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@inproceedings{949519,
author = {Hloušek, Miroslav},
address = {Praha},
booktitle = {Mathematical Methods in Economics 2011},
edition = {1.},
keywords = {financial accelerator; external finance premium; DSGE model; Bayesian estimation},
language = {eng},
location = {Praha},
isbn = {978-80-7431-058-4},
pages = {248-253},
publisher = {University of Economics in Prague, University of Economics in Bratislava},
title = {Financial accelerator in estimated model: application to the Czech economy},
url = {http://www.econ.muni.cz/~hlousek/papers/accelerator.pdf},
year = {2011}
}
TY - JOUR
ID - 949519
AU - Hloušek, Miroslav
PY - 2011
TI - Financial accelerator in estimated model: application to the Czech economy
PB - University of Economics in Prague, University of Economics in Bratislava
CY - Praha
SN - 9788074310584
KW - financial accelerator
KW - external finance premium
KW - DSGE model
KW - Bayesian estimation
UR - http://www.econ.muni.cz/~hlousek/papers/accelerator.pdf
N2 - The paper presents results of estimation of New Keynesian DSGE model with financial accelerator. The model is estimated using Bayesian methods on data of Czech economy. The models with and without financial accelerator are assessed how they fit the data using statistical moments and Bayesian factor. This exercise shows surprising result that the model without financial accelerator performs on data much better than model with it.
ER -
HLOUŠEK, Miroslav. Financial accelerator in estimated model: application to the Czech economy. Online. In \textit{Mathematical Methods in Economics 2011}. 1. vyd. Praha: University of Economics in Prague, University of Economics in Bratislava, 2011. s.~248-253. ISBN~978-80-7431-058-4. [citováno 2024-04-23]
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