Modeling Belarus

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985998%3A_____%2F12%3A00426513" target="_blank" >RIV/67985998:_____/12:00426513 - 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

Modeling Belarus

Popis výsledku v původním jazyce

The report has three chapters. Chapter 1 presents the structural macroeconomic model, its changes compared to the May 2010 version, and its properties captured by impulseresponse functions and by variance decompositions of model?s variables in terms of the model shocks. Important is the part on the model-consistent interpretation of the recent economic history of Belarus. The section describing Bayesian vector autoregressions used for the near-term forecasting concludes. Chapter 2 evaluates how the models perform empirically. The forecasting power is assessed using both in-sample and out-of-sample comparisons with the random-walk benchmark. We conclude that the FPAS performs satisfyingly in this comparison. The last chapter provides an overview of theconsiderable country database that has been compiled.

Název v anglickém jazyce

Modeling Belarus

Popis výsledku anglicky

The report has three chapters. Chapter 1 presents the structural macroeconomic model, its changes compared to the May 2010 version, and its properties captured by impulseresponse functions and by variance decompositions of model?s variables in terms of the model shocks. Important is the part on the model-consistent interpretation of the recent economic history of Belarus. The section describing Bayesian vector autoregressions used for the near-term forecasting concludes. Chapter 2 evaluates how the models perform empirically. The forecasting power is assessed using both in-sample and out-of-sample comparisons with the random-walk benchmark. We conclude that the FPAS performs satisfyingly in this comparison. The last chapter provides an overview of theconsiderable country database that has been compiled.

Druh

O - Ostatní výsledky

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

<a href="/cs/project/LF11018" target="_blank" >LF11018: Internetový portál a makroekonomické modely pro prognózování a měnověpolitickou analýzu v rozvojových zemích</a><br>

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2012

Kód důvěrnosti údajů

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