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Description
  • The paper presents results of estimation of New Keynesian DSGE model with financial accelerator. The model is estimated using Bayesian methods on data of Czech economy. The models with and without financial accelerator are assessed how they fit the data using statistical moments and Bayesian factor. This exercise shows surprising result that the model without financial accelerator performs on data much better than model with it.
  • The paper presents results of estimation of New Keynesian DSGE model with financial accelerator. The model is estimated using Bayesian methods on data of Czech economy. The models with and without financial accelerator are assessed how they fit the data using statistical moments and Bayesian factor. This exercise shows surprising result that the model without financial accelerator performs on data much better than model with it. (en)
Title
  • Financial accelerator in estimated model: application to the Czech economy
  • Financial accelerator in estimated model: application to the Czech economy (en)
skos:prefLabel
  • Financial accelerator in estimated model: application to the Czech economy
  • Financial accelerator in estimated model: application to the Czech economy (en)
skos:notation
  • RIV/00216224:14560/11:00053048!RIV12-MSM-14560___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0524)
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
  • 199686
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/11:00053048
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • financial accelerator; external finance premium; DSGE model; Bayesian estimation (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [9F0388CDCF94]
http://linked.open...v/mistoKonaniAkce
  • Jánská Dolina
http://linked.open...i/riv/mistoVydani
  • Praha
http://linked.open...i/riv/nazevZdroje
  • Mathematical Methods in Economics 2011
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
  • Hloušek, Miroslav
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • University of Economics in Prague, University of Economics in Bratislava
https://schema.org/isbn
  • 978-80-7431-058-4
http://localhost/t...ganizacniJednotka
  • 14560
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