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Statements

Subject Item
n2:RIV%2F00216224%3A14560%2F05%3A00012677%21RIV10-GA0-14560___
rdf:type
skos:Concept n21:Vysledek
dcterms:description
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.
dcterms:title
Application of the Bootstrap Filter Method on a Small Economy Model Application of the Bootstrap Filter Method on a Small Economy Model
skos:prefLabel
Application of the Bootstrap Filter Method on a Small Economy Model Application of the Bootstrap Filter Method on a Small Economy Model
skos:notation
RIV/00216224:14560/05:00012677!RIV10-GA0-14560___
n3:aktivita
n14:P
n3:aktivity
P(GA402/05/2172)
n3:dodaniDat
n4:2010
n3:domaciTvurceVysledku
n16:1934457 n16:1581678
n3:druhVysledku
n18:D
n3:duvernostUdaju
n9:S
n3:entitaPredkladatele
n15:predkladatel
n3:idSjednocenehoVysledku
512891
n3:idVysledku
RIV/00216224:14560/05:00012677
n3:jazykVysledku
n19:eng
n3:klicovaSlova
weighted Bootstrap algorithm; monetary policy model; conditional probality density functions; impulse responses rational expectations
n3:klicoveSlovo
n11:weighted%20Bootstrap%20algorithm n11:monetary%20policy%20model n11:conditional%20probality%20density%20functions n11:impulse%20responses%20rational%20expectations
n3:kontrolniKodProRIV
[E5AEAFDD2071]
n3:mistoKonaniAkce
Hradec Králové
n3:mistoVydani
Hradec Králové
n3:nazevZdroje
Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005
n3:obor
n17:AH
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
2
n3:projekt
n6:GA402%2F05%2F2172
n3:rokUplatneniVysledku
n4:2005
n3:tvurceVysledku
Fitzová, Hana Vašíček, Osvald
n3:typAkce
n20:WRD
n3:wos
000260962400051
n3:zahajeniAkce
2005-09-14+02:00
s:numberOfPages
6
n13:hasPublisher
Nakladatelství Gaudeamus Univerzity Hradec Králové
n5:isbn
80-7041-535-5
n8:organizacniJednotka
14560