Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/264953 
Year of Publication: 
2022
Series/Report no.: 
Staff Memo No. 2/2022
Publisher: 
Norges Bank, Oslo
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.
Persistent Identifier of the first edition: 
ISBN: 
978-82-8379-223-2
Creative Commons License: 
cc-by-nc-nd Logo
Document Type: 
Research Report
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