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. p. 107-112. ISBN 978-80-87035-76-4. 2013.
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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: doc. 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.
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