Details about Andrew Binning

Access statistics for papers by Andrew Binning.

Last updated 2025-02-12. Update your information in the RePEc Author Service.

Short-id: pbi315

Working Papers

2024

1. A National Accounts Categorisation of COVID-19 Funding Allocation and Expenditure
   Treasury Analytical Notes Series, New Zealand Treasury
2. Calculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model
   Treasury Working Paper Series, New Zealand Treasury View citations (1)
3. New Zealand demographics and their role in an overlapping generations model
   Treasury Analytical Notes Series, New Zealand Treasury
4. Quantifying the Role Automatic Stabilisers Play in New Zealand Using a Macro-Simulation Approach
   Treasury Working Paper Series, New Zealand Treasury

2022

5. An Efficient Application of the Extended Path Algorithm in Matlab with Examples
   Treasury Working Paper Series, New Zealand Treasury

2019

6. Is monetary policy always effective? Incomplete interest rate pass-through in a DSGE model
   Working Paper, Norges Bank View citations (1)

2017

7. Modelling Occasionally Binding Constraints Using Regime-Switching
   Working Paper, Norges Bank View citations (18)

2016

8. Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?
   Working Paper, Norges Bank View citations (2)
9. Implementing the zero lower bound in an estimated regime-switching DSGE model
   Working Paper, Norges Bank View citations (16)
10. Joint prediction bands for macroeconomic risk management
    Working Paper, Norges Bank View citations (3)

2015

11. Applying Flexible Parameter Restrictions in Markov-Switching Vector Autoregression Models
    Working Paper, Norges Bank
12. Sigma point filters for dynamic nonlinear regime switching models
    Working Paper, Norges Bank View citations (25)

2013

13. Solving second and third-order approximations to DSGE models: A recursive Sylvester equation solution
    Working Paper, Norges Bank View citations (12)
14. Third-order approximation of dynamic models without the use of tensors
    Working Paper, Norges Bank View citations (8)
15. Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions
    Working Paper, Norges Bank View citations (79)

2008

16. Incorporating judgement with DSGE models
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (13)