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  1. Andreasen, Martin M. [Author] ; Meldrum, Andrew [Other]

    Dynamic Term Structure Models : The Best Way to Enforce the Zero Lower Bound in the United States

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    [S.l.]: SSRN, [2015]

    Published in: Bank of England Working Paper ; No. 550

  2. Andreasen, Martin M. [Author] ; Meldrum, Andrew [Other]

    Market Beliefs About the UK Monetary Policy Lift-Off Horizon : A No-Arbitrage Shadow Rate Term Structure Model Approach

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    [S.l.]: SSRN, [2015]

    Published in: Bank of England Working Paper ; No. 541

  3. Andreasen, Martin M. [Author] ; Christensen, Bent Jesper [Other]

    The SR Approach : A New Estimation Procedure for Non-Linear and Non-Gaussian Dynamic Term Structure Models

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    [S.l.]: SSRN, [2014]

  4. Andreasen, Martin M. [Author] ; Meldrum, Andrew [Other]

    Likelihood Inference in Non-Linear Term Structure Models : The Importance of the Lower Bound

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    [S.l.]: SSRN, [2013]

    Published in: Bank of England Working Paper ; No. 481

  5. Andreasen, Martin M. [Author] ; Fernández-Villaverde, Jesús [Other]; Rubio-Ramírez, Juan [Other] National Bureau of Economic Research

    The Pruned State-Space System for Non-Linear DSGE Models : Theory and Empirical Applications

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    Cambridge, Mass: National Bureau of Economic Research, April 2013

    Published in: NBER working paper series ; no. w18983

  6. Andreasen, Martin M. [Author] ; Ferman, Marcelo [Other]; Zabczyk, Pawel [Other]

    The Business Cycle Implications of Banks’ Maturity Transformation

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    [S.l.]: SSRN, [2012]

    Published in: Bank of England Working Paper ; No. 446

  7. Andreasen, Martin M. [Author] ; Ferman, Marcelo [Other]; Zabczyk, Pawel [Other]

    The Business Cycle Implications of Banks' Maturity Transformation

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    [S.l.]: SSRN, [2012]

    Published in: ECB Working Paper ; No. 1489

  8. Andreasen, Martin M. [Author] ; Zabczyk, Pawel [Other]

    An Efficient Method of Computing Higher-Order Bond Price Perturbation Approximations

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    [S.l.]: SSRN, [2011]

    Published in: Bank of England Working Paper ; No. 416

  9. Andreasen, Martin M. [Author]

    Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-Linear DSGE Model

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    [S.l.]: SSRN, [2011]

    Published in: CREATES Research Paper ; No. 2008-43