"51"^^ . . "http://www.isvav.cz/projectDetail.do?rowId=GA402/05/2172"^^ . "C\u00EDlem projektu byla 1) anal\u00FDza dopad\u016F n\u00E1stroj\u016F makroekonomick\u00E9 stabilizace na chov\u00E1n\u00ED mal\u00E9 otev\u0159en\u00E9 ekonomiky, 2) dal\u0161\u00ED roz\u0161\u00ED\u0159en\u00ED monet\u00E1rn\u00EDho modelu hospod\u00E1\u0159sk\u00E9ho cyklu s endogenn\u00EDm r\u016Fstem a dv\u011Bma platebn\u00EDmi n\u00E1stroji, 3) v\u00FDvoj algoritm\u016F pro identifikaci"@cs . . "GA402/05/2172" . "51"^^ . "2008-12-16+01:00"^^ . " dynamic general equilibrium model" . . . "2007-05-02+02:00"^^ . "0"^^ . . . "The main goal of the project will be to the investigation of the impacts of the different types of economic agents behavior on the optimal monetary policy choice. The research will proceed in five basic lines. The first line will concetrate on a micro based model which will serve as a basis for larger monetary business cycle MBC models with rational and nearly rational expectations, nominal and real rigidities and monetary rules. The MBC models will represent open economy, where the position of foreign policy in business cycle plays a significant role. The second research line will be devoted to the advanced methods of MBC model control by high order approximations around stochastic steady-states. The third line covers the advanced methods of interdependent non-linear MBC models by the means of the extended second order Kalman filter and extended boot-strap filter-smoother. Theoretical models to be quantified, on a basis of the transmission function, will be analyzed from their dynamic"@en . "Monetary politics and monetary stabilization: identification and application of general equilibrium models"@en . . . "Hlavn\u00EDm c\u00EDlem projektu bude zkoum\u00E1n\u00ED vliv\u016F r\u016Fzn\u00FDch typ\u016F chov\u00E1n\u00ED ekonomick\u00FDch agent\u016F na optim\u00E1ln\u00ED volbu m\u011Bnov\u00E9 politiky. V\u00FDzkum bude prob\u00EDhat v p\u011Bti z\u00E1kladn\u00EDch lini\u00EDch. Prvn\u00ED linie bude zam\u011B\u0159ena na mikroekonomick\u00E9 z\u00E1klady, kter\u00E9 budou v\u00FDchodiskem pro modely monet\u00E1rn\u00EDho hospod\u00E1\u0159sk\u00E9ho cyklu (MBC) s racion\u00E1ln\u00EDm a bl\u00EDzce racion\u00E1ln\u00EDm o\u010Dek\u00E1v\u00E1n\u00EDm, zahrnuj\u00EDc\u00EDch relace ekonomick\u00FDch strnulost\u00ED - frikc\u00ED a monet\u00E1rn\u00ED pravidla. Modely MBC budou p\u0159edstavovat otev\u0159enou ekonomiku, ve kter\u00E9 hraj\u00ED v\u00FDzna\u010Dnou roli pozicezahrani\u010Dn\u00ED politiky v hospod\u00E1\u0159sk\u00E9m cyklu. Druh\u00E1 linie v\u00FDzkumu bude v\u011Bnov\u00E1na pokro\u010Dil\u00FDm metod\u00E1m \u0159\u00EDzen\u00ED modelu MBC pomoc\u00ED aproximac\u00ED vy\u0161\u0161\u00EDho \u0159\u00E1du kolem ust\u00E1len\u00E9ho stochastick\u00E9ho stavu. T\u0159et\u00ED linie je ur\u010Dena pokro\u010Dil\u00FDm metod\u00E1m parametrizace interdependentn\u00EDch neline\u00E1rn\u00EDch model\u016F MBC pomoc\u00ED roz\u0161\u00ED\u0159en\u00E9ho Kalmanova filtru druh\u00E9ho \u0159\u00E1du a roz\u0161\u00ED\u0159en\u00E9ho boot strap filtru - smootheru. Kvantifikovan\u00E9 modely budou, na z\u00E1klad\u011B p\u0159enosov\u00E9 funkce, analyzov\u00E1ny z hlediska jejich dynamick\u00E9 stability. Dal\u0161\u00ED" . "monetary business cycle; dynamic general equilibrium model; optimal and robustness monetary policy rul"@en . . . "M\u011Bnov\u00E1 politika a makroekonomick\u00E1 stabilizace : identifikace a aplikace model\u016F v\u0161eobecn\u00E9 rovnov\u00E1hy" . "The goals of the project were 1) the analysis of the impact of macroeconomic stabilization tools on a small open economy behavior, 2) further extensions of the monetary business cycle model with endogenous growth and two means of exchange, and 3) the dev"@en . . . . . . "2007-12-31+01:00"^^ . "2005-01-01+01:00"^^ . "monetary business cycle" . . . "1"^^ . . "2"^^ .