This study presents an analysis of the sources of variability of interest rates in the money market in the context of … analysis documents non-stationary variability of ultra short-term PRIBOR interest rates and stability of longer maturity PRIBOR …

location and variability and their trend over time. The trend of incomes in CR is increasing linear over time in accordance to … variability we have used standard deviation. The Gini index over all Czech Republic and for each category was calculated. The …

), production and indirectly also employment. In the retail market the consumer price index (CPI) is formed. We specify a simple … dynamic model with two state variables: CPI and PPI. Real variables - production and employment - are fully determined by CPI … shocks to the PPI inflation, production and employment equations. In the second part we implement the model on monthly data …