Bericht

Finding DORY

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.

ISBN
978-82-8379-223-2
Language
Englisch

Bibliographic citation
Series: Staff Memo ; No. 2/2022

Classification
Wirtschaft
Subject
Wirtschaftsprognose
Prognoseverfahren
Makroökonomisches Modell
Norwegen

Event
Geistige Schöpfung
(who)
Landsem, Jørgen
Njølstad, Erlend
Paulsen, Kenneth Sæterhagen
Robstad, Ørjan
Åstebøl, Magnus
Event
Veröffentlichung
(who)
Norges Bank
(where)
Oslo
(when)
2022

Handle
Last update
10.03.2025, 11:41 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Object type

  • Bericht

Associated

  • Landsem, Jørgen
  • Njølstad, Erlend
  • Paulsen, Kenneth Sæterhagen
  • Robstad, Ørjan
  • Åstebøl, Magnus
  • Norges Bank

Time of origin

  • 2022

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