"1"^^ . . . . . . "Navrhovan\u00FD projekt navazuje na v\u00FDsledky p\u0159edchoz\u00EDho \u00FAsp\u011B\u0161n\u00E9ho projektu GA \u010CR \u010D. 402/96/0902. Jeho c\u00EDlem je vyu\u017Eit\u00ED dosa\u017Een\u00FDch v\u00FDsledk\u016F a v\u00FDvoj makroekonomick\u00FDch model\u016F, jejich\u017E struktura postihne jak tranzitivn\u00ED vlastnosti \u010Desk\u00E9 ekonomiky, tak jej\u00ED tendenci sm\u011B\u0159uj\u00EDc\u00ED k ust\u00E1len\u00E9 tr\u017En\u00ED ekonomice. Jde tedy o empirick\u00E9 modely, kter\u00E9 budou m\u00EDt z\u010D\u00E1sti neoklasickou a z\u00E1rove\u0148 z \u010D\u00E1sti keynesi\u00E1nskou povahu. Krom\u011B toho se bude projekt nov\u011B zab\u00FDvat aplikac\u00ED standardn\u00EDch p\u0159\u00EDstup\u016F sou\u010Dasn\u00E9 makroekonomick\u00E9 teorie z oblasti stochastick\u00FDch r\u016Fstov\u00FDch model\u016F s c\u00EDlem vyvinout agreg\u00E1tn\u00ED stochastick\u00FD dynamick\u00FD model s endogenn\u011B zahrnut\u00FDm bankovn\u00EDm sektorem. Ke kvantitativn\u00ED anal\u00FDze a identifikaci model\u016F budou vyu\u017Eity nejnov\u011Bj\u0161\u00ED metody identifikace, kter\u00E9 umo\u017E\u0148uj\u00ED pr\u00E1ci s kr\u00E1tkodob\u00FDmi a nekonzistentn\u00EDmi \u010Dasov\u00FDmi \u0159adami. Metody jsou zalo\u017Eeny na glob\u00E1ln\u00ED aproximaci bayesovsk\u00E9ho \u0159e\u0161en\u00ED pomoc\u00ED v\u00FDpo\u010Detn\u011B intenzivn\u00EDch metod Monte-Carlo." . "0"^^ . . "Makroekonomick\u00E9 modelov\u00E1n\u00ED \u010Desk\u00E9 ekonomiky: \u00FA\u010Dinky monet\u00E1rn\u00ED politiky a r\u016Fst" . "Za hlavn\u00ED p\u0159\u00EDnos je mo\u017Eno pova\u017Eovat teoretick\u00E9 rozpracov\u00E1n\u00ED metod pro identifikaci makroekonomick\u00FDch syst\u00E9m\u016F, vypracov\u00E1n\u00ED monet\u00E1rn\u00EDho endogenn\u00EDho r\u016Fstov\u00E9ho modelu a studii o kr\u00E1tkodob\u00FDch a dlouhodob\u00FDch \u00FA\u010Dinc\u00EDch vybran\u00FDch typ\u016F monet\u00E1rn\u00ED politiky v\u010Detn\u011B vy"@cs . . "This project is a follow-up of the successful project supported by the grant GA \u010CR no. 402/96/0902. The objective of the project is to utilize the previous results and develop macroeconomic models whose structure will capture both the transitive properties of the Czech economics and its long-run tendencies. The semiempirical models developed will be of partly neo-classical and partly Keynesian character. Additionally we will develop an aggregated stochastic dynamic model with endogenous banking sector based on modern macroeconomics theory of stochastic growth. To identify the structure and parameters of the models we will apply modern bayesian approach based on multiple models and global approximation of the solution using computer intensive Monte Carlo methods. This approach enables us to use relatively short time series with partly inconsistent data."@en . "16"^^ . . "16"^^ . . . "http://www.isvav.cz/projectDetail.do?rowId=GA402/99/0980"^^ . . . "Macroeconomic modelling of the Czech economy: effect of monetary policy and growth"@en . "GA402/99/0980" . . . "0"^^ .