Junior Maih
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Junior Maih, 2010.
"Conditional forecasts in DSGE models,"
Working Paper
2010/07, Norges Bank.
Mentioned in:
- Conditional forecasts in DSGE models
by Christian Zimmermann in NEP-DGE blog on 2010-06-07 07:43:04
- Conditional forecasts in DSGE models
Working papers
- Hilde Christiane Bjørnland & Ragna Alstadheim & Junior Maih, 2021.
"Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers,"
Working Papers
No 12/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Alstadheim, Ragna & Bjørnland, Hilde C. & Maih, Junior, 2021. "Do central banks respond to exchange rate movements? A Markov-switching structural investigation of commodity exporters and importers," Energy Economics, Elsevier, vol. 96(C).
Cited by:
- Theodosios Anastasios Perifanis, 2022. "The Macroeconomic Results of Diligent Resource Revenues Management: The Norwegian Case," Energies, MDPI, vol. 15(4), pages 1-14, February.
- Harrison, Andre & Liu, Xiaochun & Stewart, Shamar L., 2023. "Structural sources of oil market volatility and correlation dynamics," Energy Economics, Elsevier, vol. 121(C).
- Ahmed, Rizwan & Chen, Xihui Haviour & Kumpamool, Chamaiporn & Nguyen, Dung T.K., 2023. "Inflation, oil prices, and economic activity in recent crisis: Evidence from the UK," Energy Economics, Elsevier, vol. 126(C).
- Yildirim, Zekeriya & Guloglu, Hasan, 2024. "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, vol. 306(C).
- Taufeeque Ahmad Siddiqui & Haseen Ahmed & Mohammad Naushad & Uzma Khan, 2023. "The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 566-578, May.
- Binning, Andrew & Bjørnland, Hilde C. & Maih, Junior, 2019.
"Is monetary policy always effective? Incomplete interest rate pass-through in a DSGE model,"
Working Paper
2019/22, Norges Bank.
- Andrew Binning & Hilde C. Bjørnland & Junior Maih, 2019. "Is Monetary Policy Always Effective? Incomplete Interest Rate Pass-through in a DSGE Model," Working Papers No 09/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
Cited by:
- Oyadeyi, Olajide, 2022. "Interest Rate Pass-Through in Nigeria," MPRA Paper 117954, University Library of Munich, Germany.
- Yoosoon Chang & Junior Maih & Fei Tan, 2018.
"Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models,"
CAEPR Working Papers
2018-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Chang, Yoosoon & Maih, Junior & Tan, Fei, 2021. "Origins of monetary policy shifts: A New approach to regime switching in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
Cited by:
- Binh Thai Pham & Hector Sala, 2023. "Fiscal deficits and the socioeconomic consequences of rebalancing: Insights from a TVP‐VAR with stochastic volatility," Australian Economic Papers, Wiley Blackwell, vol. 62(2), pages 214-235, June.
- Chotipong Charoensom, 2024. "An Estimation of Regime Switching Models with Nonlinear Endogenous Switching," PIER Discussion Papers 217, Puey Ungphakorn Institute for Economic Research.
- Ruoyun Mao & Wenyi Shen & Shu-Chun S. Yang, 2023.
"Can Passive Monetary Policy Decrease the Debt Burden?,"
IEAS Working Paper : academic research
23-A007, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Mao, Ruoyun & Shen, Wenyi & Yang, Shu-Chun S., 2024. "Can passive monetary policy decrease the debt burden?," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
- Shayan Zakipour-Saber, 2019.
"State-dependent Monetary Policy Regimes,"
Working Papers
882, Queen Mary University of London, School of Economics and Finance.
- Zakipour-Saber, Shayan, 2019. "State-dependent Monetary Policy Regimes," Research Technical Papers 4/RT/19, Central Bank of Ireland.
- Sun, Xiaojin & Tsang, Kwok Ping, 2023. "Yield curve and the macroeconomy: Evidence from a DSGE model with housing," Journal of Macroeconomics, Elsevier, vol. 75(C).
- Dave, Chetan & Sorge, Marco, 2023. "Fat Tailed DSGE Models: A Survey and New Results," Working Papers 2023-3, University of Alberta, Department of Economics.
- Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024.
"On Bayesian Filtering for Markov Regime Switching Models,"
Papers
2402.08051, arXiv.org.
- Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," Working Papers 2024_01, Business School - Economics, University of Glasgow.
- Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series 10941, CESifo.
- Krenz, Johanna & Živanović, Jelena, 2024. "Macroprudential capital requirements, monetary policy, and financial crises," Economic Modelling, Elsevier, vol. 139(C).
- Yong Song & Tomasz Wo'zniak, 2020. "Markov Switching," Papers 2002.03598, arXiv.org.
- Yoosoon Chang & Junior Maih & Fei Tan, 2018.
"State Space Models with Endogenous Regime Switching,"
Working Papers
No 9/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Yoosoon Chang & Fei Tan & Xin Wei, 2018. "State Space Models with Endogenous Regime Switching," CAEPR Working Papers 2018-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
Cited by:
- Chotipong Charoensom, 2024. "An Estimation of Regime Switching Models with Nonlinear Endogenous Switching," PIER Discussion Papers 217, Puey Ungphakorn Institute for Economic Research.
- Shayan Zakipour-Saber, 2019.
"State-dependent Monetary Policy Regimes,"
Working Papers
882, Queen Mary University of London, School of Economics and Finance.
- Zakipour-Saber, Shayan, 2019. "State-dependent Monetary Policy Regimes," Research Technical Papers 4/RT/19, Central Bank of Ireland.
- Chang, Yoosoon & Maih, Junior & Tan, Fei, 2021.
"Origins of monetary policy shifts: A New approach to regime switching in DSGE models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Yoosoon Chang & Junior Maih & Fei Tan, 2018. "Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models," CAEPR Working Papers 2018-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Kirstin Hubrich & Daniel F. Waggoner, 2022.
"The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework,"
FRB Atlanta Working Paper
2022-5, Federal Reserve Bank of Atlanta.
- Kirstin Hubrich & Daniel F. Waggoner, 2022. "The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework," Finance and Economics Discussion Series 2022-034, Board of Governors of the Federal Reserve System (U.S.).
- Yong Song & Tomasz Wo'zniak, 2020. "Markov Switching," Papers 2002.03598, arXiv.org.
- Martin Harding & Rafael Wouters, 2022. "Risk and State-Dependent Financial Frictions," Staff Working Papers 22-37, Bank of Canada.
- Tolga Özden, 2021. "Heterogeneous Expectations and the Business Cycle at the Effective Lower Bound," Working Papers 714, DNB.
- Andrew Binning & Junior Maih, 2017.
"Modelling Occasionally Binding Constraints Using Regime-Switching,"
Working Paper
2017/23, Norges Bank.
- Andrew Binning & Junior Maih, 2017. "Modelling Occasionally Binding Constraints Using Regime-Switching," Working Papers No 9/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
Cited by:
- Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel, 2020. "Interest rate pegs and the reversal puzzle: On the role of anticipation," Discussion Papers 50/2020, Deutsche Bundesbank.
- Gary S. Anderson, 2018. "Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas," Finance and Economics Discussion Series 2018-070, Board of Governors of the Federal Reserve System (U.S.).
- Gianluca Benigno & Andrew T. Foerster & Christopher Otrok & Alessandro Rebucci, 2020.
"Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach,"
Staff Reports
944, Federal Reserve Bank of New York.
