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@inproceedings{726819,
author = {Tonner, Jaromír and Vašíček, Osvald},
address = {Ostrava},
booktitle = {Mathematical Methods in Economics 2007},
keywords = {Time-variant parameter estimation; Bootstrap filter; DSGE model; Linear rational expectations model},
language = {eng},
location = {Ostrava},
isbn = {978-80-248-1457-5},
pages = {185-190},
publisher = {Faculty of Economics, VŠB-Technical University of Ostrava},
title = {Time - variant Parameter Estimation by Bootstrap Filter},
year = {2007}
}
TY - JOUR
ID - 726819
AU - Tonner, Jaromír - Vašíček, Osvald
PY - 2007
TI - Time - variant Parameter Estimation by Bootstrap Filter
PB - Faculty of Economics, VŠB-Technical University of Ostrava
CY - Ostrava
SN - 9788024814575
KW - Time-variant parameter estimation
KW - Bootstrap filter
KW - DSGE model
KW - Linear rational expectations model
N2 - The analysis of time - variant parameter estimation by Bootstrap filter is presented in the contribution. Our motivation is to reliably identify substantial structural changes in economy via parameters changes. The results are shown on examples as well as on the real economic model.
ER -
TONNER, Jaromír a Osvald VAŠÍČEK. Time - variant Parameter Estimation by Bootstrap Filter. In \textit{Mathematical Methods in Economics 2007}. Ostrava: Faculty of Economics, VŠB-Technical University of Ostrava, 2007, s.~185-190. ISBN~978-80-248-1457-5.
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