Accès libre

Structural changes in the Czech, Slovak and euro area economies during the Great Recession

À propos de cet article

Citez

ADJEMIAN, S., BASTANI, H., JUILLARD, M., KARAMÉ, F., MIHOUBI, F., PERENDIA, G., PFEIFER, J., RATTO, M. and VILLEMOT, S. (2011). Dynare: Reference Manual, Version 4, Dynare Working Papers, 1, CEPREMAP.Search in Google Scholar

BERNANKE, B. S., GERTLER, M. and GILCHRIST, S. (1999). The Financial Accelerator in a Quantitative Business Cycle Framework, in Taylor, J. B. and Woodford, M. (eds.), Handbook of Macroeconomics, vol. 1, Elsevier, Amsterdam, 1341-1393.Search in Google Scholar

BROOKS, S. P. and GELMAN, A. (1998). General methods for monitoring convergence of iterative simulations, Journal of computational and graphical statistics, 7(4), 434-455.10.1080/10618600.1998.10474787Search in Google Scholar

ČAPEK, J. (2012). Comparison of recursive parameter estimation and non-linear filtration, in Ramík, J. and Stavárek, D. (eds.), Mathematical Methods in Economics 2012. Karviná, Silesian University, School of Business Administration, 85-90.Search in Google Scholar

CHRISTIANO, L. J., TRABANDT, M. and WALENTIN, K. (2011). Introducing Financial Frictions and Unemployment into a Small Open Economy Model, Journal of Economic Dynamics and Control, 35 (12): 1999-2041. DOI: 10.1016/j.jedc.2011.09.00510.1016/j.jedc.2011.09.005Search in Google Scholar

European Central Bank (2000). EU Banks’ Margins and Credit Standards, December 2000.Search in Google Scholar

European Central Bank (2012). Corporate Indebtedness in the Euro Area, ECB Monthly Bulletin, 2012 (February): 87-103.Search in Google Scholar

HAUG, A. J. (2005). A Tutorial on Bayesian Estimation and Tracking Techniques Applicable to Nonlinear and Non-Gaussian Processes, Mitre Technical Report, MITRE corporation, http://www.mitre.org/sites/default/files/pdf/05_0211.pdf.Search in Google Scholar

JUSTINIANO, A. and PRESTON, B. (2006). Monetary Policy and Uncertainty in an Empirical Small Open Economy Model, Journal of Applied Econometrics, 25 (1): 93-128. DOI: 10.1002/jae.115310.1002/jae.1153Search in Google Scholar

NĚMEC, D. (2013). Investigating Differences Between the Czech and Slovak Labour Market Using a Small DSGE Model with Search and Matching Frictions, The Czech Economic Review, 7 (1): 21-41.Search in Google Scholar

RYŠÁNEK, J., TONNER, J., TVRZ, S. and VAŠÍČEK, O. (2012). Monetary policy implications of financial frictions in the Czech Republic, Czech Journal of Economics and Finance, 62 (5): 413-429.Search in Google Scholar

SENAJ, M., VÝŠKRABKA, M. and ZEMAN, J. (2010). MUSE: Monetary Union and Slovak Economy Model, Ekonomický časopis, 60 (5): 435-459.10.2139/ssrn.1878387Search in Google Scholar

SHAARI, M. H. (2008). Analyzing Bank Negara Malaysia’s Behaviour in Formulating Monetary Policy: An Empirical Approach. [Doctoral thesis.] Canberra: College of Business and Economics, Australian National University.Search in Google Scholar

TVRZ, S. (2014). Czech and Slovak economy during the Great Recession through the lens of a DSGE model, in Brezina, J. et al. (eds.), Economic Theory & Economic Reality ETER 2014. Bratislava, Economic University.Search in Google Scholar

TVRZ, S. and VAŠÍČEK, O. (2014). Nonlinear DSGE model of a small open economy with time-varying parameters: Czech economy in a period of recession, in Talašová, J., Stoklasa, J. and Talášek, T. (eds.), Mathematical Methods in Economics 2014. Olomouc, Palacký University, 1068-1073.Search in Google Scholar

TVRZ, S. and VAŠÍČEK, O. (2015). ‘Slovak economy in a period of recession: Nonlinear DSGE model with time-varying parameters’, Ekonomický časopis, 63 (1): 34-50.Search in Google Scholar

TVRZ, S. and VAŠÍČEK, O. (2016). The Great Recession in the Non-EMU Visegrád Countries: A Nonlinear DSGE Model with Time-Varying Parameters, Czech Journal of Economics and Finance. Volume 66, Issue 3, pages 207-235.Search in Google Scholar

VAŠÍČEK, O., TONNER, J. and POLANSKÝ, J. (2011). Parameter Drifting in a DSGE Model Estimated on Czech Data, Czech Journal of Economics and Finance, 61 (5): 510-524.Search in Google Scholar

ŽÚDEL, B. and MELIORIS, L. (2016). Five Years in a Balloon: Estimating the Effects of Euro Adoption in Slovakia Using the Synthetic Control Method, Economics Department Working Papers, No. 1317, OECD. Search in Google Scholar

eISSN:
1804-1663
Langue:
Anglais
Périodicité:
4 fois par an
Sujets de la revue:
Business and Economics, Political Economics, Economic Theory, Systems and Structures