Možný vývoj reálné a nominální konvergence k prùmìru EU vyjadøují autory zpracované konvergenèní scénáøe. Tyto scénáøe byly zpracovány s použitím expertních odhadù a simulaèních aplikací ekonometrického makromodelu SR-2001, vytvoøeného autory. Odhadované výsledky...

Market interest rates are usually determined not only by the inflation related determinants but also by the forces that affect real interest rates fluctuations. In point of fact the nominal interest rates are driven by many specific determinants so that it should not be clear the nominal...

This paper aims at constructing a model of a small open economy of the Slovak Republic. In essence, the model represents a synthesis of already published modifications of the Mundell - Fleming type of models, describing the market of goods and services in interaction with the money market and...

In this paper we analyze the dynamic conditional correlations between CEE stock markets (also known as countries from Vysehrad Group - V4) and developed European stock markets, with German DAX utilized as a benchmark. Our methodology is based on the DCC MV-GARCH approach. It is shown that the...