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  • The paper introduces a partial New Keynesian Dynamic Stochastic General Equilibrium (NK DSGE) model of the Czech economy. It is a closed economy model based on microeconomic foundations. The model consists of four representative agents. These are households (optimizing behavior contains habit formation in consumption), firms (forming a New Keynesian Phillips Curve as a result of Calvo style price policy), central bank (implementing monetary policy in accordance with a modified Taylor rule), and government (as an exogenous sector). For the estimation of the log linearized model is employed a Bayesian estimation technique. Estimated parameters are analyzed in a form of a description of their values and impulse response functions of a monetary policy shock. The model can be extended to a form of a two economy model (open economy model with endogenous foreign sector).
  • The paper introduces a partial New Keynesian Dynamic Stochastic General Equilibrium (NK DSGE) model of the Czech economy. It is a closed economy model based on microeconomic foundations. The model consists of four representative agents. These are households (optimizing behavior contains habit formation in consumption), firms (forming a New Keynesian Phillips Curve as a result of Calvo style price policy), central bank (implementing monetary policy in accordance with a modified Taylor rule), and government (as an exogenous sector). For the estimation of the log linearized model is employed a Bayesian estimation technique. Estimated parameters are analyzed in a form of a description of their values and impulse response functions of a monetary policy shock. The model can be extended to a form of a two economy model (open economy model with endogenous foreign sector). (en)
Title
  • A Partial Dynamic Stochastic General Equilibrium Model of the Czech Economy
  • A Partial Dynamic Stochastic General Equilibrium Model of the Czech Economy (en)
skos:prefLabel
  • A Partial Dynamic Stochastic General Equilibrium Model of the Czech Economy
  • A Partial Dynamic Stochastic General Equilibrium Model of the Czech Economy (en)
skos:notation
  • RIV/00216224:14560/07:00020464!RIV10-GA0-14560___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0524), 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
  • 408087
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/07:00020464
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • New Keynesian DSGE model; partial model of the Czech economy; monetary policy; Taylor rule; inflation targeting; rational expectations; Bayesian estimation (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [72BA4DFBC637]
http://linked.open...v/mistoKonaniAkce
  • Ostrava
http://linked.open...i/riv/mistoVydani
  • Ostrava
http://linked.open...i/riv/nazevZdroje
  • Mathematical Methods in Economics 2007
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
  • Musil, Karel
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000262102500031
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Vysoká škola báňská - Technická univerzita Ostrava. Ekonomická fakulta
https://schema.org/isbn
  • 978-80-248-1457-5
http://localhost/t...ganizacniJednotka
  • 14560
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