Junior Maih

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

18

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117

Scholarly Papers (18)

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1.

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

Downloads 460 (134,108)
Citation 10

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 276 (233,953)

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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 - Department of Economics
Downloads 184 (347,670)
Citation 10

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

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 390 (162,318)
Citation 43

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

3.

Oil and Macroeconomic (In)Stability

Downloads 250 (260,486)
Citation 10

Oil and Macroeconomic (In)Stability

Norges Bank Working Paper 12/16
Number of pages: 50 Posted: 24 Sep 2016
Hilde C. Bjørnland, Vegard H. Larsen and Junior Maih
Norwegian School of Management (BI), BI Norwegian Business School, Department of Data Science and Analytics and Norges Bank
Downloads 151 (413,945)
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 H. Larsen and Junior Maih
Norwegian School of Management (BI), BI Norwegian Business School, Department of Data Science and Analytics and Norges Bank
Downloads 99 (577,669)
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 216 (300,267)
Citation 13

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

5.

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 189 (340,140)
Citation 10

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Occasionally Binding Constraints; DSGE Models; ZLB; Collateral Constraints

6.

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 159 (396,112)

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

7.

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 132 (460,881)
Citation 9

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DSGE Model, Conditional Forecast

8.

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 117 (506,236)

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

9.

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 110 (530,246)

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

10.

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 89 (612,316)
Citation 3

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

11.

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 82 (643,288)
Citation 8

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

12.

Macroeconomic Effects of Fiscal Policy Under an Energy Supply Shock

Downloads 76 (671,788)

Macroeconomic Effects of Fiscal Policy Under an Energy Supply Shock

Number of pages: 49 Posted: 29 Feb 2024
Johan Gustafsson, Xiaofei MA, Junior Maih and Mattias Vesterberg
Umeå University, ESSCA School of Management, Norges Bank and Umeå University - Centre for Environmental and Resource Economics
Downloads 56 (804,017)

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energy price, investment subsidy, energy voucher

Macroeconomic Effects of Fiscal Policy Under an Energy Supply Shock

Number of pages: 49 Posted: 03 Dec 2024
Johan Gustafsson, Xiaofei MA, Junior Maih and Mattias Vesterberg
Umeå University, ESSCA School of Management, Norges Bank and Umeå University - Centre for Environmental and Resource Economics
Downloads 20 (1,174,744)

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energy price, investment subsidy, energy voucher

13.

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 Nunes
Universitat Pompeu Fabra (UPF) - Department of Economics and Business, Norges Bank and University of Surrey
Downloads 63 (742,983)
Citation 3

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Commitment, Discretion, Linear-Quadratic

14.

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 62 (749,138)
Citation 7

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

15.

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 55 (795,111)

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

16.

On Bayesian Filtering for Markov Regime Switching Models

CESifo Working Paper No. 10941
Number of pages: 42 Posted: 13 Feb 2024
Nigar Hashimzade, Oleg Kirsanov, Tatiana Kirsanova and Junior Maih
Brunel University London, University of Glasgow - Adam Smith Business School, University of Glasgow - Adam Smith Business School and Norges Bank
Downloads 43 (889,743)
Citation 1

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Markov switching models, filtering, smoothing

17.

Mitigating the Impact of Fuel Subsidy Removal in an Oil-Producing Emerging Economy

Number of pages: 33 Posted: 04 Nov 2024
Junior Maih, Babatunde Samson Omotosho and Bo Yang
Norges Bank, African Development Bank and Swansea University
Downloads 33 (986,128)

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Fuel subsidy, Oil price volatility, Regime-switching DSGE model, Policy analysis

18.

Monetary Policy Shock, Financial Frictions and Heterogeneous Firms

Number of pages: 32 Posted: 17 Apr 2025
Jin Cao, Masashige Hamano and Junior Maih
Norges Bank - Research Department, Waseda University and Norges Bank
Downloads 10 (1,266,785)

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Monetary policy, firm heterogeneity, financial friction, regime switching