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Estimation of the Czech Macroeconomic Model by Bootstrap Filter

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F05%3A00012772" target="_blank" >RIV/00216224:14560/05:00012772 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Estimation of the Czech Macroeconomic Model by Bootstrap Filter

  • Original language description

    The monetary policy problem is explained in a simple theoretical framework of economy. The article presents a theoretical macroeconomic model and it shows the theoretical procedure of finding the optimal monetary policy under discretion. The model is quantitatively analyzed on the data of the Czech economy. Model parameters are estimated simultaneously by the original "extended bootstrap filter smoother".

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA402%2F05%2F2172" target="_blank" >GA402/05/2172: Monetary politics and monetary stabilization: identification and application of general equilibrium models</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2005

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Modelling and Simulation, Proceeding of The 16th IASTED International Conference MS2005

  • ISBN

    0-88986-496-9

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

  • Publisher name

    IASTED

  • Place of publication

    Cancun, Mexico

  • Event location

    Cancun, Mexico

  • Event date

    May 18, 2005

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article