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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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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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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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The likelihood of effective lower bound events
Franta, Michal - 2018
Persistent link: https://www.econbiz.de/10011869372
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Time aggregation bias in discrete time models of aggregate duration data
Franta, Michal - 2008
Persistent link: https://www.econbiz.de/10003854496
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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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The effect of non-linearity between credit conditions and economic activity on density forecasts
Franta, Michal - 2013
Persistent link: https://www.econbiz.de/10010200849