- Rebucci, Alessandro & Benigno, Gianluca & Foerster, Andrew & Otrok, Christopher, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," CEPR Discussion Papers 14545, C.E.P.R. Discussion Papers.
- Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Working Paper Series 2020-10, Federal Reserve Bank of San Francisco.
- Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," NBER Working Papers 26935, National Bureau of Economic Research, Inc.
- Christopher Otrok & Andrew Foerster & Alessandro Rebucci & Gianluca Benigno, 2017. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach," 2017 Meeting Papers 572, Society for Economic Dynamics.
- Julien Albertini & Stéphane Moyen, 2020.
"A General and Efficient Method for Solving Regime-Switching DSGE Models,"
Working Papers
2035, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Julien Albertini & Stéphane Moyen, 2020. "A General and Efficient Method for Solving Regime-Switching DSGE Models," Working Papers halshs-03067554, HAL.
- Julien Albertini & Stéphane Moyen, 2024. "A General and Efficient Method for Solving Regime-Switching DSGE Models," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3645-3682, December.
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Kevin J. Lansing, 2019.
"Endogenous Forecast Switching Near the Zero Lower Bound,"
Working Paper Series
2017-24, Federal Reserve Bank of San Francisco.
- Lansing, Kevin J., 2021. "Endogenous forecast switching near the zero lower bound," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 153-169.
- Nadav Ben Zeev, 2019. "Asymmetric Business Cycles In Emerging Market Economies," Working Papers 1909, Ben-Gurion University of the Negev, Department of Economics.
- Chang, Yoosoon & Maih, Junior & Tan, Fei, 2021.
"Origins of monetary policy shifts: A New approach to regime switching in DSGE models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Yoosoon Chang & Junior Maih & Fei Tan, 2018. "Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models," CAEPR Working Papers 2018-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Valentin Jouvanceau & Julien Albertini & Stéphane Moyen, 2022.
"State-Contingent Forward Guidance,"
Bank of Lithuania Working Paper Series
100, Bank of Lithuania.
- Julien Albertini & Valentin Jouvanceau & Stéphane Moyen, 2022. "State-Contingent Forward Guidance," Working Papers 2205, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Jonathan Swarbrick, 2021. "Occasionally Binding Constraints in Large Models: A Review of Solution Methods," Discussion Papers 2021-5, Bank of Canada.
- Carlos Alberto Zarazúa Juárez, 2021. "Macroprudential regulation as part of the Mexican policy toolkit," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-27, Enero - M.
- Krenz, Johanna & Živanović, Jelena, 2024. "Macroprudential capital requirements, monetary policy, and financial crises," Economic Modelling, Elsevier, vol. 139(C).
- Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
- Andrew Binning & Junior Maih, 2016.
"Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?,"
Working Paper
2016/13, Norges Bank.
Cited by:
- Andrew Binning & Junior Maih, 2017.
"Modelling Occasionally Binding Constraints Using Regime-Switching,"
Working Paper
2017/23, Norges Bank.
- Andrew Binning & Junior Maih, 2017. "Modelling Occasionally Binding Constraints Using Regime-Switching," Working Papers No 9/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Andrew Binning & Junior Maih, 2017.
"Modelling Occasionally Binding Constraints Using Regime-Switching,"
Working Paper
2017/23, Norges Bank.
- Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2016.
"Oil and macroeconomic (in)stability,"
Working Paper
2016/12, Norges Bank.
- Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2018. "Oil and Macroeconomic (In)stability," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 128-151, October.
- Hilde C. Bjørnland & Vegard H. Larsen, 2015. "Oil and macroeconomic (in)stability," Working Papers No 7/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Vegard H ghaug Larsen & Junior Maih, 2017. "Oil and macroeconomic (in)stability," Working Papers No 6/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2017. "Oil and macroeconomic (in)stability," CAMA Working Papers 2017-79, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Yoosoon Chang & Ana Maria Herrera & Elena Pesavento, 2023.
"Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring,"
CAEPR Working Papers
2023-002 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023. "Oil prices uncertainty, endogenous regime switching, and inflation anchoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 820-839, September.
- Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," Working Papers No 02/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Yoosoon Chang & Ana MarÃa Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAMA Working Papers 2023-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Rangan Gupta & Mark E. Wohar, 2015.
"Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data,"
Working Papers
201589, University of Pretoria, Department of Economics.
- Gupta, Rangan & Wohar, Mark, 2017. "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, vol. 62(C), pages 181-186.
- Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2019.
"Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach,"
Working Papers
No 11/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Ferrari, Davide & Ravazzolo, Francesco & Vespignani, Joaquin, 2021. "Forecasting energy commodity prices: A large global dataset sparse approach," Energy Economics, Elsevier, vol. 98(C).
- Ferrari, Davide & Ravazzolo, Francesco & Vespignani, Joaquin, 2019. "Forecasting energy commodity prices: a large global dataset sparse approach," Working Papers 2019-09, University of Tasmania, Tasmanian School of Business and Economics.
- Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2021. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," BEMPS - Bozen Economics & Management Paper Series BEMPS83, Faculty of Economics and Management at the Free University of Bozen.
- Davide Ferrari & Francesco Ravazzolo & Joaquin L. Vespignani, 2019. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," Globalization Institute Working Papers 376, Federal Reserve Bank of Dallas.
- Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2019. "Forecasting energy commodity prices: A large global dataset sparse approach," CAMA Working Papers 2019-90, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jon Ellingsen & Caroline Espegren, 2022. "Lost in transition? Earnings losses of displaced petroleum workers," Working Papers No 06/2022, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Jin, Hao & Xiong, Chen, 2021.
"Fiscal stress and monetary policy stance in oil-exporting countries,"
Journal of International Money and Finance, Elsevier, vol. 111(C).
- Hao Jin & Chen Xiong, 2020. "Fiscal Stress and Monetary Policy Stance in Oil-Exporting Countries," CAEPR Working Papers 2020-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Omotosho, Babatunde S. & Yang, Bo, 2024. "Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts," Journal of International Money and Finance, Elsevier, vol. 144(C).
- Qazi Haque & Nicolas Groshenny & Mark Weder, 2021.
"Do we really know that U.S. monetary policy was destabilizing in the 1970s?,"
Post-Print
hal-04204647, HAL.
- Qazi Haque & Nicolas Groshenny & Mark Weder, 2018. "Do we really know that US monetary policy was destabilizing in the 1970s?," CAMA Working Papers 2018-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Qazi Haque & Nicolas Groshenny & Mark Weder, 2018. "Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?," School of Economics and Public Policy Working Papers 2018-03, University of Adelaide, School of Economics and Public Policy.
- Qazi Haque & Nicolas Groshenny & Mark Weder, 2019. "Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?," School of Economics and Public Policy Working Papers 2019-06, University of Adelaide, School of Economics and Public Policy.
- Qazi Haque & Nicolas Groshenny & Mark Weder, 2019. "Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?," Economics Discussion / Working Papers 19-11, The University of Western Australia, Department of Economics.
- Haque, Qazi & Groshenny, Nicolas & Weder, Mark, 2021. "Do we really know that U.S. monetary policy was destabilizing in the 1970s?," European Economic Review, Elsevier, vol. 131(C).
- Qazi Haque & Nicolas Groshenny & Mark Weder, 2020. "Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?," Economics Working Papers 2020-10, Department of Economics and Business Economics, Aarhus University.
- Haque, Qazi & Groshenny, Nicolas & Weder, Mark, 2019. "Do we really know that U.S. monetary policy was destabilizing in the 1970s?," Bank of Finland Research Discussion Papers 20/2019, Bank of Finland.
