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8 (0,059s) •

Project

Dynamic forecast averaging of macroeconomic models (GA17-14263S)

The forecasting literature has gained new momentum in the last decade, when newly developed DSGE (Dynamic Stochastic General Equilibrium) models started models. It has been shown that averaging across DSGE and time series models may...

AH - Ekonomie

  • 2017 - 2021
    • •
  • 4 252 tis. Kč
    • •
  • 4 111 tis. Kč
    • •
  • GA ČR
Project

On the time-varying predictive ability of theoretical and empirical macroeconomic models (GA21-10562S)

of DSGE specifications, as well as (multivariate) time series. In addition...

Applied Economics, Econometrics

  • 2021 - 2023
    • •
  • 3 218 tis. Kč
    • •
  • 3 185 tis. Kč
    • •
  • GA ČR
Project

New Methods in Pricing Government Debt Uncertainty and Policy Implications (GA22-34451S)

The proposed project investigates the role of government policy uncertainty in driving the asset prices. We build our analysis on a variant of macro-finance DSGE model matching both macro and finance stylized facts. We focus on the uncertain...

Applied Economics, Econometrics

  • 2022 - 2024
    • •
  • 4 392 tis. Kč
    • •
  • 4 392 tis. Kč
    • •
  • GA ČR
Project

Estimation and Analysis of Structural Unemployment in Central and Eastern European Economies (GA13-10809S)

in calibration of DSGE models....

AH - Ekonomie

  • 2013 - 2015
    • •
  • 989 tis. Kč
    • •
  • 989 tis. Kč
    • •
  • GA ČR
Project

Financial Intermediation, Debt, Growth, and Business Cycles the Role of Shocks and Bounded Rationality (GA22-35874S)

The research project will investigate real and monetary economics with a focus on financial intermediation sector, business cycles and growth within a dynamic stochastic general equilibrium framework (DSGE). It will address current issues in...

Economic Theory

  • 2022 - 2024
    • •
  • 3 281 tis. Kč
    • •
  • 3 281 tis. Kč
    • •
  • GA ČR
Project

Banking, Growth, and Business Cycles the Role of Shocks, Crises, and Trade (GA13-34096S)

The research project would investigate monetary economics in terms of fiscal inflation theory, with a focus on banking, business cycles and growth within a dynamic stochastic general equilibrium framework (DSGE). It would address current iss...

AH - Ekonomie

  • 2013 - 2018
    • •
  • 3 032 tis. Kč
    • •
  • 3 032 tis. Kč
    • •
  • GA ČR
Project

Quantitative Modelling of Monetary and Fiscal Policies after the Crisis (GAP402/12/1993)

This project concentrates on the theoretical and empirical modelling of the fiscal and monetary policies, especially on the issues related to the current financial crisis. First, using modern meta-analytic techniques we want to explain the striking h...

AH - Ekonomie

  • 2012 - 2014
    • •
  • 2 725 tis. Kč
    • •
  • 2 725 tis. Kč
    • •
  • GA ČR
Project

Asset Prices, Bayesian Learning and Long-Run Risk (GAP403/11/2288)

I evaluate a novel DSGE finance model of asset prices which synthesizes the notion of long-run risk with the Bayesian learning asset pricing literature. The proposed framework is novel, expected to be rich in implications, but technically ch...

AE - Řízení, správa a administrativa

  • 2011 - 2013
    • •
  • 996 tis. Kč
    • •
  • 996 tis. Kč
    • •
  • GA ČR
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