Andrew Binning
Personal Details
First Name: | Andrew |
Middle Name: | |
Last Name: | Binning |
Suffix: | |
RePEc Short-ID: | pbi315 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/andrewbinningecon/research | |
Affiliation
Treasury
Government of New Zealand
Wellington, New Zealandhttp://www.treasury.govt.nz/
RePEc:edi:tregvnz (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Andrew Binning, 2024. "Quantifying the Role Automatic Stabilisers Play in New Zealand Using a Macro-Simulation Approach," Treasury Working Paper Series 24/02, New Zealand Treasury.
- Andrew Binning, 2024. "Calculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model," Treasury Working Paper Series 24/01, New Zealand Treasury.
- Andrew Binning, 2022. "An Efficient Application of the Extended Path Algorithm in Matlab with Examples," Treasury Working Paper Series 22/02, New Zealand Treasury.
- 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 & Junior Maih, 2017. "Modelling Occasionally Binding Constraints Using Regime-Switching," Working Paper 2017/23, Norges Bank.
- 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 Paper 2016/3, Norges Bank.
- Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint prediction bands for macroeconomic risk management," Working Paper 2016/7, Norges Bank.
- 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. "Applying Flexible Parameter Restrictions in Markov-Switching Vector Autoregression Models," Working Paper 2015/17, Norges Bank.
- Andrew Binning, 2013. "Solving second and third-order approximations to DSGE models: A recursive Sylvester equation solution," Working Paper 2013/18, Norges Bank.
- Andrew Binning, 2013. "Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions," Working Paper 2013/14, Norges Bank.
- Andrew Binning, 2013. "Third-order approximation of dynamic models without the use of tensors," Working Paper 2013/13, Norges Bank.
- Jaromír Beneš & Andrew Binning & Kirdan Lees, 2008.
"Incorporating judgement with DSGE models,"
Reserve Bank of New Zealand Discussion Paper Series
DP2008/10, Reserve Bank of New Zealand.
repec:bny:wpaper:0081 is not listed on IDEAS
repec:bny:wpaper:0032 is not listed on IDEAS
repec:bny:wpaper:0043 is not listed on IDEAS
repec:bny:wpaper:0058 is not listed on IDEAS
repec:bny:wpaper:0040 is not listed on IDEAS
repec:bny:wpaper:0045 is not listed on IDEAS
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.Working papers
- 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.
Cited by:
- Oyadeyi, Olajide, 2022. "Interest Rate Pass-Through in Nigeria," MPRA Paper 117954, University Library of Munich, Germany.
- Andrew Binning & Junior Maih, 2017.
"Modelling Occasionally Binding Constraints Using Regime-Switching,"
Working Paper
2017/23, Norges Bank.
Cited by:
- 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.
- 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.
- 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 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.
- 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.
- 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.
- 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.).
- 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.
- Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
- 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.
- 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, 2016.
"Implementing the zero lower bound in an estimated regime-switching DSGE model,"
Working Paper
2016/3, Norges Bank.
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.
- Girstmair, Stefan, 2024. "The effect of new housing supply in structural models: a forecasting performance evaluation," Working Paper Series 2895, European Central Bank.
- Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint prediction bands for macroeconomic risk management," Working Paper 2016/7, Norges Bank.
- Frédéric Karamé, 2018.
"A new particle filtering approach to estimate stochastic volatility models with Markov-switching,"
Post-Print
hal-02296093, HAL.
- 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.
- Thore Kockerols & Erling Motzfeldt Kravik & Yasin Mimir, 2021.
"Leaning against persistent financial cycles with occasional crises,"
Working Paper
2021/11, Norges Bank.
- Yasin Mimir, 2023. "Leaning against persistent financial cycles with occasional crises," Working Papers 56, European Stability Mechanism.
- 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.
- 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.
- Farooq Akram & Andrew Binning & Junior Maih, 2016.
"Joint prediction bands for macroeconomic risk management,"
Working Paper
2016/7, Norges Bank.
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.
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.
- 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.
