Details about Junior Maih

Access statistics for papers by Junior Maih.

Last updated 2024-07-04. Update your information in the RePEc Author Service.

Short-id: pma2398

Working Papers

2024

1. On Bayesian Filtering for Markov Regime Switching Models
   CESifo Working Paper Series, CESifo
   Also in Papers, arXiv.org (2024)
   Working Papers, Business School - Economics, University of Glasgow (2024)

2022

2. Trend Inflation in the Japanese pre-2000s: A Markov-Switching DSGE Estimation
   Discussion Papers, Graduate School of Economics, Kobe University

2021

3. Asymmetric monetary policy rules for the euro area and the US
   Working Paper Series, European Central Bank View citations (16)
   Also in Working Paper, Norges Bank View citations (11)
   See also Journal Article Asymmetric monetary policy rules for the euro area and the US, Journal of Macroeconomics, Elsevier (2021) View citations (16) (2021)
4. Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (6)
   See also Journal Article Do central banks respond to exchange rate movements? A Markov-switching structural investigation of commodity exporters and importers, Energy Economics, Elsevier (2021) View citations (6) (2021)
5. Dynare: Reference Manual Version 4
   Dynare Working Papers, CEPREMAP View citations (137)

2020

6. Expectations switching in a DSGE model of the UK
   Working Paper, Norges Bank
   Also in Working Paper Series, Department of Economics, Norwegian University of Science and Technology (2019)

2019

7. Is Monetary Policy Always Effective? Incomplete Interest Rate Pass-through in a DSGE Model
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (1)
   Also in Working Paper, Norges Bank (2019) View citations (1)

2018

8. Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (2)
   See also Journal Article Origins of monetary policy shifts: A New approach to regime switching in DSGE models, Journal of Economic Dynamics and Control, Elsevier (2021) View citations (11) (2021)
9. State Space Models with Endogenous Regime Switching
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (9)

2017

10. Modelling Occasionally Binding Constraints Using Regime-Switching
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (17)
    Also in Working Paper, Norges Bank (2017) View citations (18)
11. Oil and macroeconomic (in)stability
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2017)
    Working Paper, Norges Bank (2016) View citations (7)
    See also Journal Article Oil and Macroeconomic (In)stability, American Economic Journal: Macroeconomics, American Economic Association (2018) View citations (43) (2018)

2016

12. Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?
    Working Paper, Norges Bank View citations (2)
13. Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (15)
    Also in Working Paper, Norges Bank (2016) View citations (15)
14. Joint Prediction Bands for Macroeconomic Risk Management
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (2)
    Also in Working Paper, Norges Bank (2016) View citations (2)
15. Leaning against the wind when credit bites back
    Working Paper, Norges Bank View citations (8)
    See also Journal Article Leaning Against the Wind When Credit Bites Back, International Journal of Central Banking, International Journal of Central Banking (2017) View citations (19) (2017)

2015

16. Applying Flexible Parameter Restrictions in Markov-Switching Vector Autoregression Models
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
    Also in Working Paper, Norges Bank (2015)
17. Efficient perturbation methods for solving regime-switching DSGE models
    Working Paper, Norges Bank View citations (72)
    Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2014) View citations (6)
18. Sigma Point Filters For Dynamic Nonlinear Regime Switching Models
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (20)
    Also in Working Paper, Norges Bank (2015) View citations (20)

2013

19. Do Central Banks Respond to Exchange Rate Movements? A Markow-Switching Structural Investigation
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (22)
    Also in Working Paper, Norges Bank (2013) View citations (26)

2011

20. Loose commitment in medium-scale macroeconomic models: theory and applications
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
    Also in Working Paper, Norges Bank (2010)
    See also Journal Article LOOSE COMMITMENT IN MEDIUM-SCALE MACROECONOMIC MODELS: THEORY AND APPLICATIONS, Macroeconomic Dynamics, Cambridge University Press (2014) View citations (29) (2014)

2010

21. Conditional forecasts in DSGE models
    Working Paper, Norges Bank View citations (17)
22. Simple rules versus optimal policy: what fits?
    Working Paper, Norges Bank View citations (7)

2008

23. Estimating the natural rates in a simple New Keynesian framework
    Working Paper, Norges Bank View citations (9)
    See also Journal Article Estimating the natural rates in a simple New Keynesian framework, Empirical Economics, Springer (2011) View citations (13) (2011)

Journal Articles

2021

1. Asymmetric monetary policy rules for the euro area and the US
   Journal of Macroeconomics, 2021, 70, (C) View citations (16)
   See also Working Paper Asymmetric monetary policy rules for the euro area and the US, Working Paper Series (2021) View citations (16) (2021)
2. Do central banks respond to exchange rate movements? A Markov-switching structural investigation of commodity exporters and importers
   Energy Economics, 2021, 96, (C) View citations (6)
   See also Working Paper Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers, Working Papers (2021) View citations (6) (2021)
3. Origins of monetary policy shifts: A New approach to regime switching in DSGE models
   Journal of Economic Dynamics and Control, 2021, 133, (C) View citations (11)
   See also Working Paper Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models, CAEPR Working Papers (2018) View citations (2) (2018)

2018

4. Oil and Macroeconomic (In)stability
   American Economic Journal: Macroeconomics, 2018, 10, (4), 128-51 View citations (43)
   See also Working Paper Oil and macroeconomic (in)stability, CAMA Working Papers (2017) (2017)

2017

5. Leaning Against the Wind When Credit Bites Back
   International Journal of Central Banking, 2017, 13, (3), 287-320 View citations (19)
   See also Working Paper Leaning against the wind when credit bites back, Working Paper (2016) View citations (8) (2016)

2014

6. LOOSE COMMITMENT IN MEDIUM-SCALE MACROECONOMIC MODELS: THEORY AND APPLICATIONS
   Macroeconomic Dynamics, 2014, 18, (1), 175-198 View citations (29)
   See also Working Paper Loose commitment in medium-scale macroeconomic models: theory and applications, International Finance Discussion Papers (2011) View citations (3) (2011)

2011

7. Estimating the natural rates in a simple New Keynesian framework
   Empirical Economics, 2011, 40, (3), 755-777 View citations (13)
   See also Working Paper Estimating the natural rates in a simple New Keynesian framework, Working Paper (2008) View citations (9) (2008)