- Andrew Binning & Hilde C. Bjørnland & Junior Maih, 2019.
"Is Monetary Policy Always Effective? Incomplete Interest Rate Pass-through in a DSGE Model,"
Working Papers
No 09/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Binning, Andrew & Bjørnland, Hilde C. & Maih, Junior, 2019. "Is monetary policy always effective? Incomplete interest rate pass-through in a DSGE model," Working Paper 2019/22, Norges Bank.
- Erdem Kilic & Serkan Cankaya, 2020. "Oil prices and economic activity in BRICS and G7 countries," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(4), pages 1315-1342, December.
- Xu Gong & Mingchao Wang & Liuguo Shao, 2022. "The impact of macro economy on the oil price volatility from the perspective of mixing frequency," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4487-4514, October.
- Bao H. NGUYEN & OKIMOTO Tatsuyoshi, 2017.
"Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity,"
Discussion papers
17102, Research Institute of Economy, Trade and Industry (RIETI).
- Nguyen, Bao H. & Okimoto, Tatsuyoshi, 2019. "Asymmetric reactions of the US natural gas market and economic activity," Energy Economics, Elsevier, vol. 80(C), pages 86-99.
- Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016.
"Time series analysis of persistence in crude oil price volatility across bull and bear regimes,"
Energy, Elsevier, vol. 109(C), pages 29-37.
- Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015. "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers 201580, University of Pretoria, Department of Economics.
- Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021.
"Machine learning and oil price point and density forecasting,"
Energy Economics, Elsevier, vol. 102(C).
- Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021. "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series 544, Central Bank of Brazil, Research Department.
- Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017.
"Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data,"
Energy Economics, Elsevier, vol. 61(C), pages 72-86.
- Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015. "Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data," Working Papers 201572, University of Pretoria, Department of Economics.
- Bao H. NGUYEN & OKIMOTO Tatsuyoshi & Trung Duc TRAN, 2019.
"Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks,"
Discussion papers
19042, Research Institute of Economy, Trade and Industry (RIETI).
- Nguyen, Bao H. & Okimoto, Tatsuyoshi & Tran, Trung Duc, 2022. "Uncertainty-dependent and sign-dependent effects of oil market shocks," Journal of Commodity Markets, Elsevier, vol. 26(C).
- Junior Maih & Falk Mazelis & Roberto Motto & Annukka Ristiniemi, "undated".
"Asymmetric monetary policy rules for the euro area and the US,"
Working Paper
2021/7, Norges Bank.
- Maih, Junior & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021. "Asymmetric monetary policy rules for the euro area and the US," Journal of Macroeconomics, Elsevier, vol. 70(C).
- Maih, Junior & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021. "Asymmetric monetary policy rules for the euro area and the US," Working Paper Series 2587, European Central Bank.
- Fédéric Holm-Hadulla & Kirstin Hubrich, 2017.
"Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area,"
Finance and Economics Discussion Series
2017-063, Board of Governors of the Federal Reserve System (U.S.).
- Holm-Hadulla, Fédéric & Hubrich, Kirstin, 2017. "Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area," Working Paper Series 2119, European Central Bank.
- Nashat Ali Almasria & Hassan Hamad Aldboush & Omar Al-Kasasbeh & Abdalwali Lutfi & Fadya Burhan Alhajahmad & Thamir Al Barrak & Ghaith Alsheikh, 2024. "Oil Price Volatility and Economic Growth: Evidence from the Middle East," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 417-421, May.
- Punzi, Maria Teresa, 2019. "The impact of energy price uncertainty on macroeconomic variables," Energy Policy, Elsevier, vol. 129(C), pages 1306-1319.
- Drygalla, Andrej, 2017.
"Monetary policy in an oil-dependent economy in the presence of multiple shocks,"
IWH Discussion Papers
14/2017, Halle Institute for Economic Research (IWH).
- Andrej Drygalla, 2023. "Monetary policy in an oil-dependent economy in the presence of multiple shocks," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(1), pages 185-214, February.
- Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2019.
"Okun’s Law Across Time and Frequencies,"
NIPE Working Papers
13/2019, NIPE - Universidade do Minho.
- Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2020. "Okun’s Law across time and frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Hilde Christiane Bjørnland & Ragna Alstadheim & Junior Maih, 2021.
"Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers,"
Working Papers
No 12/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Alstadheim, Ragna & Bjørnland, Hilde C. & Maih, Junior, 2021. "Do central banks respond to exchange rate movements? A Markov-switching structural investigation of commodity exporters and importers," Energy Economics, Elsevier, vol. 96(C).
- Sun, Xiaojin & Tsang, Kwok Ping, 2023. "Yield curve and the macroeconomy: Evidence from a DSGE model with housing," Journal of Macroeconomics, Elsevier, vol. 75(C).
- Samya Beidas-Strom & Marco Lorusso, 2019. "Macroeconomic Effects of Reforms on Three Diverse Oil Exporters: Russia, Saudi Arabia, and the UK," IMF Working Papers 2019/214, International Monetary Fund.
- Mont'Alverne Duarte, Angelo & Gaglianone, Wagner Piazza & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor, 2021.
"Commodity prices and global economic activity: A derived-demand approach,"
Energy Economics, Elsevier, vol. 96(C).
- Angelo Mont’Alverne Duarte & Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & João Victor Issler, 2020. "Commodity Prices and Global Economic Activity: a derived-demand approach," Working Papers Series 539, Central Bank of Brazil, Research Department.
- Chang, Yoosoon & Maih, Junior & Tan, Fei, 2021.
"Origins of monetary policy shifts: A New approach to regime switching in DSGE models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Yoosoon Chang & Junior Maih & Fei Tan, 2018. "Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models," CAEPR Working Papers 2018-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E., 2019. "Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data," Applied Energy, Elsevier, vol. 233, pages 612-621.
- Qing Nie & Xin L. Brown & Baohui Liu & Maruf Morshed, 2024. "Uncertainties, Employment and the Zero Lower Bound," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 305-316, July.
- Asad Dossani & John Elder, 2024. "Uncertainty and investment: Evidence from domestic oil rigs," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(2), pages 323-340, February.
- Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024.
"On Bayesian Filtering for Markov Regime Switching Models,"
Papers
2402.08051, arXiv.org.
- Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," Working Papers 2024_01, Business School - Economics, University of Glasgow.
- Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series 10941, CESifo.
- Xu, Qinhua & Fu, Buben & Wang, Bin, 2022. "The effects of oil price uncertainty on China’s economy," Energy Economics, Elsevier, vol. 107(C).
- Alberto Ortiz-Bolaños & Sebastián Cadavid-Sánchez & Gerardo Kattan-Rodríguez, 2018. "Targeting Long-term Rates in a Model with Financial Frictions and Regime Switching," Investigación Conjunta-Joint Research, in: Alberto Ortiz-Bolaños (ed.), Monetary Policy and Financial Stability in Latin America and the Caribbean, edition 1, volume 1, chapter 6, pages 159-219, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Cross, Jamie L. & Hou, Chenghan & Nguyen, Bao H., 2021. "On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee ," Energy Economics, Elsevier, vol. 95(C).
- Chan, Ying Tung & Dong, Yilin, 2022. "How does oil price volatility affect unemployment rates? A dynamic stochastic general equilibrium model," Economic Modelling, Elsevier, vol. 114(C).
- Gan-Ochir Doojav & Munkhbayar Gantumur, 2023.
