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Underidentied SVAR models : a framework for combining short and long-run restrictions with sign-restrictions

Binning, Andrew - 2013

Persistent link: https://www.econbiz.de/10009751555

Third-order approximation of dynamic models without the use of tensors

Binning, Andrew - 2013

Persistent link: https://www.econbiz.de/10009741228

Solving second and third-order approximations to DSGE models : a recursive Sylvester equation solution

Binning, Andrew - 2013

Persistent link: https://www.econbiz.de/10009779037

Sigma point filters for dynamic nonlinear regime switching models

Binning, Andrew; Maih, Junior - 2015

Persistent link: https://www.econbiz.de/10010529309

Forecast uncertainty in the neighborhood of the effective lower bound : how much asymmetry should we expect?

Binning, Andrew; Maih, Junior - 2016

Persistent link: https://www.econbiz.de/10011542843

Implementing the zero lower bound in an estimated regime-switching DSGE model

Binning, Andrew; Maih, Junior - 2016

Persistent link: https://www.econbiz.de/10011449725

Joint prediction bands for macroeconomic risk management

Akram, Farooq; Binning, Andrew; Maih, Junior - 2016

Persistent link: https://www.econbiz.de/10011478650

Applying flexible parameter restrictions in Markov-Switching vector autoregression models

Binning, Andrew; Maih, Junior - 2015

Persistent link: https://www.econbiz.de/10011410311

Is monetary policy always effective? : incomplete interest rate pass-through in a DSGE model

Binning, Andrew; Bjørnland, Hilde Christiane; Maih, Junior - 2019

We estimate a regime-switching DSGE model with a banking sector to explain incomplete and asymmetric interest rate pass-through, especially in the presence of a binding zero lower bound (ZLB) constraint. The model is estimated using Bayesian techniques on US data between 1985 and 2016. The...

Persistent link: https://www.econbiz.de/10012214427

Modelling occasionally binding constraints using regime-switching

Binning, Andrew; Maih, Junior - 2017

Persistent link: https://www.econbiz.de/10011753681