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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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Are Bayesian fan charts useful? : the effect of zero lower bound and evaluation of financial stability stress tests
Franta, Michal; Baruník, Jozef; Horváth, Roman; … - In: International journal of central banking : IJCB 10 (2014) 1, pp. 159-187
Persistent link: https://www.econbiz.de/10010359479
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Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic
Horváth, Roman; Franta, Michal; Rusnák, Marek - Institut ekonomických studií, Univerzita Karlova v Praze - 2012
We investigate the evolution of the monetary policy transmission mechanism in the Czech Republic over the 1996-2010 period by employing a time-varying parameters Bayesian vector autoregression model with stochastic volatility. We evaluate whether the response of GDP and the price level to...
Persistent link: https://www.econbiz.de/10010547813
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Evaluating changes in the monetary transmission mechanism in the Czech Republic
Franta, Michal; Horváth, Roman; Rusnák, Marek - 2012
We investigate the evolution of the monetary policy transmission mechanism in the Czech Republic over the 1996-2010 period by employing a time-varying parameters Bayesian vector autoregression model with stochastic volatility. We evaluate whether the response of GDP and the price level to...
Persistent link: https://www.econbiz.de/10010322204
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The effects of monetary policy in the Czech Republic: an empirical study
Borys, Magdalena; Horváth, Roman; Franta, Michal - In: Empirica 36 (2009) 4, pp. 419-443
Persistent link: https://www.econbiz.de/10008491906
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The effects of monetary policy in the Czech Republic : an empirical study
Borys, Magdalena Morgese; Horváth, Roman; Franta, Michal - In: Empirica : journal of european economics 36 (2009) 4, pp. 419-443
Persistent link: https://www.econbiz.de/10003922607
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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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Evaluating changes in the monetary transmission mechanism in the Czech Republic
Franta, Michal; Horváth, Roman; Rusnák, Marek - 2012
We investigate the evolution of the monetary policy transmission mechanism in the Czech Republic over the 1996-2010 period by employing a time-varying parameters Bayesian vector autoregression model with stochastic volatility. We evaluate whether the response of GDP and the price level to...
Persistent link: https://www.econbiz.de/10009530216
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Evaluating changes in the monetary transmission mechanism in the Czech Republic
Franta, Michal; Horváth, Roman; Rusnak, Marek - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 827-842
Persistent link: https://www.econbiz.de/10010344384
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The effects of monetary policy in the Czech Republic : an empirical study
Borys, Magdalena Morgese; Horváth, Roman; Franta, Michal - In: Empirica : journal of european economics 36 (2009) 4, pp. 419-443
Persistent link: https://www.econbiz.de/10008370004