Blar i Norges Banks vitenarkiv på emneord "JEL: C6"

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    • Efficient Perturbation Methods for Solving Regime-Switching DSGE Models 

      Maih, Junior (Working Papers;1/2015, Working paper, 2015)
      In an environment where economic structures break, variances change, distributions shift, conventional policies weaken and past events tend to reoccur, economic agents have to form expectations over different regimes. This ...

    • Joint Prediction Bands for Macroeconomic Risk Management 

      Akram, Q. Farooq; Binning, Andrew; Maih, Junior (Working Papers;7/2016, Working paper, 2016)
      In this paper we address the issue of assessing and communicating the joint probabilities implied by density forecasts from multivariate time series models. We focus our attention in three areas. First, we investigate a ...