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stability 6 Bayesian estimation 4 Human capital 4 Macroeconomic models 4 Physical capital 4 Portfolio 4 asymptotic representation 4 Robust regression 3 asymptotical stability 3 consistency 3 correlation 3 credit risk 3 heteroscedasticity 3 instrumental variables 3 linearization 3 nonlinear differential equations 3 rational expectations 3 the least weighted squares 3 AK model 2 Bayesian approach 2 Convergence 2 DSGE 2 DSGE model 2 Diffusion of technology 2 Endogenous and exogenous growth 2 Endogenous growth 2 Extreme Value Theory 2 Hurst exponent 2 Kalman filter 2 Markov strategy 2 Multistage stochastic programming problem 2 Robustness 2 Utility 2 Value-at-Risk 2 Wasserstein metrics 2 asset prices 2 asymptotic normality 2 coalition 2 combining forecasts 2 consistence 2
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Undetermined 175
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Article 175
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Víšek, Jan 16 Vašíček, Osvald 12 Vošvrda, Miloslav 12 Derviz, Alexis 11 Duczynski, Petr 10 Mareš, Milan 7 Jančar, Martin 6 Kodera, Jan 6 Kaňková, Vlasta 5 Hušek, Roman 4 Sladký, Karel 4 Witzany, Jiri 4 Brůha, Jan 3 Dupačová, Jitka 3 Flaschel, Peter 3 Horniaček, Milan 3 Šmíd, Martin 3 Beneš, Jaromír 2 Dobiáš, Petr 2 Fukač, Martin 2 Hanousek, Jan 2 Houda, Michal 2 Kaplička, Marek 2 Klacek, Jan 2 Kopa, Miloš 2 Marček, Dušan 2 Moravanský, Dalibor 2 Němec, Daniel 2 Prášková, Zuzana 2 Pánková, Václava 2 Semmler, Willi 2 Tomek, Michal 2 Vlček, Jan 2 Volf, Petr 2 Víšek, Tomáš 2 Šimandl, Miroslav 2 Špitálský, Jan 2 Abaffy, Jozsef 1 Artenjak, Janez 1 Artl, Josef 1
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Bulletin of the Czech Econometric Society 175
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RePEc 175
Showing 1 - 10 of 175
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Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part I - deriving the formula for the asymptotic representation.
Víšek, Jan - In: Bulletin of the Czech Econometric Society 21 (2014)
<p>The  robust version of the classical  instrumental variables, called Instrumental Weighted Variables (IWV) and the conditions for its consistency and $\sqrt{n}$-consistency  are recalled. The reasons  why the classical instrumental variables as well as  IWV were introduced and the idea of...</p>
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Technological Variations in the AK Model
Duczynski, Petr - In: Bulletin of the Czech Econometric Society 21 (2014)
The AK growth model is a standard endogenous model. This paper first solves the social planner's problem in this model and shows that the steady state is the only solution to this model. The paper then considers several generalizations of the AK model on the side of technology. Unlike the basic...
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Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part II - numerical study
Víšek, Jan - In: Bulletin of the Czech Econometric Society 21 (2014)
The behavior of the robust version of the classical  instrumental variables, called instrumental weighted variables, and  their asymptotic representation is studied by means of the Monte Carlo experiments under various frameworks. The results are given both in the !compressed'' form of...
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Recovery Rates in Consumer Lending: Empirical Evidence and the Model Comparison
Prívara, Samuel; Kolman, Marek; Witzany, Jiri - In: Bulletin of the Czech Econometric Society 21 (2014)
The bank regulation embodied in the Basel II Accord has opened-up a new era in estimating recovery rates or complementary loss given default in the retail lending credit evaluation process. In this paper we investigate the properties of survival analysis models applied to recovery rates in order...
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Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic
Stráský, Josef; Baxa, Jaromír - In: Bulletin of the Czech Econometric Society 21 (2014)
Forecasting inflation is generally considered a challenging task as forecasters face fundamental uncertainty about the proper selection of variables driving inflation dynamics. In this paper, we investigate the forecasting performance of variables representing economic activity, monetary policy...
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Estimating Default and Recovery Rate Correlations
Witzany, Jiri - In: Bulletin of the Czech Econometric Society 21 (2014)
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On the Tsallis Entropy For Gibbs Random Fields
Janžura, Martin - In: Bulletin of the Czech Econometric Society 21 (2014)
<p><span style="font-size: 11.000000pt; font-family: 'CMR10';">The Tsallis entropy, as a generalization of the standard Shannon-type entropy, was introduced by Constantino Tsallis (1988). Since that the concept has been extensively studied (see, e.g., Tsallis (2009)). </span> <span style="font-size: 11.000000pt; font-family: 'CMR10';">In the present paper we address the problem of generalizing the concept for...</span></p>
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The Influence of Housing Price Development on the Household Consumption: Empirical Analysis for the Czech Republic
Dvořáková, Sylvie; Seidler, Jakub - In: Bulletin of the Czech Econometric Society 20 (2013)
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The least weighted squares with constraints and under heteroscedasticity
Víšek, Jan - In: Bulletin of the Czech Econometric Society 20 (2013)
  <p><span style="font-size: 11.000000pt; font-family: 'CMTI10';">Consistency </span><span style="font-size: 11.000000pt; font-family: 'CMR10';">of the </span><span style="font-size: 11.000000pt; font-family: 'CMTI10';">least weighted squares with constraints </span><span style="font-size: 11.000000pt; font-family: 'CMR10';">under </span><span style="font-size: 11.000000pt; font-family: 'CMTI10';">heteroscedasticity </span><span style="font-size: 11.000000pt; font-family: 'CMR10';">is proved and the patterns of numerical study (for the whole collection of situations) reveals its finite sample properties (on the background of the well-known </span><span style="font-size: 11.000000pt; font-family: 'CMTI10';">least trimmed squares</span><span style="font-size: 11.000000pt; font-family: 'CMR10';">). The possibility of...</span></p>
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Ways and means with scenarios
Dupačová, Jitka - In: Bulletin of the Czech Econometric Society 20 (2013)
<p><span style="font-size: 11.000000pt; font-family: 'CMR10';">We shall survey and classify various ways of approximation of the true probability distribution by a discrete distribution concentrated in a finite number of atoms, called scenarios, which occur with preassigned probabilities. Resistance of the numerical results with respect to the choice of...</span></p>
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