About: A DSGE Model of the Czech Inflacion Targeting and Monetary Policy:Solving and Estimating     Goto   Sponge   NotDistinct   Permalink

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

AttributesValues
rdf:type
Description
  • Přednáška byla zaměřena na analýzu chování české ekonomiky v podmínkách inflačního cílení, která je představována novokeynesiánským dynamickým stochastickým modelem všeobecné rovnováhy (DSGE) důsledně odvozeným na teoretických mikroekonomických základech. Model je tvořen relacemi pro firmy konečné výroby, pro meziprodukty, pro reprezentativní domácnosti a pro centrální banku. Monetární politika centrální banky je v modelu reprezentována zobecněným Taylorovým pravidlem. Přednáška vysvětlovala postup řešení lineárního modelu racionálního očekávání. Pro odhad parametrů vyřešeného modelu je zvolen Kalmanův filtr s maximální věrohodností odhadovaného modelu. K odhadu vyhlazeného vývoje inflačního cíle, který je nepozorovatelným stavem, je užít Kalmanův smoother. (cs)
  • The lecture was aimed to the behavior analysis of the inflation targeting czech economy represented by a New Keynesian dynamics stochastics general equilibriu model (DSGE) consistently based on theoretical microeconomics foundations. The model is created by the realtions of finished-goods producing and intermediate-goods producing firms, representative households and central bank. Monetary policy of the central bank is represented by the generalized Taylor rule. The lecture contained explaning of the method for solving a linearized model of rational expectations. The Klaman filter with maximum likelihood is intoduced for an estimation of the solved model. The Kalman smoother is used for an estimation of the smoothed inflation target, which is unobserved state.
  • The lecture was aimed to the behavior analysis of the inflation targeting czech economy represented by a New Keynesian dynamics stochastics general equilibriu model (DSGE) consistently based on theoretical microeconomics foundations. The model is created by the realtions of finished-goods producing and intermediate-goods producing firms, representative households and central bank. Monetary policy of the central bank is represented by the generalized Taylor rule. The lecture contained explaning of the method for solving a linearized model of rational expectations. The Klaman filter with maximum likelihood is intoduced for an estimation of the solved model. The Kalman smoother is used for an estimation of the smoothed inflation target, which is unobserved state. (en)
Title
  • A DSGE Model of the Czech Inflacion Targeting and Monetary Policy:Solving and Estimating
  • Odhad DSGE modelu malé otevřené inflačně cílené ekonomiky v Matlabu (cs)
  • A DSGE Model of the Czech Inflacion Targeting and Monetary Policy:Solving and Estimating (en)
skos:prefLabel
  • A DSGE Model of the Czech Inflacion Targeting and Monetary Policy:Solving and Estimating
  • Odhad DSGE modelu malé otevřené inflačně cílené ekonomiky v Matlabu (cs)
  • A DSGE Model of the Czech Inflacion Targeting and Monetary Policy:Solving and Estimating (en)
skos:notation
  • RIV/00216224:14560/05:00012502!RIV09-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
  • 510836
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/05:00012502
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Linearized System; Solving the Model; Estimation of the Model; Results of Estimation (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [1A76ED517872]
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
http://localhost/t...ganizacniJednotka
  • 14560
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 48 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software