IDEAS home Printed from https://ideas.repec.org/f/pma2398.html
   My authors  Follow this author

Junior Maih

Personal Details

First Name:Junior
Middle Name:
Last Name:Maih
Suffix:
RePEc Short-ID:pma2398
https://github.com/jmaih/RISE_toolbox
Terminal Degree:2006 Økonomisk institutt; Universitetet i Oslo (from RePEc Genealogy)

Affiliation

(83%) Norges Bank

Oslo, Norway
http://www.norges-bank.no/

: +47 22 31 60 00
+47 22 41 31 05
Postboks 1179 Sentrum, 0107 Oslo
RePEc:edi:nbgovno (more details at EDIRC)

(17%) Centre for Applied Macro- and Petroleum economics (CAMP)
BI Handelshøyskolen

Oslo, Norway
http://www.bi.no/camp

: +47 06600

Nydalsveien 37, N-0442 Oslo
RePEc:edi:cambino (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Andrew Binning & Junior Maih, 2017. "Modelling Occasionally Binding Constraints Using Regime-Switching," Working Paper 2017/23, Norges Bank.
  2. Andrew Binning & Junior Maih, 2016. "Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?," Working Paper 2016/13, Norges Bank.
  3. Andrew Binning & Junior Maih, 2016. "Implementing the zero lower bound in an estimated regime-switching DSGE model," Working Paper 2016/3, Norges Bank.
  4. Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint prediction bands for macroeconomic risk management," Working Paper 2016/7, Norges Bank.
  5. Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2016. "Oil and macroeconomic (in)stability," Working Paper 2016/12, Norges Bank.
  6. Karsten R. Gerdrup & Frank Hansen & Tord Krogh & Junior Maih, 2016. "Leaning against the wind when credit bites back," Working Paper 2016/9, Norges Bank.
  7. Andrew Binning & Junior Maih, 2015. "Applying Flexible Parameter Restrictions in Markov-Switching Vector Autoregression Models," Working Paper 2015/17, Norges Bank.
  8. Andrew Binning & Junior Maih, 2015. "Sigma Point Filters For Dynamic Nonlinear Regime Switching Models," Working Papers No 4/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  9. Junior Maih, 2015. "Efficient perturbation methods for solving regime-switching DSGE models," Working Paper 2015/01, Norges Bank.
  10. Ragna Alstadheim & Hilde C. Bjørnland & Junior Maih, 2013. "Do central banks respond to exchange rate movements? A Markov-switching structural investigation," Working Paper 2013/24, Norges Bank.
  11. Davide Debortoli & Junior Maih & Ricardo Nunes, 2011. "Loose commitment in medium-scale macroeconomic models: theory and applications," International Finance Discussion Papers 1034, Board of Governors of the Federal Reserve System (U.S.).
  12. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Maih, Junior & Mihoubi, Ferhat & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébastien, 2011. "Dynare: Reference Manual Version 4," Dynare Working Papers 1, CEPREMAP, revised Feb 2018.
  13. Junior Maih, 2010. "Conditional forecasts in DSGE models," Working Paper 2010/07, Norges Bank.
  14. Davide Debortoli & Junior Maih & Ricardo Nunes, 2010. "Loose commitment in medium-scale macroeconomic models: Theory and an application," Working Paper 2010/25, Norges Bank.
  15. Ida Wolden Bache & Leif Brubakk & Junior Maih, 2010. "Simple rules versus optimal policy: what fits?," Working Paper 2010/03, Norges Bank.
  16. Hilde C. Bjørnland & Kai Leitemo & Junior Maih, 2008. "Estimating the natural rates in a simple New Keynesian framework," Working Paper 2007/10, Norges Bank.

Articles

  1. Karsten R. Gerdrup & Frank Hansen & Tord Krogh & Junior Maih, 2017. "Leaning Against the Wind When Credit Bites Back," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 287-320, September.
  2. Debortoli, Davide & Maih, Junior & Nunes, Ricardo, 2014. "Loose Commitment In Medium-Scale Macroeconomic Models: Theory And Applications," Macroeconomic Dynamics, Cambridge University Press, vol. 18(01), pages 175-198, January.
  3. Hilde Bjørnland & Kai Leitemo & Junior Maih, 2011. "Estimating the natural rates in a simple New Keynesian framework," Empirical Economics, Springer, vol. 40(3), pages 755-777, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 23 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (14) 2010-05-02 2010-06-04 2010-12-23 2011-12-19 2015-01-31 2015-02-28 2015-06-20 2016-03-10 2016-03-17 2016-05-14 2016-05-14 2016-09-25 2017-11-26 2018-01-15. Author is listed
  2. NEP-MAC: Macroeconomics (12) 2008-03-01 2010-05-02 2010-12-23 2011-12-19 2013-10-18 2013-12-20 2015-01-31 2016-03-17 2016-05-14 2016-06-18 2016-09-25 2018-01-01. Author is listed
  3. NEP-CBA: Central Banking (7) 2010-05-02 2010-06-04 2010-12-23 2011-12-19 2013-10-18 2013-12-20 2016-03-10. Author is listed
  4. NEP-ECM: Econometrics (5) 2015-02-28 2015-05-30 2015-12-08 2016-05-14 2017-11-26. Author is listed
  5. NEP-MON: Monetary Economics (5) 2010-05-02 2013-10-18 2013-12-20 2016-03-10 2016-03-17. Author is listed
  6. NEP-ETS: Econometric Time Series (4) 2015-05-30 2015-06-20 2015-12-08 2016-02-04
  7. NEP-FOR: Forecasting (4) 2010-05-02 2010-06-04 2016-05-14 2016-09-25
  8. NEP-ORE: Operations Research (4) 2015-01-31 2015-05-30 2015-06-20 2016-06-18
  9. NEP-ENE: Energy Economics (3) 2016-09-25 2017-12-11 2018-01-01
  10. NEP-RMG: Risk Management (2) 2016-05-14 2016-05-14
  11. NEP-CMP: Computational Economics (1) 2015-02-28
  12. NEP-IAS: Insurance Economics (1) 2015-01-31

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Junior Maih should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.