- 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, 2021. "تقلب متغير في اقتصاد مفتوح غير خطي [Wechselnde Volatilität in einer nichtlinearen offenen Volkswirtschaft]," Post-Print halshs-03248949, HAL.
- Benchimol, Jonathan & Ivashchenko, Sergey, 2020. "Switching Volatility in a Nonlinear Open Economy," Dynare Working Papers 60, CEPREMAP.
- 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).
- 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 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.
- 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.
- Frédéric Karamé, 2018.
"A new particle filtering approach to estimate stochastic volatility models with Markov-switching,"
Post-Print
hal-02296093, HAL.
- 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.
- 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," Papers 2402.08051, arXiv.org.
- 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.
- 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.
- Andrew Binning & Junior Maih, 2017. "Modelling Occasionally Binding Constraints Using Regime-Switching," Working Paper 2017/23, Norges Bank.
- Andrew Binning, 2013.
"Solving second and third-order approximations to DSGE models: A recursive Sylvester equation solution,"
Working Paper
2013/18, Norges Bank.
Cited by:
- Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021.
"Why Does Risk Matter More in Recessions than in Expansions?,"
Economics Working Papers
2021-12, Department of Economics and Business Economics, Aarhus University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why does risk matter more in recessions than in expansions?," CAMA Working Papers 2021-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series 9328, CESifo.
- Andreasen, Martin Møller & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Why does risk matter more in recessions than in expansions?," Bank of Finland Research Discussion Papers 13/2021, Bank of Finland.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Monash Economics Working Papers 2021-11, Monash University, Department of Economics.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," "Marco Fanno" Working Papers 0275, Dipartimento di Scienze Economiche "Marco Fanno".
- Levintal, Oren, 2017. "Fifth-order perturbation solution to DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 1-16.
- Martin M. Andreasen & Anders Kronborg, 2017. "The Extended Perturbation Method: New Insights on the New Keynesian Model," CREATES Research Papers 2017-14, Department of Economics and Business Economics, Aarhus University.
- Martin M. Andreasen, 2019. "Explaining Bond Return Predictability in an Estimated New Keynesian Model," CREATES Research Papers 2019-11, Department of Economics and Business Economics, Aarhus University.
- Martin M. Andreasen & Kasper Jørgensen, 2016. "Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution," CREATES Research Papers 2016-16, Department of Economics and Business Economics, Aarhus University.
- Andrew Binning, 2013.
"Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions,"
Working Paper
2013/14, Norges Bank.
Cited by:
- Duchi, Fabio & Elbourne, Adam, 2016. "Credit supply shocks in the Netherlands," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 51-71.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018.
"The shocks matter: Improving our estimates of exchange rate pass-through,"
Journal of International Economics, Elsevier, vol. 114(C), pages 255-275.
- Hjortsø, Ida & Forbes, Kristin & Nenova, Tsvetelina, 2018. "The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through," CEPR Discussion Papers 13037, C.E.P.R. Discussion Papers.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2015. "The shocks matter: improving our estimates of exchange rate pass-through," Discussion Papers 43, Monetary Policy Committee Unit, Bank of England.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2018. "The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through," NBER Working Papers 24773, National Bureau of Economic Research, Inc.
- Valentin Jouvanceau, 2016.
"The Portfolio Rebalancing Channel of Quantitative Easing,"
Working Papers
halshs-01349870, HAL.
- Valentin Jouvanceau, 2016. "The Portfolio Rebalancing Channel of Quantitative Easing," Working Papers 1625, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Jonas E. Arias & Juan Rubio-Ramirez & Daniel F. Waggoner, 2013.
"Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications,"
Working Papers
2013-24, FEDEA.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2014 Meeting Papers 1199, Society for Economic Dynamics.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," Dynare Working Papers 30, CEPREMAP.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," FRB Atlanta Working Paper 2014-1, Federal Reserve Bank of Atlanta.
- Juan F. Rubio-Ramírez & Jonas E. Arias & Daniel F. Waggoner, 2013. "Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications," Working Papers 1338, BBVA Bank, Economic Research Department.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," International Finance Discussion Papers 1100, Board of Governors of the Federal Reserve System (U.S.).
