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  • Analysts have devoted considerable time and effort towards developing new and improved models for monetary policy evaluation. These newly developed models differ considerably in details. Do these existing models provide an accurate and complete description of moneys role in the monetary business cycle? That is the question addressed here. The paper begins by constructing small New Keynesian DSGE model. It goes on to estimate the model with quarterly time-series data of the Czech economy. Maximum likelihood estimates of the model's parameters suggest that money plays a nonessential role in the Czech monetary business cycle. The Kalman filter was used to evaluate negative log likelihood function of the model.
  • Analysts have devoted considerable time and effort towards developing new and improved models for monetary policy evaluation. These newly developed models differ considerably in details. Do these existing models provide an accurate and complete description of moneys role in the monetary business cycle? That is the question addressed here. The paper begins by constructing small New Keynesian DSGE model. It goes on to estimate the model with quarterly time-series data of the Czech economy. Maximum likelihood estimates of the model's parameters suggest that money plays a nonessential role in the Czech monetary business cycle. The Kalman filter was used to evaluate negative log likelihood function of the model. (en)
Title
  • Money's Function in the Czech Monetary Business Cycle
  • Money's Function in the Czech Monetary Business Cycle (en)
skos:prefLabel
  • Money's Function in the Czech Monetary Business Cycle
  • Money's Function in the Czech Monetary Business Cycle (en)
skos:notation
  • RIV/00216224:14560/05:00012676!RIV11-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
  • 531067
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/05:00012676
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Business cycle; Monetary policy; Linearized DSGE model; solution of DSGE model; Kalman Filter with log likelihood optimalization (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [B3EB8B861915]
http://linked.open...v/mistoKonaniAkce
  • Hradec Králové
http://linked.open...i/riv/mistoVydani
  • Hradec Králové
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005
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
  • Vašíček, Osvald
  • David, Stanislav
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000260962400006
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Nakladelství Gaudeamus Univerzity Hradec Králové
https://schema.org/isbn
  • 80-7041-535-5
http://localhost/t...ganizacniJednotka
  • 14560
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