Publication details
Odhad časově proměnných parametrů v modelech české ekonomiky
| Title in English | Estimation of time - variant parameters in czech macroeconomic models |
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| Authors | |
| Year of publication | 2007 |
| MU Faculty or unit | |
| 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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