Junior Maih

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

13

DOWNLOADS

1,030

SSRN CITATIONS
Rank 12,375

SSRN RANKINGS

Top 12,375

in Total Papers Citations

61

CROSSREF CITATIONS

37

Scholarly Papers (13)

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 96 (332,915)

Abstract:

Loading...

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 76 (384,840)
Citation 10

Abstract:

Loading...

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 169 (216,276)
Citation 32

Abstract:

Loading...

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

3.
Downloads 159 (227,666)
Citation 9

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 106 (311,644)
Citation 2

Abstract:

Loading...

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 53 (464,557)
Citation 7

Abstract:

Loading...

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
Norges Bank, Norwegian School of Management (BI) and Norges Bank
Downloads 137 (257,085)
Citation 11

Abstract:

Loading...

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 90 (344,237)

Abstract:

Loading...

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 83 (361,762)
Citation 10

Abstract:

Loading...

DSGE Model, Conditional Forecast

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 53 (456,922)
Citation 3

Abstract:

Loading...

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

8.

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 44 (493,868)
Citation 10

Abstract:

Loading...

Occasionally Binding Constraints; DSGE Models; ZLB; Collateral Constraints

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 38 (521,508)
Citation 7

Abstract:

Loading...

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
Universitat Pompeu Fabra - Department of Economics and Business, Norges Bank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 29 (569,181)
Citation 1

Abstract:

Loading...

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 27 (581,306)

Abstract:

Loading...

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 (627,965)

Abstract:

Loading...

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 9 (709,391)

Abstract:

Loading...

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