Czech and Polish Experience of the Great Recession: DSGE Model Approach
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F15%3A00082342" target="_blank" >RIV/00216224:14560/15:00082342 - isvavai.cz</a>
Result on the web
<a href="http://fim.uhk.cz/hed/images/KOMPLET_2_AG.pdf" target="_blank" >http://fim.uhk.cz/hed/images/KOMPLET_2_AG.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Czech and Polish Experience of the Great Recession: DSGE Model Approach
Original language description
Inspired by the radically different aftermath of the Great Recession in the Czech and Polish economy, we turn to investigate the structural differences between these two Central European economies. Both the economies are represented by a nonlinear dynamic stochastic model of a small open economy general equilibrium with financial accelerator. First, the DSGE models are estimated using Bayesian methods under the assumption of constant structural parameters. Then, the development of time-varying structural parameters is estimated by particle filter using second order approximation of a nonlinear DSGE model. It is our goal to identify the most significant differences in the underlying structure of the two economies.
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
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Hradec Economic Days 2015 Peer-Reviewed Conference Proceedings
ISBN
9788074355509
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
295-301
Publisher name
Gaudeamus
Place of publication
Hradec Králové
Event location
Hradec Králové
Event date
Jan 1, 2015
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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