[Full Text][Citation analysis]
paper7
2010How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models In: CREATES Research Papers.
[Full Text][Citation analysis]
paper3
2011How non-Gaussian shocks affect risk premia in non-linear DSGE models.(2011) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2011An efficient method of computing higher-order bond price perturbation approximations In: Bank of England working papers.
[Full Text][Citation analysis]
paper4
2011An estimated DSGE model: explaining variation in term premia In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2012The business cycle implications of banks’ maturity transformation In: Bank of England working papers.
[Full Text][Citation analysis]
paper20
2012The business cycle implications of banks maturity transformation.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2013The Business Cycle Implications of Banks Maturity Transformation.(2013) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2010Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
2011Non-linear DSGE models and the optimized central difference particle filter In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article9
2012An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia In: European Economic Review.
[Full Text][Citation analysis]
article25
2017Term Structure Analysis with Big Data In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2013The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications In: NBER Working Papers.
[Full Text][Citation analysis]
paper71
2011Online Appendix to On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models In: Online Appendices.
[Full Text][Citation analysis]
paper51
2012On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models.(2012) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team