Search results
- 1.0538247 - ÚTIA 2021 CZ eng V - Research Report
Barber, Alec - Quinn, Anthony
Bayesian transfer learning between autoregressive inference tasks.
Praha: ÚTIA AV ČR, 2020. Research Report, 2389.
R&D Projects: GA ČR(CZ) GA18-15970S
Institutional support: RVO:67985556
Keywords : autoregression * transfer learning * Fully Probabilistic Design * FPD * food-commodities price prediction
OECD category: Applied mathematics
http://library.utia.cas.cz/separaty/2021/AS/quinn-0538247.pdf
Permanent Link: http://hdl.handle.net/11104/0316079File Download Size Commentary Version Access 0538247.pdf 0 443.8 KB Other open-access - 2.0497609 - NHU-C 2019 RIV NL eng J - Journal Article
Audzei, Volha - Brázdik, F.
Exchange rate dynamics and their effect on macroeconomic volatility in selected CEE countries.
Economic Systems. Roč. 42, č. 4 (2018), s. 584-596. ISSN 0939-3625. E-ISSN 1878-5433
Institutional support: Progres-Q24
Keywords : sign restrictions * real exchange rates * structural vector autoregression
OECD category: Applied Economics, Econometrics
Impact factor: 1.326, year: 2018
Permanent Link: http://hdl.handle.net/11104/0290154 - 3.0484133 - ÚI 2018 RIV ES eng C - Conference Paper (international conference)
Peštová, Barbora - Pešta, M.
Change Point Detection in Autoregression Without Variability Estimation.
Proceedings of the International work-conference on Time Series 2017. Granada: Godel Editorial, 2017 - (Valenzuela, O.; Rojas, F.; Pomares, H.; Rojas, I.), s. 674-685. ISBN 978-84-17293-01-7.
[ITISE 2017. International Work-Conference on Time Series. Granada (ES), 18.09.2017-20.09.2017]
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985807
Keywords : change point * structural change * change in autoregression * hypothesis testing * ratio type statistic * variance estimation free test
OECD category: Pure mathematics
Permanent Link: http://hdl.handle.net/11104/0279300File Download Size Commentary Version Access a0484133.pdf 7 516.9 KB Publisher’s postprint require - 4.0484127 - ÚI 2019 RIV CH eng C - Conference Paper (international conference)
Peštová, Barbora - Pešta, M.
Asymptotic and Bootstrap Tests for a Change in Autoregression Omitting Variability Estimation.
Time Series Analysis and Forecasting: Selected Contributions from ITISE 2017. Cham: Springer, 2018 - (Rojas, I.; Pomares, H.; Valenzuela, O.), s. 187-202. Contributions to Statistics. ISBN 978-3-319-96943-5. ISSN 1431-1968.
[ITISE 2017. International Work-Conference on Time Series. Granada (ES), 18.09.2017-20.09.2017]
Grant - others:GA ČR(CZ) GJ18-01781Y
Institutional support: RVO:67985807
Keywords : change point * structural change * change in autoregression * hypothesis testing * bootstrap * ratio type statistic * variance estimation free test
OECD category: Statistics and probability
Permanent Link: http://hdl.handle.net/11104/0279297 - 5.0466511 - ÚTIA 2018 RIV CZ eng J - Journal Article
Horváth, Roman - Malega, J.
Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy.
Prague Economic Papers. Roč. 2017, č. 3 (2017), s. 257-268. ISSN 1210-0455. E-ISSN 2336-730X
R&D Projects: GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : financial stress indicator * vector autoregression * Czech Republic
OECD category: Finance
Impact factor: 0.409, year: 2017
http://library.utia.cas.cz/separaty/2017/E/horvath-0466511.pdf
Permanent Link: http://hdl.handle.net/11104/0270592 - 6.0395998 - ÚTIA 2015 RIV US eng J - Journal Article
Franta, M. - Baruník, Jozef - Horváth, Roman - Šmídková, K.
Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests.
International Journal of Central Banking. Roč. 10, č. 1 (2014), s. 159-187. ISSN 1815-4654. E-ISSN 1815-7556
Institutional support: RVO:67985556
Keywords : Bayesian vector autoregression * fan chart * inflation targeting * stress tests
Subject RIV: AH - Economics
Impact factor: 0.800, year: 2014
Permanent Link: http://hdl.handle.net/11104/0224122 - 7.0395368 - ÚTIA 2014 CZ eng V - Research Report
Baxa, Jaromír
What the Data Say about the Effects of Fiscal Policy in the Czech Republic?.
Praha: ÚTIA AV ČR, 2013. 16 s. Research report, 2331.
R&D Projects: GA ČR GA402/09/0965
Institutional support: RVO:67985556
Keywords : fiscal policy * vector autoregression
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0223484 - 8.0370012 - NHU-C 2012 CZ eng V - Research Report
Franta, Michal - Baruník, J. - Šmídková, K. - Horváth, R.
Are Bayesian fan charts useful for central banks? Uncertainty, forecasting, and financial stability stress tests.
Praha: Czech National Bank, 2011. 36 s. CNB Working Paper Series, 10/2011. ISSN 1803-7070
Institutional research plan: CEZ:MSM0021620846
Keywords : Bayesian vector autoregression * fan chart * inflation targeting
Subject RIV: AH - Economics
http://www.cnb.cz/miranda2/export/sites/www.cnb.cz/en/research/research_publications/cnb_wp/download/cnbwp_2011_10.pdf
Permanent Link: http://hdl.handle.net/11104/0203935 - 9.0366040 - ÚTIA 2012 RIV US eng C - Conference Paper (international conference)
Petelin, D. - Šindelář, Jan - Přikryl, Jan - Kocijan, J.
Financial modeling using Gaussian process models.
Proceedings of the 6th IEEE International Conference on Intelligent Data Acquisition and Advanced Computing Systems : Technology and Application. Piscataway: IEEE, 2011, s. 672-677. ISBN 978-1-4577-1424-5.
[6th International Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications. Prague (CZ), 15.09.2011-17.09.2011]
R&D Projects: GA MŠMT 1M0572; GA TA ČR TA01030603; GA ČR GA102/08/0567; GA MŠMT(CZ) MEB091015
Institutional research plan: CEZ:AV0Z10750506
Keywords : gaussian process models * autoregression * financial * efficient markets
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/AS/sindelar-financial modeling using gaussian process models.pdf
Permanent Link: http://hdl.handle.net/11104/0201139 - 10.0316688 - NHÚ 2009 US eng J - Journal Article
Morgese Borys, Magdalena - Horvath, R.
The effects of monetary policy in the Czech Republic: an empirical study.
William Davidson Institute Working Paper Series. -, č. 922 (2008), s. 1-27
Grant - others:Česká národní banka(CZ) A3/07
Institutional research plan: CEZ:AV0Z70850503
Keywords : monetary policy transmission * vector autoregression * sectoral prices
Subject RIV: AH - Economics
http://www.wdi.umich.edu/files/Publications/WorkingPapers/wp922.pdf
Permanent Link: http://hdl.handle.net/11104/0166530