Odhad DSGE modelu malé otevřené inflačně cílené ekonomiky v Matlabu

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F05%3A00012502" target="_blank" >RIV/00216224:14560/05:00012502 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

A DSGE Model of the Czech Inflacion Targeting and Monetary Policy:Solving and Estimating

Popis výsledku v původním jazyce

The lecture was aimed to the behavior analysis of the inflation targeting czech economy represented by a New Keynesian dynamics stochastics general equilibriu model (DSGE) consistently based on theoretical microeconomics foundations. The model is createdby the realtions of finished-goods producing and intermediate-goods producing firms, representative households and central bank. Monetary policy of the central bank is represented by the generalized Taylor rule. The lecture contained explaning of the method for solving a linearized model of rational expectations. The Klaman filter with maximum likelihood is intoduced for an estimation of the solved model. The Kalman smoother is used for an estimation of the smoothed inflation target, which is unobserved state.

Název v anglickém jazyce

A DSGE Model of the Czech Inflacion Targeting and Monetary Policy:Solving and Estimating

Popis výsledku anglicky

The lecture was aimed to the behavior analysis of the inflation targeting czech economy represented by a New Keynesian dynamics stochastics general equilibriu model (DSGE) consistently based on theoretical microeconomics foundations. The model is createdby the realtions of finished-goods producing and intermediate-goods producing firms, representative households and central bank. Monetary policy of the central bank is represented by the generalized Taylor rule. The lecture contained explaning of the method for solving a linearized model of rational expectations. The Klaman filter with maximum likelihood is intoduced for an estimation of the solved model. The Kalman smoother is used for an estimation of the smoothed inflation target, which is unobserved state.

Druh

O - Ostatní výsledky

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

<a href="/cs/project/GA402%2F05%2F2172" target="_blank" >GA402/05/2172: Měnová politika a makroekonomická stabilizace : identifikace a aplikace modelů všeobecné rovnováhy</a><br>

Návaznosti

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

Rok uplatnění

2005

Kód důvěrnosti údajů

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