About: Analysis of the Czech Real Business Cycle Model     Goto   Sponge   Distinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • The paper analyses the behavior of the two-sector real business cycle model. The model consists of the representative household's expected utility function, separate Cobb-Douglas production functions for consumption and investment goods, and capital accumulation constraints. It evaluates impacts of productivity shocks to the economy. The preference shock affects the marginal rate of substitution between consumption and leisure in the household utility function and the next two shocks are sector specific technology shocks. Each shock contains a separate autoregressive component governing its level and growth rate. The Kalman filter algorithm is used to estimate the model's structural parameters via maximum likelihood method on quarterly data series of the Czech economy. The final part investigates estimation results and impulse responses for the Czech economy.
  • The paper analyses the behavior of the two-sector real business cycle model. The model consists of the representative household's expected utility function, separate Cobb-Douglas production functions for consumption and investment goods, and capital accumulation constraints. It evaluates impacts of productivity shocks to the economy. The preference shock affects the marginal rate of substitution between consumption and leisure in the household utility function and the next two shocks are sector specific technology shocks. Each shock contains a separate autoregressive component governing its level and growth rate. The Kalman filter algorithm is used to estimate the model's structural parameters via maximum likelihood method on quarterly data series of the Czech economy. The final part investigates estimation results and impulse responses for the Czech economy. (en)
Title
  • Analysis of the Czech Real Business Cycle Model
  • Analysis of the Czech Real Business Cycle Model (en)
skos:prefLabel
  • Analysis of the Czech Real Business Cycle Model
  • Analysis of the Czech Real Business Cycle Model (en)
skos:notation
  • RIV/00216224:14560/06:00015949!RIV10-GA0-14560___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/05/2172)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 464989
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/06:00015949
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Real business cycle; two-sector model; economic growth; Kalman filter with likelihood function; Bootstrap method (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [5D990CB36B63]
http://linked.open...v/mistoKonaniAkce
  • Plzeň
http://linked.open...i/riv/mistoVydani
  • Plzeň
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 24th International Conference Mathematical Methods in Economics 2006
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Polanský, Jiří
  • Vašíček, Osvald
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000262064700049
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Západočeská univerzita v Plzni
https://schema.org/isbn
  • 80-7043-480-5
http://localhost/t...ganizacniJednotka
  • 14560
is http://linked.open...avai/riv/vysledek of
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 112 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software