Masaryk University

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    2007

    1. TONNER, Jaromír and Osvald VAŠÍČEK. Odhad časově proměnných parametrů v modelech české ekonomiky (Estimation of time - variant parameters in czech macroeconomic models). Brno: CVKSČE MU, 2007.
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      Name in Czech: Odhad časově proměnných parametrů v modelech české ekonomiky
      Name (in English): Estimation of time - variant parameters in czech macroeconomic models
      Economics. English. Czech Republic.
      Keywords in English: Time-variant parameter estimation; Bootstrap filter; DSGE model; Hansen RBC model; Linear rational expectations model
      Reviewed: yes

      Changed by: Ing. Naďa Voráčová, učo 62883. Changed: 21/5/2009 09:43.
    2. TONNER, Jaromír and Osvald VAŠÍČEK. Time - variant Parameter Estimation by Bootstrap Filter. In Mathematical Methods in Economics 2007. Ostrava: Faculty of Economics, VŠB-Technical University of Ostrava, 2007, p. 185-190. ISBN 978-80-248-1457-5.
      Name in Czech: Odhad časově proměnných parametrů bootstrapovým filtrem
      RIV/00216224:14560/07:00020539 Proceedings paper. Economics. English. Czech Republic.
      Tonner, Jaromír (203 Czech Republic) -- Vašíček, Osvald (203 Czech Republic, guarantor)
      Keywords in English: Time-variant parameter estimation; Bootstrap filter; DSGE model; Linear rational expectations model
      Type of proceedings: post-proceedings
      International impact: yes
      Reviewed: yes

      Changed by: Ing. Naďa Voráčová, učo 62883. Changed: 17/6/2009 14:02.
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