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@inproceedings{951132,
author = {Tonner, Jaromír and Polanský, Jiří and Vašíček, Osvald},
address = {Praha},
booktitle = {Proceedings of the 29th International Conference on Mathematical Methods of Economics 2011},
editor = {Martin Dlouhý, Veronika Skočdopolová},
keywords = {DSGE models; Bayesian methods},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Praha},
isbn = {978-80-7431-058-4},
pages = {721-726},
publisher = {Professional Publishing},
title = {Bayesian Estimation of a Comprehensive Small Open Economy Model on the Czech Data},
year = {2011}
}
TY - JOUR
ID - 951132
AU - Tonner, Jaromír - Polanský, Jiří - Vašíček, Osvald
PY - 2011
TI - Bayesian Estimation of a Comprehensive Small Open Economy Model on the Czech Data
PB - Professional Publishing
CY - Praha
SN - 9788074310584
KW - DSGE models
KW - Bayesian methods
N2 - The contribution deals with the development and Bayesian estimation of the SOE model suitable for Czech data based analyses. The model follows recent development in monetary New Keynesian DSGE models and is extended with several technology processes to fit Czech stylized facts. The model is thus sufficiently rich and general for time varying parameters estimations and non-linear filtrations. The second part of the contribution presents results of the Bayesian estimation of the model. Estimations of such complex models on Czech data are not usual in the literature, and we thus believe that such results might be informative.
ER -
TONNER, Jaromír, Jiří POLANSKÝ a Osvald VAŠÍČEK. Bayesian Estimation of a Comprehensive Small Open Economy Model on the Czech Data. In Martin Dlouhý, Veronika Skočdopolová. \textit{Proceedings of the 29th International Conference on Mathematical Methods of Economics 2011}. Praha: Professional Publishing, 2011, s.~721-726. ISBN~978-80-7431-058-4.
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