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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. 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.
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