Finding DORY

dc.contributor.author	Landsem, Jørgen
dc.contributor.author	Njølstad, Erlend
dc.contributor.author	Paulsen, Kenneth Sæterhagen
dc.contributor.author	Robstad, Ørjan
dc.contributor.author	Åstebøl, Magnus
dc.date.accessioned	2022-02-14T10:45:14Z
dc.date.available	2022-02-14T10:45:14Z
dc.date.issued	2022
dc.identifier.isbn	978-82-8379-223-2
dc.identifier.issn	1504-2596
dc.identifier.uri	https://hdl.handle.net/11250/2978716
dc.description.abstract	This paper describes the semi-structural model DORY used by Norges Bank as a link between raw data, sector experts and the core policy model NEMO. While the primary objective in NEMO is to analyse business cycle fluctuations and monetary policy, DORY is used to identify the underlying trends in the main macro variables in Norway. DORY has been gradually developed over the last couple of years and has now been estimated using state of the art Bayesian estimation techniques.	en_US
dc.language.iso	eng	en_US
dc.publisher	Norges Bank	en_US
dc.relation.ispartofseries	Staff Memo;2/2022
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no	*
dc.title	Finding DORY	en_US
dc.type	Working paper	en_US
dc.description.version	publishedVersion	en_US
dc.subject.nsi	VDP::Samfunnsvitenskap: 200::Økonomi: 210::Samfunnsøkonomi: 212	en_US
dc.source.pagenumber	36	en_US

Med mindre annet er angitt, så er denne innførselen lisensiert som Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal