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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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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
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e-ISSN
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Number of pages
6
Pages from-to
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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
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