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@inproceedings{1067755,
author = {Polanský, Jiří and Tonner, Jaromír and Vašíček, Osvald},
address = {Karviná},
booktitle = {Proceedings of 30th International Conference Mathematical Methods in Economics},
edition = {1. vyd.},
editor = {Ramík, J. and Stavárek, D. (eds.)},
keywords = {financial frictions; DSGE models; Bayesian methods},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Karviná},
isbn = {978-80-7248-779-0},
pages = {721-726},
publisher = {Silesian University, School of Business},
title = {The macro-financial linkages modelling for the Czech economy},
url = {http://mme2012.opf.slu.cz/proceedings/pdf/124_Polansky.pdf},
year = {2012}
}
TY - JOUR
ID - 1067755
AU - Polanský, Jiří - Tonner, Jaromír - Vašíček, Osvald
PY - 2012
TI - The macro-financial linkages modelling for the Czech economy
PB - Silesian University, School of Business
CY - Karviná
SN - 9788072487790
KW - financial frictions
KW - DSGE models
KW - Bayesian methods
UR - http://mme2012.opf.slu.cz/proceedings/pdf/124_Polansky.pdf
L2 - http://mme2012.opf.slu.cz/proceedings/pdf/124_Polansky.pdf
N2 - The contribution presents and analyze the model with financialfrictions. It is tailor-made for the Czech economy, and thus contains severalfeatures for capturing Czech stylized facts (a cascade of nominal rigidities, highopenness, real exchange rate appreciation in consumer prices etc.). Linkages between real and financial sectors are incorporated via the state non-contingent debt-contracts within the financial accelerator. Also, the model contains shocks which hit financial variables and propagate through the model into real sectors. The empirical analysis is presented via results of the Bayesian estimation.
ER -
POLANSKÝ, Jiří, Jaromír TONNER a Osvald VAŠÍČEK. The macro-financial linkages modelling for the Czech economy. In Ramík, J. and Stavárek, D. (eds.). \textit{Proceedings of 30th International Conference Mathematical Methods in Economics}. 1. vyd. Karviná: Silesian University, School of Business. s.~721-726. ISBN~978-80-7248-779-0. 2012.
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