About: Nonlinear Dynamics in Monetary and Financial Economics. Theory and Empirical Models.

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

Attributes	Values
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rdfs:seeAlso	http://www.isvav.cz/projectDetail.do?rowId=GD402/09/H045
Description	The project is aimed at nonlinear dynamics application to monetary and financial economics. It will consider the theoretical questions of nonlinear systems in monetary economics and finance, as well as econometric modelling of monetary and financial dependencies. The area of monetary research will be aimed at classical macro monetary nonlinear models, where the potentials of complex dynamics (chaos) will be investigated. Analysis of the models of real business cycles and models of dynamic equilibrium will be also addressed by the project. In this part the connection of possible nonlinearities of these models and more complex dynamic behaviour (nonlinear cycles and chaos) will also be researched. New agent oriented approach to modeling of capital market structures will also be applied. This analysis will be associated to the neural networks models and also stochastic catastrophe models. (en) Analyzovat chování nelineárních ekonomických systémů se zahrnutím peněžních a finančních procesů a ukázat souvislosti mezi nelinearitou těchto systémů a složitostí jejich dynamického chování. Součástí bude i empirická analýza realizovaná pomocí nelineárních dynamických ekonometrických modelů.
Title	Nonlinear Dynamics in Monetary and Financial Economics. Theory and Empirical Models. (en) Nelineární dynamika v peněžní ekonomii a financích. Teorie a empirické modely.
skos:notation	GD402/09/H045
http://linked.open...avai/cep/aktivita	Doctor grants
http://linked.open...kovaStatniPodpora	http://linked.opendata.cz/resource/domain/vavai/projekt/GD402%2F09%2FH045/celkovaStatniPodpora
http://linked.open...ep/celkoveNaklady	http://linked.opendata.cz/resource/domain/vavai/projekt/GD402%2F09%2FH045/celkoveNaklady
http://linked.open...datumDodatniDoRIV	2015-02-09 (xsd:date)
http://linked.open...i/cep/druhSouteze	VS - Veřejná soutěž ve výzkumu a vývoji
http://linked.open...ep/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open.../cep/fazeProjektu	91938221
http://linked.open...ai/cep/hlavniObor	AH - Ekonomie
http://linked.open...hodnoceniProjektu	V - Vynikající výsledky (s mezinárodním významem apod.). Zároveň byly splněny cíle a předpokládané výsledky uvedené ve smlouvě / rozhodnutí o poskytnutí podpory.
http://linked.open...vai/cep/kategorie	ZV - Základní výzkum
http://linked.open.../cep/klicovaSlova	Chaos; nelineární dynamika; peněžní ekonomie; finance; kapitálové trhy (en)
http://linked.open...ep/partnetrHlavni	Fakulta financí a účetnictví
http://linked.open...inujicichPrijemcu	0 (xsd:int)
http://linked.open...cep/pocetPrijemcu	1 (xsd:int)
http://linked.open...ocetSpoluPrijemcu	1 (xsd:int)
http://linked.open.../pocetVysledkuRIV	39 (xsd:int)
http://linked.open...enychVysledkuVRIV	39 (xsd:int)
http://linked.open...lneniVMinulemRoce	2011-04-16 (xsd:date)
http://linked.open.../prideleniPodpory	http://linked.opendata.cz/resource/domain/vavai/cep/prideleniPodpory/402%2F09%2FH045
http://linked.open...iciPoslednihoRoku	2011
http://linked.open...atUdajeProjZameru	2012
http://linked.open.../vavai/cep/soutez	SGA02009GA-DG
http://linked.open...usZobrazovaneFaze	DUU
http://linked.open...ai/cep/typPojektu	P - Projekt výzkumu a vývoje financovaný ze státního rozpočtu
http://linked.open...ep/ukonceniReseni	2011-12-31 (xsd:date)
http://linked.open...ep/zahajeniReseni	2009-01-01 (xsd:date)
http://linked.open...jektu+dodavatelem	The project gone according to plan both in terms of expertise and in terms of disbursement of funds. (en) Řešení projektu proběhlo podle plánu jak z hlediska odborného tak i z hlediska čerpání finančních prostředků. (cs)
http://linked.open...tniCyklusProjektu	ZBKU
http://linked.open.../cep/klicoveSlovo	Chaos finance nelineární dynamika peněžní ekonomie
is http://linked.open...vavai/riv/projekt of	Reconstruction of Time Delay Model of Capital Stock Dynamics by Method of Optimal Transformation Parameter estimation of the stable GARCH(1,1) model Stability Analysis of Mean-CVaR Investment Model with Transaction Costs and Integer Allocations Modeling mortgage loss distribution Can a stochastic cusp catastrophe model explain stock market crashes? What does the wavelet analysis tell us about the Central European stock markets behavior during the crisis? Vplyv rôznych foriem vlastníctva na efektivitu Českých a Slovenských bánk: Prístup analýzy stochastických hraníc Long-range dependence in returns and volatility of Central European Stock Indices Local Scaling Properties and Market Turning Points at Prague Stock Exchange Monte Carlo-based tail exponent estimator Modeling a distribution of mortgage credit losses Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data Equity home bias in the Czech Republic Pexeso (%22Concentration game%22) as an arbiter of bounded-rationality models Dlouhá pamět a její vývoj ve výnosech burzovního indexu PX v letech 1997 - 2009 Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals Backward stochastic differential equations and its application to stochastic control What the Data Say about the Effects of Fiscal Policy in the Czech Republic? Tail Behavior of the Central European Stock Markets during the Financial Crisis Dynamic Model of Losses of Creditor with a Large Mortgage Portfolio Application of isobars to stock market indices Evaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations Multifractal Height Cross-Correlation Analysis Modeling multivariate volatility using wavelet-based realized covariance estimator RRR-Algorithm for Zonotopes Cílové programování a jeho praktické aplikace Comparing Neural Networks and ARMA Models in Artificial Stock Market Modeling a Distribution of Mortgage Credit Losses Komparace nového konsensu jako teoretického rámce cílování inflace s postkeynesovskou ekonomií Portfolio Credit Risk under T-copula Dependency Structures Optimisation of production process in food-processing company Optimalizace výrobního procesu v potravinářské firmě Systém pro optimalizaci výroby v potravinářském podniku OPTIPROT - System for production process optimisation in food-processing company OPTIPROT - a spreadsheet-based decision support system Co-movement of energy commodities revisited: evidence from wavelet coherence analysis Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors Neural Networks as Semiparametric Option Pricing Tool
is http://linked.open...vavai/cep/projekt of	http://linked.opendata.cz/resource/domain/vavai/cep/ucast/GD402%2F09%2FH045/2009/ico%3A67985556 http://linked.opendata.cz/resource/domain/vavai/cep/ucast/GD402%2F09%2FH045/2009/orjk%3A31110 http://linked.opendata.cz/resource/domain/vavai/cep/ucast/GD402%2F09%2FH045/2010/ico%3A67985556 http://linked.opendata.cz/resource/domain/vavai/cep/ucast/GD402%2F09%2FH045/2010/orjk%3A31110 http://linked.opendata.cz/resource/domain/vavai/cep/ucast/GD402%2F09%2FH045/2011/ico%3A67985556 http://linked.opendata.cz/resource/domain/vavai/cep/ucast/GD402%2F09%2FH045/2011/orjk%3A31110 http://linked.opendata.cz/resource/domain/vavai/cep/ucast/GD402%2F09%2FH045/2012/ico%3A67985556 http://linked.opendata.cz/resource/domain/vavai/cep/ucast/GD402%2F09%2FH045/2012/orjk%3A31110

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