All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”
EN
ČeštinaEnglish

Filters

7 699 (0,189s) •

Result

Fiscal developments and financial stress: a threshold VAR analysis

We use a threshold VAR analysis to study the linkages between changes in the debt ratio, economic activity and financial stress within different financial regimes. We use quarterly data for the US, the UK, Germany and Italy, for the...

Economic Theory

  • 2018
    • •
  • Jimp
    • •
  • Link
Result

Determination of Value at Risk via Extreme Value Theory

distribution and via the Extreme Value Theory within Solvency II, ie. that the VaR of the paper is devoted to the describe of VaR and Expected Shortfall. Then we describe Extreme Value Theory and its version of the Peak Over Th...

AH - Ekonomie

  • 2011
    • •
  • D
Result

Non-Linear Monetary Policy Modelling with Government Debt as a Threshold: The Case of the Czech Republic

In this paper, we examine the extent to which could be monetary policy constrained by the evolution of government indebtedness. We employ a threshold vector autoregression (TVAR) model the capture the possible asymmetries in the relationship...

Applied Economics, Econometrics

  • 2018
    • •
  • Jimp
Result

Econometric Models and their Ability to Predict GDP Growth of the Czech Republic

Main topics of the document: AR; VAR; BVAR; DSGE; DSGE-VAR; econometric models; Czech Republic...

AH - Ekonomie

  • 2014
    • •
  • Jx
    • •
  • Link
Result

POSSIBILITIES FOR SECALE CEREALE, VAR MULTICAULE

POSSIBILITIES FOR SECALE CEREALE, VAR MULTICAULE . Appropriate use in practice.

Agronomy, plant breeding and plant protection; (Agricultural biotechnology to be 4.4)

  • 2017
    • •
  • O
Result

Ost-ra-var 2013 - Epilogue

Reflection on a stark end of OST-RA-VAR festival (2013) and on it's importance.

Performing arts studies (Musicology, Theater science, Dramaturgy)

  • 2014
    • •
  • O
    • •
  • Link
Result

Predicting Inflation by the Main Inflationary Factors: Performance of TVP-VAR and VAR-NN models

model (VAR) seems to be a proper tool for modelling the reality. However, basic VAR inflation: Time-Varying Parameter VAR model with stochastic volatility and VAR Neural to anautoregressive form. Resulting VAR...

BB - Aplikovaná statistika, operační výzkum

  • 2015
    • •
  • D
    • •
  • Link
Result

Analytical approach to determination Value at Risk of exchange investment

This paper is focused to problematic of kvantification and elimination exchange risk by analytical VaR. In the paper is describet the Value at Risk Methodology- analytical approach, in detail the Delta method and Delta-gamma method, linearit...

AH - Ekonomie

  • 2002
    • •
  • D
Result

S&P 500 and Cryptocurrency market risk measured by standard deviation, VaR and CVaR: A comparison study

Main topics of the document: US index S&P 500; cryptocurrencies; normal inverse Gaussian distribution; alpha stable distribution; VaR and CVaR stable distribution; VaR and CVaR......

Finance

  • 2022
    • •
  • D
Result

Effects of different soil tillage intensity on yields of spring barley

with the same previous crop ? sugar beet. Four variants of tillage were evaluated: (var. 1 ? plough to the depth of 0,22 m; var. 2 ? shallow plough to the depth of 0,15 m; var. 3 ? no tillage; var. 4 ? shallow loo...

GC - Pěstování rostlin, osevní postupy

  • 2014
    • •
  • Jx
    • •
  • Link
  • 1 - 10 out of 7 699