Have a personal or library account? Click to login
Structural changes in the Czech, Slovak and euro area economies during the Great Recession Cover

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

Open Access
|Dec 2016

References

  1. 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.
  2. 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.
  3. BROOKS, S. P. and GELMAN, A. (1998). General methods for monitoring convergence of iterative simulations, Journal of computational and graphical statistics, 7(4), 434-455.10.1080/10618600.1998.10474787
  4. 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.
  5. 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.2011.09.005
  6. European Central Bank (2000). EU Banks’ Margins and Credit Standards, December 2000.
  7. European Central Bank (2012). Corporate Indebtedness in the Euro Area, ECB Monthly Bulletin, 2012 (February): 87-103.
  8. 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.
  9. 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.1153
  10. 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.
  11. 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.
  12. SENAJ, M., VÝŠKRABKA, M. and ZEMAN, J. (2010). MUSE: Monetary Union and Slovak Economy Model, Ekonomický časopis, 60 (5): 435-459.10.2139/ssrn.1878387
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
DOI: https://doi.org/10.1515/revecp-2016-0018 | Journal eISSN: 1804-1663 | Journal ISSN: 1213-2446
Language: English
Page range: 297 - 336
Submitted on: Jun 6, 2016
|
Accepted on: Sep 26, 2016
|
Published on: Dec 17, 2016
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year

© 2016 Stanislav Tvrz, Osvald Vašíček, published by Mendel University in Brno
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.