About: A VEC Model of the Czech and Slovak Economies

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper applies the modelling strategy developed in Garratt, Lee, Pesaran and Shin (2006) to estimate a long-run structure macroeconometric model. The new strategy provides a practical approach to incorporating long-run structural relationships from economic theory in a structural cointegrating VAR (CVAR) model. The structure of a CVAR model of the macroeconomy accommodates a description of production technology and output determination, arbitrage conditions, long-run solvency requirements and accounting identities and stock-flow relations. We apply this modelling strategy to the Czech and Slovak economies. The data are quarterly and run from the first quarter 1995 to the third quarter of 2009. We are able to identify the long-run structure amongst those variables and to test over-identifying restrictions on the cointegrating vectors. We also investigate the long-run properties of the model and estimate its short-run dynamics. This paper applies the modelling strategy developed in Garratt, Lee, Pesaran and Shin (2006) to estimate a long-run structure macroeconometric model. The new strategy provides a practical approach to incorporating long-run structural relationships from economic theory in a structural cointegrating VAR (CVAR) model. The structure of a CVAR model of the macroeconomy accommodates a description of production technology and output determination, arbitrage conditions, long-run solvency requirements and accounting identities and stock-flow relations. We apply this modelling strategy to the Czech and Slovak economies. The data are quarterly and run from the first quarter 1995 to the third quarter of 2009. We are able to identify the long-run structure amongst those variables and to test over-identifying restrictions on the cointegrating vectors. We also investigate the long-run properties of the model and estimate its short-run dynamics. (en)
Title	A VEC Model of the Czech and Slovak Economies A VEC Model of the Czech and Slovak Economies (en)
skos:prefLabel	A VEC Model of the Czech and Slovak Economies A VEC Model of the Czech and Slovak Economies (en)
skos:notation	RIV/61989100:27510/10:10224891!RIV11-GA0-27510___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GA402/08/1015)
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Hančlová, Jana
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	245060
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/10:10224891
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Fisher inflation parity; money market; output relationship; interest rate parity; purchasing power parity; Czech and Slovak economies; macroeconometrics; VECM; long-run structural model (en)
http://linked.open.../riv/klicoveSlovo	Fisher inflation parity VECM interest rate parity money market purchasing power parity Czech and Slovak economies long-run structural model macroeconometrics output relationship
http://linked.open...ontrolniKodProRIV	[FDD305880712]
http://linked.open...v/mistoKonaniAkce	České Budějovice
http://linked.open...i/riv/mistoVydani	České Budějovice
http://linked.open...i/riv/nazevZdroje	28th Internacional Conference on Mathematical Methods in Economics 2010
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Macroeconomic Models of the Cyech Economy and Economies of the other EU Countries
http://linked.open...UplatneniVysledku	2010
http://linked.open...iv/tvurceVysledku	Hančlová, Jana Lukáčik, Martin Szomolányi, Karol
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open...ain/vavai/riv/wos	000287979900036
http://linked.open.../riv/zahajeniAkce	2010-09-08 (xsd:date)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	University of South Bohemia
https://schema.org/isbn	978-80-7394-218-2
http://localhost/t...ganizacniJednotka	27510
is http://linked.open...avai/riv/vysledek of	A VEC Model of the Czech and Slovak Economies A VEC Model of the Czech and Slovak Economies A VEC Model of the Czech and Slovak Economies

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