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Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange

Bowsher, Clive G. - Economics Group, Nuffield College, University of Oxford - 2004

developed in which a smooth, cubic spline signal function is used to approximate the price curve data. Estimation may then be …

Persistent link: https://www.econbiz.de/10005687558

Konjunktúrne prieskumy inflačných očakávaní a možnosti ich využitia pre predikciu inflácie v Slovesnkej republike

Laco, Peter; Šulajová, Žaneta - In: Ekonomika a spoločnosť : vedecký časopis … 6 (2005) 1, pp. 80-87

Persistent link: https://www.econbiz.de/10003267575

Cointegration Analysis of Foreign Trade in the Czech Republic, 1993-98

Tomšík, Vladimír - In: Czech Journal of Economics and Finance (Finance a uver) 51 (2001) 7, pp. 417-429

long-run impact of the money market imbalance to the real economy. Therefore, the author concludes, the Keynesian theory of …

Persistent link: https://www.econbiz.de/10008549708

Comparison of approaches for value-at-risk estimation of foreign exchange portfolios

Rimarčík, Marián - In: Politická ekonomie 2005 (2005) 3, pp. 323-336

In this paper historical performance of eleven approaches for estimation of one-day 95% value-at-risk is evaluated …-covariance method for VaR estimation were investigated. Performance of all approaches was evaluated using seven performance criteria …

Persistent link: https://www.econbiz.de/10005036597

Makroekonomický model produktu neakcelerujícího inflaci

Fukaè, Martin; Vašíèek, Osvald - In: Czech Journal of Economics and Finance (Finance a uver) 52 (2002) 5, pp. 258-274

by the Czech Statistical Office. An iterated extended Kalman filter is employed as an estimation method. The results …

Persistent link: https://www.econbiz.de/10008495652

Formal model of economy in transition - case of Slovak republic

Luptáčik, Mikuláš; Páleník, Viliam; Kvetan, Vladimír - In: Politická ekonomie 2006 (2006) 2, pp. 227-246

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...

Persistent link: https://www.econbiz.de/10005036624

Stock Market Integration: DCC MV-GARCH Model

Baumöhl, Eduard; Farkašovská, Mária; Výrost, Tomáš - In: Politická ekonomie 2010 (2010) 4, pp. 488-503

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...

Persistent link: https://www.econbiz.de/10008564639