"An estimated model of a commodity-exporting economy for the integrated policy framework: evidence from Mongolia,"
International Economics and Economic Policy, Springer, vol. 20(4), pages 651-708, October.
- Gan-Ochir Doojav & Munkhbayar Gantumur, 2023. "An Estimated Model of a Commodity-Exporting Economy for the Integrated Policy Framework: Evidence from Mongolia," IHEID Working Papers 05-2023, Economics Section, The Graduate Institute of International Studies.
- Sebastián Cadavid Sánchez, 2018. "Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach," Documentos CEDE 16970, Universidad de los Andes, Facultad de Economía, CEDE.
- Yang, Tianle & Zhou, Fangxing & Du, Min & Du, Qunyang & Zhou, Shirong, 2023. "Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 377-387.
- Fan, Wenrui & Wang, Zanxin, 2022. "Whether to abandon or continue the petroleum product price regulation in China?," Energy Policy, Elsevier, vol. 165(C).
- Karsten R. Gerdrup & Frank Hansen & Tord Krogh & Junior Maih, 2016.
"Leaning against the wind when credit bites back,"
Working Paper
2016/9, Norges Bank.
- Karsten R. Gerdrup & Frank Hansen & Tord Krogh & Junior Maih, 2017. "Leaning Against the Wind When Credit Bites Back," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 287-320, September.
Cited by:
- Thore Kockerols & Christoffer Kok, 2019.
"“Leaning against the wind”, macroprudential policy and the financial cycle,"
Working Paper
2019/1, Norges Bank.
- Kockerols, Thore & Kok, Christoffer, 2019. "Leaning against the wind: macroprudential policy and the financial cycle," Working Paper Series 2223, European Central Bank.
- Leonardo Barreto, 2018. "Nonconventional monetary policy in a regime-switching model with endogenous financial crises," Documentos CEDE 16382, Universidad de los Andes, Facultad de Economía, CEDE.
- Michael D. Bordo, 2017. "An historical perspective on financial stability and monetary policy regimes: A case for caution in central banks current obsession with financial stability," Working Paper 2018/5, Norges Bank.
- Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul, 2019.
"Monetary Policy in the Grip of a Pincer Movement,"
Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 10, pages 311-356,
Central Bank of Chile.
- Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul, 2018. "Monetary policy in the grip of a pincer movement," BIS Working Papers 706, Bank for International Settlements.
- Yasin Mimir, 2023.
"Leaning against persistent financial cycles with occasional crises,"
Working Papers
56, European Stability Mechanism.
- Thore Kockerols & Erling Motzfeldt Kravik & Yasin Mimir, 2021. "Leaning against persistent financial cycles with occasional crises," Working Paper 2021/11, Norges Bank.
- Andrew Filardo & Phurichai Rungcharoenkitkul, 2016. "A quantitative case for leaning against the wind," BIS Working Papers 594, Bank for International Settlements.
- Gregory H. Bauer & Eleonora Granziera, 2017.
"Monetary Policy, Private Debt, and Financial Stability Risks,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 337-373, September.
- Gregory Bauer & Eleonora Granziera, 2016. "Monetary Policy, Private Debt and Financial Stability Risks," Staff Working Papers 16-59, Bank of Canada.
- Agur, Itai, 2019.
"Monetary and macroprudential policy coordination among multiple equilibria,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 192-209.
- Mr. Itai Agur, 2018. "Monetary and Macroprudential Policy Coordination Among Multiple Equilibria," IMF Working Papers 2018/235, International Monetary Fund.
- Hodula, Martin & Libich, Jan, 2023. "Has monetary policy fueled the rise in shadow banking?," Economic Modelling, Elsevier, vol. 123(C).
- Trent Saunders & Peter Tulip, 2019. "Cost-benefit Analysis of Leaning against the Wind," RBA Research Discussion Papers rdp2019-05, Reserve Bank of Australia.
- Ragna Alstadheim & Ørjan Robstad & Nikka Husom Vonen, 2017. "Financial imbalances, crisis probability and monetary policy in Norway," Working Paper 2017/21, Norges Bank.
- ter Ellen, Saskia & Larsen, Vegard H. & Thorsrud, Leif Anders, 2019.
"Narrative monetary policy surprises and the media,"
Working Paper
2019/19, Norges Bank.
- Saskia Ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2022. "Narrative Monetary Policy Surprises and the Media," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1525-1549, August.
- Saskia ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Narrative monetary policy surprises and the media," Working Papers No 06/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- François Gourio & Anil K. Kashyap & Jae W. Sim, 2017.
"The Tradeoffs in Leaning Against the Wind,"
Working Paper Series
WP-2017-21, Federal Reserve Bank of Chicago.
- François Gourio & Anil K. Kashyap & Jae Sim, 2017. "The Tradeoffs in Leaning Against the Wind," NBER Working Papers 23658, National Bureau of Economic Research, Inc.
- François Gourio & Anil K. Kashyap & Jae W. Sim, 2018. "The Trade offs in Leaning Against the Wind," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(1), pages 70-115, March.
- Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul, 2018. "La política monetaria cercada por un movimiento de pinzas," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 21(2), pages 004-044, August.
- Svensson, Lars E.O., 2017. "Leaning Against the Wind: Costs and Benefits, Effects on Debt, Leaning in DSGE Models, and a Framework for Comparison of Result," CEPR Discussion Papers 12226, C.E.P.R. Discussion Papers.
- Grégory Levieuge, 2018.
"La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?,"
Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 63-104.
- Grégory Levieuge, 2018. "La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?," Post-Print hal-03530128, HAL.
- David M. Arseneau, 2020. "Central Bank Communication with a Financial Stability Objective," Finance and Economics Discussion Series 2020-087, Board of Governors of the Federal Reserve System (U.S.).
- Nückles, Marc, 2020. "Interest rate policy and interbank market breakdown," Economic Modelling, Elsevier, vol. 91(C), pages 779-789.
- Robert Gmeiner, 2022. "The Chemistry of the Macroeconomy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(3), pages 289-313, November.
- Khwazi Magubane & Ntokozo Patrick Nzimande, 2024. "A Structural Vector Autoregression Exploration of South Africa’s Monetary and Macroprudential Policy Interactions," Economies, MDPI, vol. 12(10), pages 1-32, October.
- Górajski, Mariusz & Kuchta, Zbigniew, 2023. "Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
- Andrew Binning & Junior Maih, 2016.
"Implementing the zero lower bound in an estimated regime-switching DSGE model,"
Working Paper
2016/3, Norges Bank.
- Andrew Binning & Junior Maih, 2016. "Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model," Working Papers No 3/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
Cited by:
- Andrew Binning & Junior Maih, 2016. "Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?," Working Paper 2016/13, Norges Bank.
- Masolo, Riccardo M. & Winant, Pablo E., 2019.
"The Stochastic Lower Bound,"
Economics Letters, Elsevier, vol. 180(C), pages 54-57.
- Masolo, Riccardo & Winant, Pablo, 2018. "The stochastic lower bound," Bank of England working papers 754, Bank of England.
- Andrew Binning & Hilde C. Bjørnland & Junior Maih, 2019.
"Is Monetary Policy Always Effective? Incomplete Interest Rate Pass-through in a DSGE Model,"
Working Papers
No 09/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Binning, Andrew & Bjørnland, Hilde C. & Maih, Junior, 2019. "Is monetary policy always effective? Incomplete interest rate pass-through in a DSGE model," Working Paper 2019/22, Norges Bank.
- Yasin Mimir, 2023.
"Leaning against persistent financial cycles with occasional crises,"
Working Papers
56, European Stability Mechanism.
