Publication details

Odhad časově proměnných parametrů v modelech české ekonomiky

Title in English Estimation of time - variant parameters in czech macroeconomic models
Authors

TONNER Jaromír VAŠÍČEK Osvald

Year of publication 2007
MU Faculty or unit

Faculty of Economics and Administration

Citation
Description The aim of this working paper is to identify structural changes in economy by time variable parameters estimation of Hansen Real Business Cycle model of real economy via modified Extended Bootstrap Filter Smoother. The incorporated rational expectations problem is solved by Generalized Schur Decomposition which is specially adjusted for Bootstrap filter running.
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