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2016. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2016 Meeting Papers 472, Society for Economic Dynamics.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2017.
"Current Account Deficits During Heightened Risk: Menacing or Mitigating?,"
Economic Journal, Royal Economic Society, vol. 0(601), pages 571-623, May.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2016. "Current Account Deficits During Heightened Risk: Menacing or Mitigating?," NBER Working Papers 22741, National Bureau of Economic Research, Inc.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2016. "Current account deficits during heightened risk: menacing or mitigating?," Discussion Papers 46, Monetary Policy Committee Unit, Bank of England.
- Elguellab, Ali & Ezzahid, Elhadj, 2023. "Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks," Economic Modelling, Elsevier, vol. 129(C).
- Gehrke, Britta & Yao, Fang, 2016.
"Persistence and Volatility of Real Exchange Rates: The Role of Supply Shocks Revisited,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145752, Verein für Socialpolitik / German Economic Association.
- Britta Gehrke & Fang Yao, 2016. "Persistence and volatility of real exchange rates: the role of supply shocks revisited," Reserve Bank of New Zealand Discussion Paper Series DP2016/02, Reserve Bank of New Zealand.
- Zeyyad Mandalinci & Haroon Mumtaz, 2019.
"Global Economic Divergence and Portfolio Capital Flows to Emerging Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1713-1730, September.
- Zeyyad Mandalinci & Haroon Mumtaz, 2015. "Global Economic Divergence and Portfolio Capital Flows to Emerging Markets," Working Papers 757, Queen Mary University of London, School of Economics and Finance.
- Canova, Fabio & Ferroni, Filippo, 2020.
"A hitchhiker guide to empirical macro models,"
CEPR Discussion Papers
15446, C.E.P.R. Discussion Papers.
- Fabio Canova & Filippo Ferroni, 2021. "A Hitchhiker’s Guide to Empirical Macro Models," Working Paper Series WP-2021-15, Federal Reserve Bank of Chicago, revised 03 Oct 2021.
- Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
- Nicolas Groshenny & Naveed Javed, 2023. "Dornbusch’s overshooting and the systematic component of monetary policy in SOE-SVARs," TEPP Working Paper 2023-08, TEPP.
- Jonas Kibala Kuma, 2018. "Structural VAR Model : Theory review and practices on software [Le Modèle VAR Structurel : Eléments de théorie et pratiques sur logiciels]," Post-Print cel-01771221, HAL.
- Franz Ruch & Stan du Plessis, 2015. "SecondRound Effects from Food and Energy Prices an SBVAR approach," Working Papers 7008, South African Reserve Bank.
- Mariarosaria Comunale & Davor Kunovac, 2017.
"Exchange Rate Pass-Through in the Euro Area,"
Bank of Lithuania Working Paper Series
38, Bank of Lithuania.
- Davor Kunovac & Mariarosaria Comunale, 2017. "Exchange Rate Pass-Through in the Euro Area," Working Papers 46, The Croatian National Bank, Croatia.
- Comunale, Mariarosaria & Kunovac, Davor, 2017. "Exchange rate pass-through in the euro area," Working Paper Series 2003, European Central Bank.
- Elekdag, Selim & Han, Fei, 2015.
"What drives credit growth in emerging Asia?,"
Journal of Asian Economics, Elsevier, vol. 38(C), pages 1-13.
- Mr. Fei Han & Mr. Selim A Elekdag, 2012. "What Drives Credit Growth in Emerging Asia?," IMF Working Papers 2012/043, International Monetary Fund.
- Anastasios Evgenidis & Anastasios G. Malliaris, 2020. "To Lean Or Not To Lean Against An Asset Price Bubble? Empirical Evidence," Economic Inquiry, Western Economic Association International, vol. 58(4), pages 1958-1976, October.
- Villarreal, Francisco G., 2014. "Monetary Policy and Inequality in Mexico," MPRA Paper 57074, University Library of Munich, Germany.
- Benjamin Beckers & Kerstin Bernoth, 2016.
"Monetary Policy and Mispricing in Stock Markets,"
Discussion Papers of DIW Berlin
1605, DIW Berlin, German Institute for Economic Research.
