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Description
  • The contribution deals with the development and Bayesian estimation of the SOE model suitable for Czech data based analyses. The model follows recent development in monetary New Keynesian DSGE models and is extended with several technology processes to fit Czech stylized facts. The model is thus sufficiently rich and general for time varying parameters estimations and non-linear filtrations. The second part of the contribution presents results of the Bayesian estimation of the model. Estimations of such complex models on Czech data are not usual in the literature, and we thus believe that such results might be informative.
  • The contribution deals with the development and Bayesian estimation of the SOE model suitable for Czech data based analyses. The model follows recent development in monetary New Keynesian DSGE models and is extended with several technology processes to fit Czech stylized facts. The model is thus sufficiently rich and general for time varying parameters estimations and non-linear filtrations. The second part of the contribution presents results of the Bayesian estimation of the model. Estimations of such complex models on Czech data are not usual in the literature, and we thus believe that such results might be informative. (en)
Title
  • Bayesian Estimation of a Comprehensive Small Open Economy Model on the Czech Data
  • Bayesian Estimation of a Comprehensive Small Open Economy Model on the Czech Data (en)
skos:prefLabel
  • Bayesian Estimation of a Comprehensive Small Open Economy Model on the Czech Data
  • Bayesian Estimation of a Comprehensive Small Open Economy Model on the Czech Data (en)
skos:notation
  • RIV/00216224:14560/11:00053249!RIV12-MSM-14560___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0524), S
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
  • 187903
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/11:00053249
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • DSGE models; Bayesian methods (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [78996B5174BF]
http://linked.open...v/mistoKonaniAkce
  • Liptovský Ján, Slovensko
http://linked.open...i/riv/mistoVydani
  • Praha
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 29th International Conference on Mathematical Methods of 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
  • Polanský, Jiří
  • Tonner, Jaromír
  • Vašíček, Osvald
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Professional Publishing
https://schema.org/isbn
  • 978-80-7431-058-4
http://localhost/t...ganizacniJednotka
  • 14560
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