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Global Sensitivity Analysis of a DSGE model of the Czech Economy

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F09%3A00036610" target="_blank" >RIV/00216224:14560/09:00036610 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Global Sensitivity Analysis of a DSGE model of the Czech Economy

  • Original language description

    The paper shows some interesting results of Global Sensitivity Analysis on a particular dynamic stochastic general equilibrium model. The key behavior of the Czech economy is approximated by Lubik and Schorfheide model, which is a small-scale structuralgeneral equilibrium model of a small open economy. The sensitivity analysis class of methods presented in the paper consists of various individual analyses. Stability mapping analysis detects the parameters which are responsible for potential instabilityor indeterminacy in the model. Mapping the fit is a useful tool to learn about the linkages that drive the fit of trajectories of particular variables to data. Information provided by the results of mapping the fit can be used to unveil possible trade-offs between the fit of individual observables and maybe also to amend model structure or calibrate parameters properly in order to increase the fit of variables of researcher's interest. Other individual analyses are just mentioned.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/1M0524" target="_blank" >1M0524: Research center on competitiveness of Czech economy</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2009

  • Confidentiality

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

Data specific for result type

  • Article name in the collection

    Mathematical Methods in Economics 2009

  • ISBN

    978-80-213-1963-9

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

  • Publisher name

    Czech University of Life Sciences Prague

  • Place of publication

    Praha

  • Event location

    Kostelec nad Černými Lesy

  • Event date

    Jan 1, 2009

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article

    000260962300023