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  • The paper shows the monetary policy problem in a simple framework and it illustrates the behaviour of the model on the Czech economy data. Model parameters are estimated by the weighted Bootstrap algorithm which represents an important alternative approach to model estimation. Its power lies in its generality because it is usable for non-local systems. It is especially important in the case that classical methods like extended Kalman filter diverge or are not applicable; or when only the lack of data is available (which is the case of the Czech Republic). Conditional probability density functions of the parameters and states are analyzed.
  • The paper shows the monetary policy problem in a simple framework and it illustrates the behaviour of the model on the Czech economy data. Model parameters are estimated by the weighted Bootstrap algorithm which represents an important alternative approach to model estimation. Its power lies in its generality because it is usable for non-local systems. It is especially important in the case that classical methods like extended Kalman filter diverge or are not applicable; or when only the lack of data is available (which is the case of the Czech Republic). Conditional probability density functions of the parameters and states are analyzed. (en)
Title
  • Application of the Bootstrap Filter Method on a Small Economy Model
  • Application of the Bootstrap Filter Method on a Small Economy Model (en)
skos:prefLabel
  • Application of the Bootstrap Filter Method on a Small Economy Model
  • Application of the Bootstrap Filter Method on a Small Economy Model (en)
skos:notation
  • RIV/00216224:14560/05:00012677!RIV10-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
  • 512891
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/05:00012677
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • weighted Bootstrap algorithm; monetary policy model; conditional probality density functions; impulse responses rational expectations (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [E5AEAFDD2071]
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
  • Fitzová, Hana
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000260962400051
http://linked.open.../riv/zahajeniAkce
number of pages
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  • Nakladatelství Gaudeamus Univerzity Hradec Králové
https://schema.org/isbn
  • 80-7041-535-5
http://localhost/t...ganizacniJednotka
  • 14560
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