Junior Maih

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

13

DOWNLOADS

713

SSRN CITATIONS
Rank 19,483

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Top 19,483

in Total Papers Citations

13

CROSSREF CITATIONS

26

Scholarly Papers (13)

1.
Downloads 139 (207,776)
Citation 4

Oil and Macroeconomic (In)Stability

Norges Bank Working Paper 12/16
Number of pages: 50 Posted: 24 Sep 2016
Norwegian School of Management (BI), Norges Bank and Norges Bank
Downloads 101 (264,856)
Citation 1

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Oil and Macroeconomic (In)Stability

CAMA Working Paper No. 79/2017
Number of pages: 52 Posted: 11 Dec 2017
Norwegian School of Management (BI), Norges Bank and Norges Bank
Downloads 38 (441,882)
Citation 3

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

2.

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 114 (241,821)
Citation 11

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

3.

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
Norges Bank, Norwegian School of Management (BI) and Norges Bank
Downloads 112 (244,839)
Citation 4

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

4.

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 74 (319,108)

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

5.

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 68 (334,332)
Citation 8

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DSGE Model, Conditional Forecast

6.
Downloads 46 (405,472)
Citation 1

State Space Models With Endogenous Regime Switching

CAEPR Working Paper Series 2018-011
Number of pages: 31 Posted: 16 Dec 2018 Last Revised: 19 Feb 2019
Yoosoon Chang, Junior Maih and Tan Fei
Indiana University Bloomington - Department of Economics, Norges Bank and Zhejiang University - College of Economics
Downloads 31 (479,508)

Abstract:

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State Space Model, Regime Switching, Endogenous Feedback, FIltering, DSGE Model

State Space Models with Endogenous Regime Switching

Norges Bank Working Paper 12/2018; ISBN 978-82-8379-059-7
Number of pages: 50 Posted: 15 Feb 2019 Last Revised: 18 Aug 2019
Yoosoon Chang, Junior Maih and Fei Tan
Indiana University Bloomington - Department of Economics, Norges Bank and Saint Louis University
Downloads 15 (572,388)
Citation 1

Abstract:

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

7.

Leaning Against the Wind When Credit Bites Back

Norges Bank Working Paper 09/2016
Number of pages: 32 Posted: 12 Jun 2016
Central Bank of Norway, Norges Bank, Norges Bank and Norges Bank
Downloads 42 (416,609)
Citation 1

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

8.

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 28 (477,093)
Citation 1

Abstract:

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

9.

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 25 (493,127)

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

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
Universitat Pompeu Fabra - Department of Economics and Business, Norges Bank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 25 (493,127)
Citation 1

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Commitment, Discretion, Linear-Quadratic

11.

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 16 (545,273)

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Occasionally Binding Constraints; DSGE Models; ZLB; Collateral Constraints

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 16 (545,273)

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

13.

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 8 (595,000)

Abstract:

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