The Dane arrives for a club record fee from FC Copenhagen.
Mackay said: "Andreas has plenty of potential. We'd been watching him for a year and thought we would miss out. But we managed to get him." "We think Andreas is a really top player. He was player of the season at Copenhagen and has scored plenty of goals.
"But he adds to the quality we already have up front and to the squad that got us to the Premier League.
"We've got plans in place. We want to get players in as early as possible but it doesn't always happen like that."