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@inproceedings{1225480, author = {Reichel, Vlastimil and Hloušek, Miroslav}, address = {Hradec Králové}, booktitle = {Hradecké ekonomické dny 2015}, keywords = {business cycle; fiscal policy; time series; cross correlation analysis; SVAR model}, howpublished = {elektronická verze "online"}, language = {cze}, location = {Hradec Králové}, isbn = {978-80-7435-547-9}, pages = {466-472}, publisher = {Univerzita Hradec Králové}, title = {VLIV FISKÁLNÍ POLITIKY NA HOSPODÁŘSKÝ CYKLUS}, url = {http://fim.uhk.cz/hed/images/KOMPLET_2_CJ.pdf}, year = {2015} }
TY - JOUR ID - 1225480 AU - Reichel, Vlastimil - Hloušek, Miroslav PY - 2015 TI - VLIV FISKÁLNÍ POLITIKY NA HOSPODÁŘSKÝ CYKLUS PB - Univerzita Hradec Králové CY - Hradec Králové SN - 9788074355479 KW - business cycle KW - fiscal policy KW - time series KW - cross correlation analysis KW - SVAR model UR - http://fim.uhk.cz/hed/images/KOMPLET_2_CJ.pdf L2 - http://fim.uhk.cz/hed/images/KOMPLET_2_CJ.pdf N2 - This paper analyses macroeconomic data of Czech and Slovak economy with aim to decide if fiscal policy has procyclical or coutercyclical influence to the business cycle. We use quarterly data for the Czech Republic covering period 2001Q1-2012Q1 and quarterly data for the Slovak Republic covering period 2003Q1-2012Q1. Firstly, we test the relationship between fiscal policy and the business cycle with help of the cross correlation coefficient. Secondly, using structural VAR model we identify fiscal policy shock from the data. This shock is compared with the business cycle and its procyclical or coutercyclical influence is discussed. Results are as follows: First method shows the procyclical influence, second method shows both procyclical and countercyclical influences. ER -
REICHEL, Vlastimil a Miroslav HLOUŠEK. VLIV FISKÁLNÍ POLITIKY NA HOSPODÁŘSKÝ CYKLUS. Online. In \textit{Hradecké ekonomické dny 2015}. Hradec Králové: Univerzita Hradec Králové, 2015, s.~466-472. ISBN~978-80-7435-547-9.
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