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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
Franta, Michal; Horváth, Roman; Rusnák, Marek - 2011
Persistent link: https://www.econbiz.de/10009509858
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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
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Iterated multi-step forecasting with model coefficients changing across iterations
Franta, Michal - 2016
Persistent link: https://www.econbiz.de/10011778694
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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
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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
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A BVAR model for forecasting of Czech inflation
Brázdik, František; Franta, Michal - 2017
Persistent link: https://www.econbiz.de/10011778755
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Research & development and long-term economic growth : a Bayesian model averaging analysis
Horváth, Roman - 2011
We examine the effect of research and development (R&D) on long-term economic growth using the Bayesian model averaging (BMA) to deal rigorously with model uncertainty. Previous empirical studies investigated the effect of dozens of regressors on long-term growth, but they did not examine the...
Persistent link: https://www.econbiz.de/10009152586