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The effect of non-linearity between credit conditions and economic activity on density forecasts

Franta, Michal - 2013

Persistent link: https://www.econbiz.de/10010200849

Macroeconomic effects of fiscal policy in the Czech Republic : evidence based on various identification approaches in a VAR framework

Franta, Michal - 2012

Persistent link: https://www.econbiz.de/10010200968

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

Rare shocks vs. non-linearities: What drives extreme events in the economy? : some empirical evidence

Franta, Michal - In: Journal of economic dynamics & control 75 (2017), pp. 136-157

Persistent link: https://www.econbiz.de/10011817159

Iterated multi-step forecasting with model coefficients changing across iterations

Franta, Michal - 2016

Persistent link: https://www.econbiz.de/10011778694

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

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

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

A BVAR model for forecasting of Czech inflation

Brázdik, František; Franta, Michal - 2017

Persistent link: https://www.econbiz.de/10011778755

Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy

Nakajima, Jouchi; Kasuya, Munehisa; Watanabe, Toshiaki - Institute for Monetary and Economic Studies, Bank of Japan - 2009

This paper analyzes the time-varying parameter vector autoregressive (TVP-VAR) model for the Japanese economy and monetary policy. The time-varying parameters are estimated via the Markov chain Monte Carlo method and the posterior estimates of parameters reveal the time-varying structure of the...

Persistent link: https://www.econbiz.de/10004972461