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Czech and Slovak economy during the Great Recession through the lens of a DSGE model

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F14%3A00078711" target="_blank" >RIV/00216224:14560/14:00078711 - isvavai.cz</a>

  • Result on the web

    <a href="http://eter.nhf.euba.sk/docs/eter-2014-conference-proceedings.pdf" target="_blank" >http://eter.nhf.euba.sk/docs/eter-2014-conference-proceedings.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Czech and Slovak economy during the Great Recession through the lens of a DSGE model

  • Original language description

    In this paper, we compare the changes in the structure and behaviour of the Czech and Slovak economy in a turbulent period of the Great recession and subsequent return to the long-run growth equilibrium. While the structure of both economies is very similar, there are also important differences that became more pronounced during the recession period, when Slovakia entered the euro area. It is our goal to identify the most important changes in behaviour and underlying structure of the two economies and to outline the implications for further development. Both small open economies are represented by nonlinear dynamic stochastic model of a general equilibrium with financial accelerator. In order to capture the Slovak accession to the euro area, deterministic regime switch is implemented in the model of the Slovak economy. The development of the time-varying structural parameters is identified using the second order approximation of a nonlinear DSGE model.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

  • 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

Data specific for result type

  • Article name in the collection

    Proceedings of the 5th International Scientific Conference Economic Theory & Economic Reality ETER 2014

  • ISBN

    9788022538848

  • ISSN

  • e-ISSN

  • Number of pages

    11

  • Pages from-to

  • Publisher name

    University of Economics

  • Place of publication

    Bratislava

  • Event location

    Bratislava

  • Event date

    Jan 1, 2014

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article