- Beckers, Benjamin & Bernoth, Kerstin, 2023. "Monetary Policy and Mispricing in Stock Markets," MPRA Paper 120502, University Library of Munich, Germany.
- Arias, Jonas E. & Caldara, Dario & Rubio-Ramírez, Juan F., 2019.
"The systematic component of monetary policy in SVARs: An agnostic identification procedure,"
Journal of Monetary Economics, Elsevier, vol. 101(C), pages 1-13.
- Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramirez, 2016. "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure," FRB Atlanta Working Paper 2016-15, Federal Reserve Bank of Atlanta.
- Juan Rubio-Ramirez & Dario Caldara & Jonas Arias, 2015. "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure," 2015 Meeting Papers 359, Society for Economic Dynamics.
- Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramírez, 2014. "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure," Working Papers 2014-13, FEDEA.
- Jonas E. Arias & Dario Caldara & Juan F. Rubio-Ramirez, 2015. "The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure," International Finance Discussion Papers 1131, Board of Governors of the Federal Reserve System (U.S.).
- Lian An & Mark A. Wynne & Ren Zhang, 2020. "Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach," Globalization Institute Working Papers 379, Federal Reserve Bank of Dallas.
- Villarreal, Francisco G. & Kronick, Jeremy M., 2019.
"Distributional impacts of low for long interest rates,"
Estudios y Perspectivas – Sede Subregional de la CEPAL en México
44666, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Kronick, Jeremy M. & Villarreal, Francisco G., 2019. "Distributional Impacts of Low for Long Interest Rates," MPRA Paper 93483, University Library of Munich, Germany.
- Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong, 2022.
"The macroeconomic effects of forward communication,"
Journal of International Money and Finance, Elsevier, vol. 120(C).
- Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong, 2019. "The macroeconomic effects of forward communication," Working Paper 2019/20, Norges Bank.
- Forbes, Kristin & Hjortsø, Ida & Nenova, Tsvetelina, 2020.
"International Evidence on Shock-Dependent Exchange Rate Pass-Through,"
CEPR Discussion Papers
15242, C.E.P.R. Discussion Papers.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2020. "International Evidence on Shock-Dependent Exchange Rate Pass-Through," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(4), pages 721-763, December.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2020. "International Evidence on Shock-Dependent Exchange Rate Pass-Through," NBER Working Papers 27746, National Bureau of Economic Research, Inc.
- YOSHIDA Yushi & Weiyang ZHAI & SASAKI Yuri & Siyu ZHANG, 2022. "Exchange Rate Pass-through Under the Unconventional Monetary Policy Regime," Discussion papers 22020, Research Institute of Economy, Trade and Industry (RIETI).
- Ragna Alstadheim & Christine Blandhol, 2018. "The global financial cycle, bank capital flows and monetary policy. Evidence from Norway," Working Paper 2018/2, Norges Bank.
- Balke, Nathan S. & Zeng, Zheng & Zhang, Ren, 2021. "Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
- Hénock Muanza Katuala, 2020. "Monetary Policy, Monetary Stability And Economic Growth In The Democratic Republic Of Congo [Politique Monetaire, Stabilite Monetaire Et Croissance Economique En Republique Democratique Du Congo]," Working Papers hal-02616124, HAL.
- Dąbrowski, Marek A. & Wróblewska, Justyna, 2015. "Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia - an approach based on Bayesian SVAR models with common serial correlation," MPRA Paper 61441, University Library of Munich, Germany.
- Martin Bruns & Michele Piffer, 2018.
"Bayesian Structural VAR models: a new approach for prior beliefs on impulse responses,"
Working Papers
878, Queen Mary University of London, School of Economics and Finance.
- Martin Bruns & Michele Piffer, 2019. "Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses," Discussion Papers of DIW Berlin 1796, DIW Berlin, German Institute for Economic Research.
- Paul Levine & Joseph Pearlman & Alessio Volpicella & Bo Yang, 2022. "The Use and Mis-Use of SVARs for Validating DSGE Models," School of Economics Discussion Papers 0522, School of Economics, University of Surrey.
