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Identification of monetary policy shocks in Japan using sign restrictions within the TVP-VAR framework
Franta, Michal - 2011
Persistent link: https://www.econbiz.de/10009311689
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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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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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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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Holding the economy by the tail: analysis of short- and long-run macroeconomic risks
Franta, Michal; Libich, Jan - 2021
Persistent link: https://www.econbiz.de/10012618211
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Fiscal policy within the DSGE-VAR framework
Babeckij, Jan; Franta, Michal; Ryšánek, Jakub - In: Economic modelling 75 (2018), pp. 23-37
Persistent link: https://www.econbiz.de/10012101364
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Effects of fiscal policy in the DSGE-VAR framework: the case of the Czech Republic
Babecký, Jan; Franta, Michal; Ryšánek, Jakub - 2016
Persistent link: https://www.econbiz.de/10011778695