The Great Recession in the Non-EMU Visegrád countries : a nonlinear DSGE model with time-varying parameters
Stanislav Tvrz (National Bank of Slovakia and Faculty of Economics and Administration, Masaryk University, Brno), Osvald Vašíček (Faculty of Economics and Administration, Masaryk University, Brno)
| Year of publication: |
2016
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|---|---|
| Authors: | Tvrz, Stanislav ; Vašíček, Osvald |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 66.2016, 3, p. 207-235
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| Subject: | DSGE model | Great Recession | time-varying parameters | particle filter | financial frictions | Dynamisches Gleichgewicht | Dynamic equilibrium | Konjunktur | Business cycle | DSGE-Modell | Finanzkrise | Financial crisis | Wirtschaftskrise | Economic crisis | Nichtlineare Regression | Nonlinear regression | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011532664