- Julio Carrillo, 2017.
"Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach,"
2017 Meeting Papers
1509, Society for Economic Dynamics.
- Carrillo, Julio A. & Elizondo, Rocio & Hernández-Román, Luis G., 2020. "Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach," Journal of International Money and Finance, Elsevier, vol. 104(C).
- Benjamin Wong, 2013. "Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?," CAMA Working Papers 2013-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chen, Yong & Liu, Dingming, 2018. "Government spending shocks and the real exchange rate in China: Evidence from a sign-restricted VAR model," Economic Modelling, Elsevier, vol. 68(C), pages 543-554.
- Beckers, Benjamin & Bernoth, Kerstin, 2016. "Monetary Policy and Asset Mispricing," VfS Annual Conference 2016 (Augsburg): Demographic Change 145684, Verein für Socialpolitik / German Economic Association.
- Bluwstein, Kristina & Yung, Julieta, 2019. "Back to the real economy: the effects of risk perception shocks on the term premium and bank lending," Bank of England working papers 806, Bank of England.
- Nuwat Nookhwun & Pym Manopimoke, 2023. "Disaggregated Inflation Dynamics in Thailand: Which Shocks Matter?," PIER Discussion Papers 211, Puey Ungphakorn Institute for Economic Research.
- Elisa Guglielminetti, 2016. "The labor market channel of macroeconomic uncertainty," Temi di discussione (Economic working papers) 1068, Bank of Italy, Economic Research and International Relations Area.
- Adam Elbourne & Fabio Duchi, 2016. "Credit Supply Shocks in the Netherlands," CPB Discussion Paper 320, CPB Netherlands Bureau for Economic Policy Analysis.
- Zeyyad Mandalinci, 2015. "Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach," Working Papers 758, Queen Mary University of London, School of Economics and Finance.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño & John Castro-Pantoja, 2017. "Perturbaciones macroeconómicas, tasa de cambio y pass-through sobre precios," Borradores de Economia 982, Banco de la Republica de Colombia.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2017. "Shocks versus structure: explaining differences in exchange rate pass-through across countries and time," Discussion Papers 50, Monetary Policy Committee Unit, Bank of England.
- Norberto Rodríguez-Niño & Alejandra Ramírez-Ramírez, 2018. "Metodologías semi-estructurales para estimar la Inflación básica mensual en Colombia," Borradores de Economia 1040, Banco de la Republica de Colombia.
- Rubio-RamÃrez, Juan Francisco & , & Arias, Jonas E., 2014.
"Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications,"
CEPR Discussion Papers
9796, C.E.P.R. Discussion Papers.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2014 Meeting Papers 1199, Society for Economic Dynamics.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," Dynare Working Papers 30, CEPREMAP.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," FRB Atlanta Working Paper 2014-1, Federal Reserve Bank of Atlanta.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," International Finance Discussion Papers 1100, Board of Governors of the Federal Reserve System (U.S.).
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2016. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2016 Meeting Papers 472, Society for Economic Dynamics.
- Patrick Alexander & Abeer Reza, 2022. "Exports and the Exchange Rate: A General Equilibrium Perspective," Staff Working Papers 22-18, Bank of Canada.
- Valentin Jouvanceau, 2019.
"New Evidence on the Effects of Quantitative Easing,"
Working Papers
1912, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Valentin Jouvanceau, 2019. "New Evidence on the Effects of Quantitative Easing," Working Papers halshs-02073826, HAL.
- Andrew Binning, 2013.
"Third-order approximation of dynamic models without the use of tensors,"
Working Paper
2013/13, Norges Bank.
Cited by:
- Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Heiberger, Christopher & Maußner, Alfred, 2020. "Perturbation solution and welfare costs of business cycles in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Lan, Hong & Meyer-Gohde, Alexander, 2011.
"Solving DSGE models with a nonlinear moving average,"
SFB 649 Discussion Papers
2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
- Dennis, Richard, 2022.
"Computing time-consistent equilibria: A perturbation approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- Richard Dennis, 2020. "Computing time-consistent equilibria: A perturbation approach," CAMA Working Papers 2020-111, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mutschler, Willi, 2015.
