Andrew Binning

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

11

DOWNLOADS

810

SSRN CITATIONS
Rank 22,654

SSRN RANKINGS

Top 22,654

in Total Papers Citations

18

CROSSREF CITATIONS

25

Scholarly Papers (11)

1.
Downloads 304 (140,508)
Citation 33

Abstract:

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SVAR, Identification, Impulse responses, Short-run restrictions, Long-run restrictions, Sign restrictions

2.

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 (337,699)

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

3.

Solving Second and Third-Order Approximations to DSGE Models: A Recursive Sylvester Equation Solution

Norges Bank Working Paper 18
Number of pages: 51 Posted: 12 Nov 2013
Andrew Binning
Norges Bank
Downloads 109 (341,871)
Citation 6

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Solving dynamic models, Second-order approximation, Third-order approximation, Second-order matrix chain rule, Third-order matrix chain rule, Generalised Sylvester equations

4.

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 (411,896)
Citation 10

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Occasionally Binding Constraints; DSGE Models; ZLB; Collateral Constraints

5.

Third-Order Approximation of Dynamic Models without the Use of Tensors

Norges Bank Working Paper 2013 | 13
Number of pages: 34 Posted: 26 May 2013
Andrew Binning
Norges Bank
Downloads 60 (482,776)
Citation 6

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Solving dynamic models, third-order approximation, third-order matrix chain rule

6.

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 (561,711)
Citation 4

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

7.

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 (642,027)

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

8.

A Migration Based Theory of the Exchange Rate and the New Zealand's Experience

Number of pages: 39 Posted: 01 May 2017
Debasis Bandyopadhyay and Andrew Binning
University of Auckland Business School and Norges Bank
Downloads 26 (655,770)

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International Migration, Real Exchange Rate, Net Capital Inflow, Open Economy Macro

9.

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 (700,981)

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

10.

Endogenous Growth Without Patents

Number of pages: 53 Posted: 01 May 2017
Debasis Bandyopadhyay and Andrew Binning
University of Auckland Business School and Norges Bank
Downloads 19 (708,863)

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Embodied Technology, Monopoly Rents from Innovation, Cost of Copying and Cost of Patents

11.

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 (788,624)

Abstract:

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