Junior Maih

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

14

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Scholarly Papers (14)

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1.

Efficient Perturbation Methods for Solving Regime-Switching DSGE Models

Norges Bank Working Paper 1 | 2015
Number of pages: 51 Posted: 04 May 2015
Junior Maih
Norges Bank
Downloads 209 (202,952)
Citation 34

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DSGE, Markov switching, Sylvester equation, Newton algorithm, perturbation, matrix polynomial

2.

Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models

Downloads 195 (217,236)
Citation 11

Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models

CAEPR Working Paper Series 2018-011
Number of pages: 41 Posted: 16 Dec 2018 Last Revised: 04 Mar 2021
Yoosoon Chang, Junior Maih and Tan Fei
Indiana University Bloomington - Department of Economics, Norges Bank and Zhejiang University - College of Economics
Downloads 113 (335,474)

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Monetary policy, DSGE model, regime switching, latent autoregressive regime factor, endogenous feedback, expectation formation effects

Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models

Norges Bank Working Paper 12/2018; ISBN 978-82-8379-059-7
Number of pages: 40 Posted: 15 Feb 2019 Last Revised: 22 Feb 2021
Yoosoon Chang, Junior Maih and Fei Tan
Indiana University Bloomington - Department of Economics, Norges Bank and Saint Louis University
Downloads 82 (416,279)
Citation 10

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state space model; regime switching; endogenous feedback; filtering; DSGE model

3.

Oil and Macroeconomic (In)Stability

Downloads 167 (246,934)
Citation 9

Oil and Macroeconomic (In)Stability

Norges Bank Working Paper 12/16
Number of pages: 50 Posted: 24 Sep 2016
Hilde C. Bjørnland, Vegard Larsen and Junior Maih
Norwegian School of Management (BI), Norges Bank and Norges Bank
Downloads 110 (342,004)
Citation 3

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Oil and Macroeconomic (In)Stability

CAMA Working Paper No. 79/2017
Number of pages: 52 Posted: 11 Dec 2017
Hilde C. Bjørnland, Vegard Larsen and Junior Maih
Norwegian School of Management (BI), Norges Bank and Norges Bank
Downloads 57 (502,324)
Citation 7

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Oil price, Great Moderation, New-Keynesian model, Markov Switching

4.

Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation

Norges Bank Working Paper 24
Number of pages: 25 Posted: 12 Nov 2013
Ragna Alstadheim, Hilde C. Bjørnland and Junior Maih
Norges Bank, Norwegian School of Management (BI) and Norges Bank
Downloads 150 (269,802)
Citation 12

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Monetary policy, exchange rates, inflation targeting, markov switching, small open economy

5.

Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model

Norges Bank Working Paper 03/2016
Number of pages: 45 Posted: 24 Feb 2016
Andrew Binning and Junior Maih
Norges Bank and Norges Bank
Downloads 111 (337,823)

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Zero Lower Bound, Regime-switching, DSGE, Bayesian Estimation

6.

Conditional Forecasts in DSGE Models

Norges Bank Working Paper No. 2010/07
Number of pages: 31 Posted: 09 Jul 2010 Last Revised: 11 Sep 2010
Junior Maih
Norges Bank
Downloads 90 (386,980)
Citation 10

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DSGE Model, Conditional Forecast

7.

Modelling Occasionally Binding Constraints Using Regime-Switching

Norges Bank Working Paper 23/2017
Number of pages: 92 Posted: 20 Nov 2017
Andrew Binning and Junior Maih
Norges Bank and Norges Bank
Downloads 81 (412,022)
Citation 10

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Occasionally Binding Constraints; DSGE Models; ZLB; Collateral Constraints

8.

Leaning Against the Wind When Credit Bites Back

Norges Bank Working Paper 09/2016
Number of pages: 32 Posted: 12 Jun 2016
Karsten R. Gerdrup, Frank Hansen, Tord S. H. Krogh and Junior Maih
Central Bank of Norway, Norges Bank, Norges Bank and Norges Bank
Downloads 62 (479,106)
Citation 3

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Monetary policy, Financial stability, Leaning against the wind, Markov switching, Endogenous crisis

9.

Sigma Point Filters for Dynamic Nonlinear Regime Switching Models

Norges Bank Working Paper 10 | 2015
Number of pages: 37 Posted: 10 Jun 2015
Andrew Binning and Junior Maih
Norges Bank and Norges Bank
Downloads 42 (561,889)
Citation 4

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Regime Switching, Higher-order Perturbation, Sigma Point Filters, Nonlinear DSGE estimation, Observability

10.

Loose Commitment in Medium-Scale Macroeconomic Models: Theory and an Application

Norges Bank Working Paper 2010/25
Number of pages: 28 Posted: 09 Jan 2011
Davide Debortoli, Junior Maih and Ricardo Cavaco Nunes
Universitat Pompeu Fabra - Department of Economics and Business, Norges Bank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 31 (622,924)
Citation 1

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Commitment, Discretion, Linear-Quadratic

11.

Joint Prediction Bands for Macroeconomic Risk Management

Norges Bank Working Paper 07/2016
Number of pages: 24 Posted: 12 Jun 2016
Q. Farooq Akram, Andrew Binning and Junior Maih
Norges Bank - Research Department, Norges Bank and Norges Bank
Downloads 28 (642,249)

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Monetary Policy, Fan charts, DSGE, Zero Lower Bound, Regime-switching, Bayesian Estimation

12.

Applying Flexible Parameter Restrictions in Markov-Switching Vector Autoregression Models

Norges Bank Working Paper 17/2015
Number of pages: 19 Posted: 13 Jan 2016
Andrew Binning and Junior Maih
Norges Bank and Norges Bank
Downloads 20 (701,219)

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Parameter Restrictions, MS-VAR estimation, Block Exogeneity, Zero Restrictions, Bayesian estimation

13.

Asymmetric Monetary Policy Rules for the Euro Area and the Us

ECB Working Paper No. 20212587
Number of pages: 39 Posted: 14 Sep 2021 Last Revised: 18 Nov 2021
Junior Maih, Falk Mazelis, Roberto Motto and Annukka Ristiniemi
Norges Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 19 (709,120)

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Bayesian Estimation, effective lower bound, Inflation targeting, Markov-switching DSGE, optimal monetary policy

14.

Forecast Uncertainty in the Neighborhood of the Effective Lower Bound: How Much Asymmetry Should We Expect?

Norges Bank Working Paper 13/2016
Number of pages: 46 Posted: 15 Oct 2016
Andrew Binning and Junior Maih
Norges Bank and Norges Bank
Downloads 10 (788,987)

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Effective Lower Bound, Regime-Switching, DSGE, Forecast Uncertainty, Fan Charts