- Thore Kockerols & Erling Motzfeldt Kravik & Yasin Mimir, 2021. "Leaning against persistent financial cycles with occasional crises," Working Paper 2021/11, Norges Bank.
- Farooq Akram & Andrew Binning & Junior Maih, 2016.
"Joint Prediction Bands for Macroeconomic Risk Management,"
Working Papers
No 5/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint prediction bands for macroeconomic risk management," Working Paper 2016/7, Norges Bank.
- Karamé, Frédéric, 2018.
"A new particle filtering approach to estimate stochastic volatility models with Markov-switching,"
Econometrics and Statistics, Elsevier, vol. 8(C), pages 204-230.
- Frédéric Karamé, 2018. "A new particle filtering approach to estimate stochastic volatility models with Markov-switching," Post-Print hal-02296093, HAL.
- Girstmair, Stefan, 2024. "The effect of new housing supply in structural models: a forecasting performance evaluation," Working Paper Series 2895, European Central Bank.
- Andrew Binning & Junior Maih, 2017.
"Modelling Occasionally Binding Constraints Using Regime-Switching,"
Working Paper
2017/23, Norges Bank.
- Andrew Binning & Junior Maih, 2017. "Modelling Occasionally Binding Constraints Using Regime-Switching," Working Papers No 9/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Kulish, Mariano & Morley, James & Robinson, Tim, 2017.
"Estimating DSGE models with zero interest rate policy,"
Journal of Monetary Economics, Elsevier, vol. 88(C), pages 35-49.
- Mariano Kulish & James Morley & Tim Robinson, 2016. "Estimating DSGE models with Zero Interest Rate Policy," Discussion Papers 2014-32B, School of Economics, The University of New South Wales.
- Tolga Özden, 2021. "Heterogeneous Expectations and the Business Cycle at the Effective Lower Bound," Working Papers 714, DNB.
- Farooq Akram & Andrew Binning & Junior Maih, 2016.
"Joint prediction bands for macroeconomic risk management,"
Working Paper
2016/7, Norges Bank.
- Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint Prediction Bands for Macroeconomic Risk Management," Working Papers No 5/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
Cited by:
- Syed Tehseen Jawaid, Abdul Waheed, 2017. "Uncertainty and Risk Analysis of Pakistan's Regional Trade: Fan Chart Approach," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(1), pages 55-81, March.
- Andrew Binning & Junior Maih, 2015.
"Sigma point filters for dynamic nonlinear regime switching models,"
Working Paper
2015/10, Norges Bank.
- Andrew Binning & Junior Maih, 2015. "Sigma Point Filters For Dynamic Nonlinear Regime Switching Models," Working Papers No 4/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
Cited by:
- Andrew Binning & Junior Maih, 2016. "Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?," Working Paper 2016/13, Norges Bank.
- Andrew Binning & Junior Maih, 2016.
"Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model,"
Working Papers
No 3/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Andrew Binning & Junior Maih, 2016. "Implementing the zero lower bound in an estimated regime-switching DSGE model," Working Paper 2016/3, Norges Bank.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021.
"Modelling and Estimating Large Macroeconomic Shocks During the Pandemic,"
CREATES Research Papers
2021-08, Department of Economics and Business Economics, Aarhus University.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," National Institute of Economic and Social Research (NIESR) Discussion Papers 530, National Institute of Economic and Social Research.
- Sanha Noh, 2020. "Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 795-841, December.
- Andrew Foerster & Christian Matthes, 2022.
"Learning About Regime Change,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1829-1859, November.
- Andrew Foerster & Christian Matthes, 2020. "Learning about Regime Change," Working Paper Series 2020-15, Federal Reserve Bank of San Francisco.
- Boehl, Gregor & Strobel, Felix, 2024.
"Estimation of DSGE models with the effective lower bound,"
Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Gregor Boehl, Felix Strobel, 2022. "Estimation of DSGE Models With the Effective Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2022_356, University of Bonn and University of Mannheim, Germany.
- Jonathan Benchimol & Sergey Ivashchenko, 2020.
"Switching Volatility in a Nonlinear Open Economy,"
CFDS Discussion Paper Series
2020/8, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Jonathan Benchimol & Sergey Ivashchenko, 2020. "Switching Volatility in a Nonlinear Open Economy," Bank of Israel Working Papers 2020.04, Bank of Israel.
- Jonathan Benchimol & Sergey Ivashchenko, 2020. "Switching Volatility in a Nonlinear Open Economy," Globalization Institute Working Papers 386, Federal Reserve Bank of Dallas.
- Benchimol, Jonathan & Ivashchenko, Sergey, 2021. "Switching volatility in a nonlinear open economy," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Jonathan Benchimol & Sergey Ivashchenko, 2021. "Switching volatility in a nonlinear open economy," Post-Print halshs-03248949, HAL.
- Benchimol, Jonathan & Ivashchenko, Sergey, 2020. "Switching Volatility in a Nonlinear Open Economy," Dynare Working Papers 60, CEPREMAP.
- Karamé, Frédéric, 2018.
"A new particle filtering approach to estimate stochastic volatility models with Markov-switching,"
Econometrics and Statistics, Elsevier, vol. 8(C), pages 204-230.
- Frédéric Karamé, 2018. "A new particle filtering approach to estimate stochastic volatility models with Markov-switching," Post-Print hal-02296093, HAL.
- Gianluca Benigno & Andrew T. Foerster & Christopher Otrok & Alessandro Rebucci, 2020.
"Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach,"
Staff Reports
944, Federal Reserve Bank of New York.
- Rebucci, Alessandro & Benigno, Gianluca & Foerster, Andrew & Otrok, Christopher, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," CEPR Discussion Papers 14545, C.E.P.R. Discussion Papers.
- Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Working Paper Series 2020-10, Federal Reserve Bank of San Francisco.
- Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," NBER Working Papers 26935, National Bureau of Economic Research, Inc.
- Christopher Otrok & Andrew Foerster & Alessandro Rebucci & Gianluca Benigno, 2017. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach," 2017 Meeting Papers 572, Society for Economic Dynamics.
- Andrew Binning & Junior Maih, 2017.
"Modelling Occasionally Binding Constraints Using Regime-Switching,"
Working Paper
2017/23, Norges Bank.
- Andrew Binning & Junior Maih, 2017. "Modelling Occasionally Binding Constraints Using Regime-Switching," Working Papers No 9/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024.
"On Bayesian Filtering for Markov Regime Switching Models,"
Papers
2402.08051, arXiv.org.
- Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," Working Papers 2024_01, Business School - Economics, University of Glasgow.
- Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series 10941, CESifo.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Identifying Economic Shocks in a Rare Disaster Environment," CEIS Research Paper 517, Tor Vergata University, CEIS, revised 18 Jul 2024.
- Junior Maih, 2015.
"Efficient perturbation methods for solving regime-switching DSGE models,"
Working Paper
2015/01, Norges Bank.
- Junior Maih, 2014. "Efficient Perturbation Methods for Solving Regime-Switching DSGE Models," Working Papers No 10/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
Cited by:
- Masashige Hamano & Francesco Pappadà & Maria Teresa Punzi, 2023. "Optimal Monetary Policy, Tariff Shocks and Exporter Dynamics," Working Papers 2309, Waseda University, Faculty of Political Science and Economics.
- Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel, 2020. "Interest rate pegs and the reversal puzzle: On the role of anticipation," Discussion Papers 50/2020, Deutsche Bundesbank.