"Identification of DSGE models—The effect of higher-order approximation and pruning,"
Journal of Economic Dynamics and Control, Elsevier, vol. 56(C), pages 34-54.
- Willi Mutschler, 2014. "Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning," CQE Working Papers 3314, Center for Quantitative Economics (CQE), University of Muenster.
- Andrew Binning, 2013. "Solving second and third-order approximations to DSGE models: A recursive Sylvester equation solution," Working Paper 2013/18, Norges Bank.
- Jaromír Beneš & Andrew Binning & Kirdan Lees, 2008.
"Incorporating judgement with DSGE models,"
Reserve Bank of New Zealand Discussion Paper Series
DP2008/10, Reserve Bank of New Zealand.
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.
- Sra Chuenchoksan & Don Nakornthab & Surach Tanboon, 2008. "Uncertainty in the Estimation of Potential Output and Implications for the Conduct of Monetary Policy," Working Papers 2008-04, Monetary Policy Group, Bank of Thailand.
- Negro, Marco Del & Schorfheide, Frank, 2013.
"DSGE Model-Based Forecasting,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140,
Elsevier.
- Marco Del Negro & Frank Schorfheide, 2012. "DSGE model-based forecasting," Staff Reports 554, Federal Reserve Bank of New York.
- Andrew Binning, 2022. "An Efficient Application of the Extended Path Algorithm in Matlab with Examples," Treasury Working Paper Series 22/02, New Zealand Treasury.
- Boneva, Lena & Fawcett, Nicholas & Masolo, Riccardo M. & Waldron, Matt, 2019. "Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information," International Journal of Forecasting, Elsevier, vol. 35(1), pages 100-120.
- Güneş Kamber & Chris McDonald & Nicholas Sander & Konstantinos Theodoridis, 2015. "A structural model for policy analysis and forecasting: NZSIM," Reserve Bank of New Zealand Discussion Paper Series DP2015/05, Reserve Bank of New Zealand.
- Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
- Junior Maih, 2010. "Conditional forecasts in DSGE models," Working Paper 2010/07, Norges Bank.
- Jan Bruha & Tibor Hledik & Tomas Holub & Jiri Polansky & Jaromir Tonner, 2013. "Incorporating Judgments and Dealing with Data Uncertainty in Forecasting at the Czech National Bank," Research and Policy Notes 2013/02, Czech National Bank.
- Andrle, Michal, 2012.
"Understanding DSGE Filters in Forecasting and Policy Analysis,"
Dynare Working Papers
16, CEPREMAP.
- Michal Andrle, 2013. "Understanding DSGE Filters in Forecasting and Policy Analysis," IMF Working Papers 2013/098, International Monetary Fund.
- Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad, 2015. "Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər [Modeling and forecasting of macroeconomic variables of the national economy: pro," MPRA Paper 63517, University Library of Munich, Germany.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-DGE: Dynamic General Equilibrium (9) 2008-06-21 2013-08-16 2016-03-10 2016-05-14 2016-09-25 2017-11-26 2020-09-14 2022-08-15 2024-06-10. Author is listed
- NEP-ECM: Econometrics (6) 2008-06-21 2013-07-05 2013-08-16 2015-05-30 2015-12-08 2017-11-26. Author is listed
- NEP-CBA: Central Banking (4) 2008-06-21 2013-08-16 2016-03-10 2024-06-10
- NEP-MAC: Macroeconomics (4) 2016-05-14 2020-09-14 2024-06-10 2024-06-10
- NEP-ETS: Econometric Time Series (3) 2013-07-05 2015-05-30 2015-12-08
- NEP-MON: Monetary Economics (3) 2008-06-21 2016-03-10 2020-09-14
- NEP-CMP: Computational Economics (2) 2013-08-16 2022-08-15
- NEP-FOR: Forecasting (2) 2008-06-21 2016-09-25
- NEP-ORE: Operations Research (1) 2015-05-30
- NEP-RMG: Risk Management (1) 2016-05-14
- NEP-SPO: Sports and Economics (1) 2013-08-16
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