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Time aggregation bias in discrete time models of aggregate duration data
Franta, Michal - 2008
Persistent link: https://www.econbiz.de/10003854496
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Rare shocks vs. non-linearities: what drives extreme events in the economy? ; some empirical evidence
Franta, Michal - 2015
Persistent link: https://www.econbiz.de/10011290805
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Iterated multi-step forecasting with model coefficients changing across iterations
Franta, Michal - 2016
Persistent link: https://www.econbiz.de/10011778694
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The likelihood of effective lower bound events
Franta, Michal - 2018
Persistent link: https://www.econbiz.de/10011869372
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The application of multiple-output quantile regression on the US financial cycle
Franta, Michal - 2023
Persistent link: https://www.econbiz.de/10014233992
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Evaluating changes in the monetary transmission mechanism in the Czech Republic
Franta, Michal; Horváth, Roman; Rusnák, Marek - 2011
Persistent link: https://www.econbiz.de/10009509858
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Tracking monetary-fiscal interactions across time and space
Franta, Michal; Libich, Jan; Stehlík, Petr - 2012
Persistent link: https://www.econbiz.de/10009704567
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Are Bayesian fan charts useful for central banks? : Uncertainty, forcasting, and financial stability stress tests
Franta, Michal; Baruník, Jozef; Horváth, Roman; … - 2011
Persistent link: https://www.econbiz.de/10009407452
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Forecasting Czech GDP using mixed-frequency data models
Franta, Michal; Havrlant, David; Rusnák, Marek - 2014
Persistent link: https://www.econbiz.de/10010467294