- Andrew Binning & Junior Maih, 2016. "Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?," Working Paper 2016/13, Norges Bank.
- Andrew Binning & Junior Maih, 2016.
"Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model,"
Working Papers
No 3/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Andrew Binning & Junior Maih, 2016. "Implementing the zero lower bound in an estimated regime-switching DSGE model," Working Paper 2016/3, Norges Bank.
- Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2017.
"Oil and macroeconomic (in)stability,"
CAMA Working Papers
2017-79, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2016. "Oil and macroeconomic (in)stability," Working Paper 2016/12, Norges Bank.
- Hilde C. Bjørnland & Vegard H. Larsen, 2015. "Oil and macroeconomic (in)stability," Working Papers No 7/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Vegard H ghaug Larsen & Junior Maih, 2017. "Oil and macroeconomic (in)stability," Working Papers No 6/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2018. "Oil and Macroeconomic (In)stability," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 128-151, October.
- Cozzi, Guido & Pataracchia, Beatrice & Pfeiffer, Philipp & Ratto, Marco, 2021. "How much Keynes and how much Schumpeter?," European Economic Review, Elsevier, vol. 133(C).
- Leonardo Barreto, 2018. "Nonconventional monetary policy in a regime-switching model with endogenous financial crises," Documentos CEDE 16382, Universidad de los Andes, Facultad de Economía, CEDE.
- Jin, Hao & Xiong, Chen, 2021.
"Fiscal stress and monetary policy stance in oil-exporting countries,"
Journal of International Money and Finance, Elsevier, vol. 111(C).
- Hao Jin & Chen Xiong, 2020. "Fiscal Stress and Monetary Policy Stance in Oil-Exporting Countries," CAEPR Working Papers 2020-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015.
"What do VARs Tell Us about the Impact of a Credit Supply Shock?,"
Working Papers
739, Queen Mary University of London, School of Economics and Finance.
- Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2018. "What Do Vars Tell Us About The Impact Of A Credit Supply Shock?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 625-646, May.
- Anette Borge & Gunnar Bårdsen & Junior Maih, 2019.
"Expectations switching in a DSGE model for the UK,"
Working Paper Series
18119, Department of Economics, Norwegian University of Science and Technology.
- Anette Borge & Gunnar Bårdsen & Junior Maih, 2019. "Expectations switching in a DSGE model of the UK," Working Paper 2020/4, Norges Bank, revised Jun 2020.
- Omotosho, Babatunde S. & Yang, Bo, 2024. "Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts," Journal of International Money and Finance, Elsevier, vol. 144(C).
- Andrew Binning & Hilde C. Bjørnland & Junior Maih, 2019.
"Is Monetary Policy Always Effective? Incomplete Interest Rate Pass-through in a DSGE Model,"
Working Papers
No 09/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Binning, Andrew & Bjørnland, Hilde C. & Maih, Junior, 2019. "Is monetary policy always effective? Incomplete interest rate pass-through in a DSGE model," Working Paper 2019/22, Norges Bank.
- Guido Ascari & Anna Florio & Alessandro Gobbi, 2016. "Monetary and Fiscal Policy Interactions: Leeper (1991) Redux," Economics Series Working Papers 788, University of Oxford, Department of Economics.
- Jean Barthélemy & Magali Marx, 2016.
"Solving Endogenous Regime Switching Models,"
Working Papers
hal-03393181, HAL.
- Barthélemy, Jean & Marx, Magali, 2017. "Solving endogenous regime switching models," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 1-25.
- Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," SciencePo Working papers Main hal-03393181, HAL.
- Jean Barthélemy & Magali Marx, 2017. "Solving Endogenous Regime Switching Models," Post-Print hal-03945922, HAL.
- Jean Barthélemy & Magali Marx, 2017. "Solving Endogenous Regime Switching Models," SciencePo Working papers Main hal-03945922, HAL.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016.
"Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model,"
School of Economics Macroeconomic Discussion Paper Series
2016-05, School of Economics, University of Cape Town.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016. "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," Working Papers 201603, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotzé, 2017. "Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model," Empirical Economics, Springer, vol. 53(1), pages 117-135, August.
- Andrew Binning & Junior Maih, 2015.
"Sigma point filters for dynamic nonlinear regime switching models,"
Working Paper
2015/10, Norges Bank.
- Andrew Binning & Junior Maih, 2015. "Sigma Point Filters For Dynamic Nonlinear Regime Switching Models," Working Papers No 4/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Jonathan Benchimol & Sergey Ivashchenko, 2020.
"Switching Volatility in a Nonlinear Open Economy,"
CFDS Discussion Paper Series
2020/8, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Jonathan Benchimol & Sergey Ivashchenko, 2020. "Switching Volatility in a Nonlinear Open Economy," Bank of Israel Working Papers 2020.04, Bank of Israel.
- Jonathan Benchimol & Sergey Ivashchenko, 2020. "Switching Volatility in a Nonlinear Open Economy," Globalization Institute Working Papers 386, Federal Reserve Bank of Dallas.
- Benchimol, Jonathan & Ivashchenko, Sergey, 2021. "Switching volatility in a nonlinear open economy," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Jonathan Benchimol & Sergey Ivashchenko, 2021. "Switching volatility in a nonlinear open economy," Post-Print halshs-03248949, HAL.
- Benchimol, Jonathan & Ivashchenko, Sergey, 2020. "Switching Volatility in a Nonlinear Open Economy," Dynare Working Papers 60, CEPREMAP.
- Farooq Akram & Andrew Binning & Junior Maih, 2016.
"Joint Prediction Bands for Macroeconomic Risk Management,"
Working Papers
No 5/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint prediction bands for macroeconomic risk management," Working Paper 2016/7, Norges Bank.
- Shayan Zakipour-Saber, 2019.
"State-dependent Monetary Policy Regimes,"
Working Papers
882, Queen Mary University of London, School of Economics and Finance.
- Zakipour-Saber, Shayan, 2019. "State-dependent Monetary Policy Regimes," Research Technical Papers 4/RT/19, Central Bank of Ireland.
- Bouabdallah, Othman & Jacquinot, Pascal & Patella, Valeria, 2023. "Monetary/fiscal policy regimes in post-war Europe," Working Paper Series 2871, European Central Bank.
- Shayan Zakipour-Saber, 2019. "Monetary policy regimes and inflation persistence in the United Kingdom," Working Papers 895, Queen Mary University of London, School of Economics and Finance.
- Xin Wei, 2020. "Dynamic Expectations Formation and U.S. Monetary Policy Regime Change," CAEPR Working Papers 2020-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
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"Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach,"
Staff Reports
944, Federal Reserve Bank of New York.
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- Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2020.
"Forecasting with Second-Order Approximations and Markov-Switching DSGE Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 747-771, December.
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- Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2018. "Forecasting with Second-Order Approximations and Markov Switching DSGE Models," Working Papers 201862, University of Pretoria, Department of Economics.
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"Modelling Occasionally Binding Constraints Using Regime-Switching,"
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2017/23, Norges Bank.
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- Hilde Christiane Bjørnland & Ragna Alstadheim & Junior Maih, 2021.
"Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers,"
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"Challenges for Central Banks' Macro Models,"
CEPR Discussion Papers
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"Do central banks respond to exchange rate movements? A Markov-switching structural investigation,"
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"Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model,"
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"Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?,"
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201883, University of Pretoria, Department of Economics.
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"Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada,"
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"Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model,"
School of Economics Macroeconomic Discussion Paper Series
2016-05, School of Economics, University of Cape Town.
