Search results
- 1.0497609 - 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 - 2.0466511 - 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 - 3.0395998 - 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 - 4.0395368 - 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 - 5.0370012 - 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 - 6.0316688 - 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