Nonlinear DSGE Model of the Czech Economy with Time-varying Parameters
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F14%3A00075637" target="_blank" >RIV/00216224:14560/14:00075637 - isvavai.cz</a>
Result on the web
<a href="http://www.humusoft.cz/akce/finsem14/" target="_blank" >http://www.humusoft.cz/akce/finsem14/</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Nonlinear DSGE Model of the Czech Economy with Time-varying Parameters
Original language description
In this presentation, we study the changes in the structure and behaviour of the Czech economy in a period of the Great Recession and subsequent return to the long-run growth equilibrium. In order to distinguish the country specific changes from Europe-wide trends we also compare the time-varying estimates of the Czech economy and the euro area. Second order approximation of a nonlinear DSGE model with time-varying parameters is estimated with the use of a nonlinear particle filter.
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů