ČAPEK, Jan. Real-time versus revised Czech data: a DSGE analysis. In Proceedings of 31th International Conference Mathematical Methods in Economics. 1st ed. Jihlava: College of Polytechnics Jihlava, 2013. p. 107-112. ISBN 978-80-87035-76-4.
Other formats:   BibTeX LaTeX RIS
Basic information
Original name Real-time versus revised Czech data: a DSGE analysis
Authors ČAPEK, Jan (203 Czech Republic, guarantor, belonging to the institution).
Edition 1. vyd. Jihlava, Proceedings of 31th International Conference Mathematical Methods in Economics, p. 107-112, 6 pp. 2013.
Publisher College of Polytechnics Jihlava
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 50200 5.2 Economics and Business
Country of publisher Czech Republic
Confidentiality degree is not subject to a state or trade secret
Publication form storage medium (CD, DVD, flash disk)
RIV identification code RIV/00216224:14560/13:00069553
Organization unit Faculty of Economics and Administration
ISBN 978-80-87035-76-4
UT WoS 000335578000019
Keywords in English real-time data; data revision; recursive estimate; DSGE model
Tags International impact, Reviewed
Changed by Changed by: Ing. Jan Čapek, Ph.D., učo 40604. Changed: 19. 11. 2014 11:08.
Abstract
The paper investigates the effects of using real-time data instead of revised final data within Dynamic Stochastic General Equilibrium (DSGE) framework. Theoretically, using most recent, updated historical data for ex-post analyses for a historical time-sample may be misleading, because revised data were not available at that time. The contribution uses a small-scale monetary macroeconomic DSGE model to analyze the importance of real-time data compared to most-recent revised data with a focus on the differences in decision-making of the monetary authority. The analysis proceeds from Bayesian estimation of model parameters in a model with real-time data and in a model with the most recent revised data.
Type Name Uploaded/Created by Uploaded/Created Rights
Capek_S_107_112.pdf   File version Čapek, J. 29. 4. 2017

Properties

Address within IS
https://is.muni.cz/auth/publication/1124348/Capek_S_107_112.pdf
Address for the users outside IS
https://is.muni.cz/publication/1124348/Capek_S_107_112.pdf
Address within Manager
https://is.muni.cz/auth/publication/1124348/Capek_S_107_112.pdf?info
Address within Manager for the users outside IS
https://is.muni.cz/publication/1124348/Capek_S_107_112.pdf?info
Uploaded/Created
Sat 29. 4. 2017 10:06, Ing. Jan Čapek, Ph.D.

Rights

Right to read
  • anyone on the Internet
Right to upload
 
Right to administer:
  • a concrete person Ing. Jan Čapek, Ph.D., učo 40604
Attributes
 

Capek_S_107_112.pdf

Application
Open the file
Download file.
Address within IS
https://is.muni.cz/auth/publication/1124348/Capek_S_107_112.pdf
Address for the users outside IS
http://is.muni.cz/publication/1124348/Capek_S_107_112.pdf
File type
PDF (application/pdf)
Size
369,7 KB
Hash md5
c6cc926b0bdf9c05a94a08e13b8e0f81
Uploaded/Created
Sat 29. 4. 2017 10:06

Capek_S_107_112.txt

Application
Open the file
Download file.
Address within IS
https://is.muni.cz/auth/publication/1124348/Capek_S_107_112.txt
Address for the users outside IS
http://is.muni.cz/publication/1124348/Capek_S_107_112.txt
File type
plain text (text/plain)
Size
20 KB
Hash md5
c745ac5582b4b773a5381edd2d2df221
Uploaded/Created
Sat 29. 4. 2017 10:13
Print
Report a file uploaded without authorization. Displayed: 29. 9. 2022 17:24