Estimation of the Czech Macroeconomic Model by Bootstrap Filter

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F05%3A03108220" target="_blank" >RIV/68407700:21230/05:03108220 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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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

Není k dispozici

Czech description

Není k dispozici

Type

A - Audiovisual production

CEP classification

BC - Theory and management systems

OECD FORD branch

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Project

<a href="/en/project/LA%20184" target="_blank" >LA 184: IFAC - work in the Technical Committee on Optimal Control</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2005

Confidentiality

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

ISBN

0-88986-498-5

Place of publication

Calgary

Publisher/client name

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Version

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Carrier ID

neuvedeno