Andrew Binning

Norges Bank

P.O. Box 1179

Oslo, N-0107

Norway

SCHOLARLY PAPERS

11

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778

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18

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27

Scholarly Papers (11)

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1.

Underidentified SVAR Models: A Framework for Combining Short and Long-Run Restrictions with Sign-Restrictions

Number of pages: 30 Posted: 05 Nov 2013
Andrew Binning
Norges Bank
Downloads 288 (144,970)
Citation 33

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

2.

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 108 (336,388)
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

3.

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 105 (342,805)

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

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 78 (411,683)
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 57 (483,883)
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 41 (554,501)
Citation 7

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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 (627,260)

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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 25 (647,402)

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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 (683,805)

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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 (691,405)

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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 9 (774,742)

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