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"Joint Prediction Bands for Macroeconomic Risk Management,"
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"A new particle filtering approach to estimate stochastic volatility models with Markov-switching,"
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"Changes in nominal rigidities in Poland – a regime switching DSGE perspective,"
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- Sebastián Cadavid Sánchez, 2018. "Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach," Documentos CEDE 16970, Universidad de los Andes, Facultad de Economía, CEDE.
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- James M. Nason & Ellis W. Tallman, 2012. "Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks," CAMA Working Papers 2012-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"DSGE Model Estimation on the Basis of Second-Order Approximation,"
Computational Economics, Springer;Society for Computational Economics, vol. 43(1), pages 71-82, January.
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"Asimetrías del empleo y el producto, una aproximación de equilibrio general,"
Borradores de Economia
663, Banco de la Republica de Colombia.
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- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2012. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(68), pages 218-272, June.
- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2011. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Borradores de Economia 8890, Banco de la Republica.
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- Igor Kotlán & Daniel Němec & Eva Kotlánová & Petr Skalka & Rudolf Macek & Zuzana Machová, 2021. "European Green Deal: Environmental Taxation and Its Sustainability in Conditions of High Levels of Corruption," Sustainability, MDPI, vol. 13(4), pages 1-15, February.
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"Policy Paradoxes in the New Keynesian Model,"
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- Di Pace, Federico & Hertweck, Matthias S., 2012.
"Labour Market Frictions, Monetary Policy, and Durable Goods,"
VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century
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- Federico Di Pace & Matthias S. Hertweck, 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Working Paper Series of the Department of Economics, University of Konstanz 2012-09, Department of Economics, University of Konstanz.
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- Di Pace, Federico & Hertweck, Matthias S., 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Dynare Working Papers 20, CEPREMAP.
- Di Pace, Frederico & Hertweck, Matthias, 2016. "Labour market frictions, monetary policy and durable goods," Bank of England working papers 623, Bank of England.
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"The Role of Money in Explaining Business Cycles for a Developing Economy: The Case of Pakistan,"
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55262, University Library of Munich, Germany, revised 11 Apr 2014.
- Shahzad Ahmad & Farooq Pasha & Muhammad Rehman, 2016. "The Role of Money in Explaining Business Cycles for a Developing Economy: The Case of Pakistan," SBP Working Paper Series 74, State Bank of Pakistan, Research Department.
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Economics Working Paper Archive (University of Rennes & University of Caen)
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- Davide Debortoli & Jinill Kim & Jesper Lindé & Ricardo Nunes, 2017. "Designing a simple loss function for central banks: Does a dual mandate make sense?," Economics Working Papers 1560, Department of Economics and Business, Universitat Pompeu Fabra.
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- Malin Adolfson & Stefan Laséen & Jesper Lindé & Lars E.O. Svensson, 2008. "Optimal Monetary Policy in an Operational Medium-Sized DSGE Model," NBER Working Papers 14092, National Bureau of Economic Research, Inc.
- Adolfson, Malin & Laseén, Stefan & Lindé, Jesper & Svensson, Lars E.O., 2008. "Optimal Monetary Policy in an Operational Medium-Sized DSGE Model," Working Paper Series 225, Sveriges Riksbank (Central Bank of Sweden).
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- Malin Adolfson & Stefan Laséen & Jesper Lindé & Lars E.O. Svensson, 2011. "Optimal Monetary Policy in an Operational Medium‐Sized DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1287-1331, October.
- Pop, Raluca-Elena, 2017. "A small-scale DSGE-VAR model for the Romanian economy," Economic Modelling, Elsevier, vol. 67(C), pages 1-9.
- Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011.
"Combining VAR and DSGE forecast densities,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1659-1670, October.
- Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009. "Combining VAR and DSGE forecast densities," Working Paper 2009/23, Norges Bank.
- Gómez, Marcos & Medina, Juan Pablo & Valenzuela, Gonzalo, 2019. "Unveiling the objectives of central banks: Tales of four Latin American countries," Economic Modelling, Elsevier, vol. 76(C), pages 81-100.
- Tatiana Kirsanova & Celsa Machado & Ana Paula Ribeiro, 2018.
"Should the ECB Coordinate EMU Fiscal Policies?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(3), pages 237-280, June.
- Hilde C. Bjørnland & Kai Leitemo & Junior Maih, 2008.
"Estimating the natural rates in a simple New Keynesian framework,"
Working Paper
2007/10, Norges Bank.
- Hilde Bjørnland & Kai Leitemo & Junior Maih, 2011. "Estimating the natural rates in a simple New Keynesian framework," Empirical Economics, Springer, vol. 40(3), pages 755-777, May.
Cited by:
- Havranek, Tomas & Rusnak, Marek & Sokolova, Anna, 2017.
"Habit formation in consumption: A meta-analysis,"
European Economic Review, Elsevier, vol. 95(C), pages 142-167.
- Tomas Havranek & Marek Rusnak & Anna Sokolova, 2015. "Habit Formation in Consumption: A Meta-Analysis," Working Papers 2015/03, Czech National Bank.
- Tomas Havranek & Marek Rusnak & Anna Sokolova, 2015. "Habit Formation in Consumption: A Meta-Analysis," Working Papers IES 2015/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2015.
- Bratsiotis, George J. & Robinson, Wayne A., 2016.
"Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(7), pages 1826-1849.
- George J. Bratsiotis & Wayne A. Robinson, 2014. "Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 192, Economics, The University of Manchester.
- Bratsiotis, George J. & Robinson, Wayne A., 2016. "Unit Total Costs: An Alternative Marginal Cost Proxy For Inflation Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1826-1849, October.
- Petre Caraiani, 2009. "An Estimation of Output Gap in Romanian Economy Using the DSGE Approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2009(4), pages 366-379.
- Taboga, Marco, 2007. "Structural change and the bond yield conundrum," MPRA Paper 4965, University Library of Munich, Germany.
- Castelnuovo, Efrem, 2010. "Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 19-33, March.
- Hans Dewachter, 2008. "Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model," Working Paper Research 144, National Bank of Belgium.
- Lukmanova, Elizaveta & Rabitsch, Katrin, 2018.
"New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks,"
Department of Economics Working Paper Series
274, WU Vienna University of Economics and Business.
- Elizaveta Lukmanova & Katrin Rabitsch, 2018. "New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks," Working Papers of Department of Economics, Leuven 630040, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Elizaveta Lukmanova & Katrin Rabitsch, 2018. "New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks," Department of Economics Working Papers wuwp274, Vienna University of Economics and Business, Department of Economics.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011.
"A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation,"
Insper Working Papers
wpe_250, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation," MPRA Paper 34461, University Library of Munich, Germany, revised Sep 2011.
- YANO Koiti, 2009. "Dynamic Stochastic General Equilibrium Models Under a Liquidity Trap and Self-organizing State Space Modeling," ESRI Discussion paper series 206, Economic and Social Research Institute (ESRI).
- YANO Koiti, 2010. "Time-varying Analysis of Dynamic Stochastic General Equilibrium Models Based on Sequential Monte Carlo Methods," ESRI Discussion paper series 231, Economic and Social Research Institute (ESRI).
- Qazi Haque, 2017. "Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers 2017-10, University of Adelaide, School of Economics and Public Policy.
- Lukmanova, Elizaveta & Rabitsch, Katrin, 2023. "Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks," European Economic Review, Elsevier, vol. 158(C).
- Taboga, Marco, 2009.
"Macro-finance VARs and bond risk premia: A caveat,"
Review of Financial Economics, Elsevier, vol. 18(4), pages 163-171, October.
