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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

The likelihood of effective lower bound events

Franta, Michal - In: Macroeconomic dynamics 25 (2021) 8, pp. 2058-2079

Persistent link: https://www.econbiz.de/10012704939

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

The likelihood of effective lower bound events

Franta, Michal - 2018

Persistent link: https://www.econbiz.de/10011869372

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

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

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