- Marco Taboga, 2009. "Macro‐finance VARs and bond risk premia: A caveat," Review of Financial Economics, John Wiley & Sons, vol. 18(4), pages 163-171, October.
- Taboga, Marco, 2008. "Macro-finance VARs and bond risk premia: a caveat," MPRA Paper 11585, University Library of Munich, Germany.
- Martin Komrska, 2015. "Rakouská teorie hospodářského cyklu: VAR analýza pro USA v letech 1978-2013 [The Austrian Business Cycle Theory: VAR Analysis for USA between 1978-2013]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(1), pages 57-73.
- Olmos, Lorena & Sanso Frago, Marcos, 2014. "Non-linear effects of the U.S. Monetary Policy in the Long Run," MPRA Paper 57770, University Library of Munich, Germany.
- Junior Maih & Falk Mazelis & Roberto Motto & Annukka Ristiniemi, "undated".
"Asymmetric monetary policy rules for the euro area and the US,"
Working Paper
2021/7, Norges Bank.
- Maih, Junior & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021. "Asymmetric monetary policy rules for the euro area and the US," Journal of Macroeconomics, Elsevier, vol. 70(C).
- Maih, Junior & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021. "Asymmetric monetary policy rules for the euro area and the US," Working Paper Series 2587, European Central Bank.
Cited by:
- Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2023. "Monetary policy strategies for the euro area: optimal rules in the presence of the ELB," Working Paper Series 2797, European Central Bank.
- Omotosho, Babatunde S. & Yang, Bo, 2024. "Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts," Journal of International Money and Finance, Elsevier, vol. 144(C).
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- Assenmacher, Katrin & Bitter, Lea & Ristiniemi, Annukka, 2023. "CBDC and business cycle dynamics in a New Monetarist New Keynesian model," Working Paper Series 2811, European Central Bank.
- George N. Apostolakis & Nikolaos Giannellis & Athanasios P. Papadopoulos, 2023. "Macro‐financial effects of monetary policy easing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 715-738, April.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Lucian Briciu & Stefan Hohberger & Luca Onorante & Beatrice Pataracchia & Marco Ratto & Lukas Vogel, 2023. "The ECB Strategy Review - Implications for the Space of Monetary Policy," European Economy - Discussion Papers 193, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Busato, Francesco & Varlese, Monica & Ulloa Severino, Claudia, 2022. "Public debt heterogeneity at country level: an empirical analysis," MPRA Paper 113812, University Library of Munich, Germany.
- Sun, Xiaojin & Tsang, Kwok Ping, 2023. "Yield curve and the macroeconomy: Evidence from a DSGE model with housing," Journal of Macroeconomics, Elsevier, vol. 75(C).
- Gomes, Pedro & Seoane, Hernán D., 2024. "Made in Europe: Monetary–Fiscal policy mix with financial frictions," European Economic Review, Elsevier, vol. 165(C).
- Martina Cecioni & Adriana Grasso & Alessandro Notarpietro & Massimiliano Pisani, 2021. "Revisiting monetary policy objectives and strategies: international experience and challenges from the ELB," Questioni di Economia e Finanza (Occasional Papers) 660, Bank of Italy, Economic Research and International Relations Area.
- Erceg, Christopher J. & Jakab, Zoltan & Lindé, Jesper, 2021. "Monetary policy strategies for the European Central Bank," Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
- Krenz, Johanna & Živanović, Jelena, 2024. "Macroprudential capital requirements, monetary policy, and financial crises," Economic Modelling, Elsevier, vol. 139(C).
- Pang, Ke & Shiamptanis, Christos, 2024. "Is the Bank of Canada concerned about inflation or the state of the economy?," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Haavio, Markus & Heikkinen, Joni & Jalasjoki, Pirkka & Kilponen, Juha & Paloviita, Maritta & Vänni, Ilona, 2024. "Reading between the lines: Uncovering asymmetry in the central bank loss function," Bank of Finland Research Discussion Papers 6/2024, Bank of Finland.
- Corrêa, Wilson Luiz Rotatori & Lopes, Luckas Sabioni, 2023. "Monetary policy transmission, productive activity, and inflation in Brazil: Does uncertainty matter?," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
Articles
- Chang, Yoosoon & Maih, Junior & Tan, Fei, 2021.
"Origins of monetary policy shifts: A New approach to regime switching in DSGE models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
See citations under working paper version above.
- Yoosoon Chang & Junior Maih & Fei Tan, 2018. "Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models," CAEPR Working Papers 2018-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Alstadheim, Ragna & Bjørnland, Hilde C. & Maih, Junior, 2021.
"Do central banks respond to exchange rate movements? A Markov-switching structural investigation of commodity exporters and importers,"
Energy Economics, Elsevier, vol. 96(C).
See citations under working paper version above.
- Hilde Christiane Bjørnland & Ragna Alstadheim & Junior Maih, 2021. "Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers," Working Papers No 12/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Maih, Junior & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021.
"Asymmetric monetary policy rules for the euro area and the US,"
Journal of Macroeconomics, Elsevier, vol. 70(C).
See citations under working paper version above.
- Maih, Junior & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021. "Asymmetric monetary policy rules for the euro area and the US," Working Paper Series 2587, European Central Bank.
- Junior Maih & Falk Mazelis & Roberto Motto & Annukka Ristiniemi, "undated". "Asymmetric monetary policy rules for the euro area and the US," Working Paper 2021/7, Norges Bank.
- Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2018.
"Oil and Macroeconomic (In)stability,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 128-151, October.
See citations under working paper version above.
- Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2016. "Oil and macroeconomic (in)stability," Working Paper 2016/12, Norges Bank.
- Hilde C. Bjørnland & Vegard H. Larsen, 2015. "Oil and macroeconomic (in)stability," Working Papers No 7/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Vegard H ghaug Larsen & Junior Maih, 2017. "Oil and macroeconomic (in)stability," Working Papers No 6/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2017. "Oil and macroeconomic (in)stability," CAMA Working Papers 2017-79, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Karsten R. Gerdrup & Frank Hansen & Tord Krogh & Junior Maih, 2017.
"Leaning Against the Wind When Credit Bites Back,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 287-320, September.
See citations under working paper version above.
- Karsten R. Gerdrup & Frank Hansen & Tord Krogh & Junior Maih, 2016. "Leaning against the wind when credit bites back," Working Paper 2016/9, Norges Bank.
- Debortoli, Davide & Maih, Junior & Nunes, Ricardo, 2014.
"Loose Commitment In Medium-Scale Macroeconomic Models: Theory And Applications,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(1), pages 175-198, January.
See citations under working paper version above.
- Davide Debortoli & Junior Maih & Ricardo Nunes, 2011. "Loose commitment in medium-scale macroeconomic models: theory and applications," International Finance Discussion Papers 1034, Board of Governors of the Federal Reserve System (U.S.).
- Davide Debortoli & Junior Maih & Ricardo Nunes, 2010. "Loose commitment in medium-scale macroeconomic models: Theory and an application," Working Paper 2010/25, Norges Bank.
- Hilde Bjørnland & Kai Leitemo & Junior Maih, 2011.
"Estimating the natural rates in a simple New Keynesian framework,"
Empirical Economics, Springer, vol. 40(3), pages 755-777, May.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Hilde C. Bjørnland & Kai Leitemo & Junior Maih, 2008. "Estimating the natural rates in a simple New Keynesian framework," Working Paper 2007/10, Norges Bank.